Return the Cumulative Distribution Function (CDF) of the Raised Cosine distribution for an input x within the support of the distribution $x \in [\mu - \sigma, \mu + \sigma]$. More...

Detailed Description

Return the Cumulative Distribution Function (CDF) of the Raised Cosine distribution for an input x within the support of the distribution $x \in [\mu - \sigma, \mu + \sigma]$.

See the documentation of pm_distCosRaised for more information on the Raised Cosine distribution.

Parameters

[out]	cdf	: The output scalar or array of the same shape as any input array-like argument, of the same type and kind the input argument `x`, containing the CDF of the distribution.
[in]	x	: The input scalar or array of the same shape as other array like arguments, of type `real` of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128), containing the value at which the CDF must be computed.
[in]	mu	: The input scalar or array of the same shape as other array-like arguments, of the same type and kind the input argument `x`, containing the location parameter of the distribution. (optional, default = $0.$. It must be present if `invSigma` is also present.)
[in]	invSigma	: The input scalar or array of the same shape as other array-like arguments, of the same type and kind as `x`, containing the inverse of the scale parameter of the distribution. (optional, default = $1.$. It can be present only if `mu` is also present.)

Possible calling interfaces ⛓

: use pm_distCosRaised, only: setCosRaisedCDF

call setCosRaisedCDF(cdf, x)

call setCosRaisedCDF(cdf, x, mu)

call setCosRaisedCDF(cdf, x, mu, invSigma)

pm_distCosRaised::setCosRaisedCDF
Return the Cumulative Distribution Function (CDF) of the Raised Cosine distribution for an input x wi...
Definition: pm_distCosRaised.F90:712

pm_distCosRaised
This module contains classes and procedures for computing various statistical quantities related to t...
Definition: pm_distCosRaised.F90:83

Warning: The condition 0 < invSigma must hold for the corresponding input arguments.
The condition x >= mu - 1 / sigma must hold for the corresponding input arguments.
The condition x <= mu + 1 / sigma must hold for the corresponding input arguments.
These conditions are verified only if the library is built with the preprocessor macro CHECK_ENABLED=1.; The pure procedure(s) documented herein become impure when the ParaMonte library is compiled with preprocessor macro CHECK_ENABLED=1.
By default, these procedures are pure in release build and impure in debug and testing builds.

Remarks: The procedures under discussion are elemental.

See also: setCosRaisedCDF

Example usage ⛓

: 1program example

2

3 use pm_kind, only: SK, IK

4 use pm_kind, only: RKG => RK ! all real kinds are supported.

5 use pm_arrayMembership, only: operator(.inrange.)

6 use pm_mathSubAdd, only: operator(.subadd.)

7 use pm_distCosRaised, only: setCosRaisedCDF

8 use pm_arraySpace, only: getLinSpace

9 use pm_arraySpace, only: setLinSpace

10 use pm_arraySpace, only: setLogSpace

11 use pm_io, only: display_type

12

13 implicit none

14

15 integer(IK), parameter :: NP = 5_IK

16 real(RKG), dimension(NP) :: mu, invSigma, CDF

17

18 type(display_type) :: disp

19 disp = display_type(file = "main.out.F90")

20

21 call disp%skip()

22 call disp%show("!%%%%%%%%%%%%%%%%%%")

23 call disp%show("! The standard CDF.")

24 call disp%show("!%%%%%%%%%%%%%%%%%%")

25 call disp%skip()

26

27 call setLinSpace(mu, x1 = -5._RKG, x2 = +5._RKG)

28 call setLogSpace(invSigma, logx1 = log(0.1_RKG), logx2 = log(10._RKG))

29

30 call disp%skip()

31 call disp%show("call setCosRaisedCDF(CDF(1), 0._RKG)")

32 call setCosRaisedCDF(CDF(1), 0._RKG)

33 call disp%show("CDF(1)")

34 call disp%show( CDF(1) )

35 call disp%skip()

36

37 call disp%skip()

38 call disp%show("call setCosRaisedCDF(CDF(1:5), [real(RKG) :: -1., -.5, 0., .5, 1.])")

39 call setCosRaisedCDF(CDF(1:5), [real(RKG) :: -1., -.5, 0., .5, 1.])

40 call disp%show("CDF(1:5)")

41 call disp%show( CDF(1:5) )

42 call disp%skip()

43

44 call disp%skip()

45 call disp%show("!%%%%%%%%%%%%%%%%%")

46 call disp%show("! CDF with a mean.")

47 call disp%show("!%%%%%%%%%%%%%%%%%")

48 call disp%skip()

49

50 call disp%skip()

51 call disp%show("mu(1)")

52 call disp%show( mu(1) )

53 call disp%show("call setCosRaisedCDF(CDF(1), mu(1), mu(1))")

54 call setCosRaisedCDF(CDF(1), mu(1), mu(1))

55 call disp%show("CDF(1)")

56 call disp%show( CDF(1) )

57 call disp%skip()

58

59 call disp%skip()

60 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

61 call disp%show("! CDF with a mean and a standard deviation.")

62 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

63 call disp%skip()

64

65 call disp%skip()

66 call disp%show("mu(1)")

67 call disp%show( mu(1) )

68 call disp%show("invSigma(1)")

69 call disp%show( invSigma(1) )

70 call disp%show("call setCosRaisedCDF(CDF(1:2), mu(1) .subadd. invSigma(1) / 2, mu(1), invSigma(1))")

71 call setCosRaisedCDF(CDF(1:2), mu(1) .subadd. invSigma(1) / 2, mu(1), invSigma(1))

72 call disp%show("CDF(1:2)")

73 call disp%show( CDF(1:2) )

74 call disp%skip()

75

76 call disp%skip()

77 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

78 call disp%show("! A vector of CDF at different points with the same mean and standard deviation.")

79 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

80 call disp%skip()

81

82 call disp%skip()

83 call disp%show("mu(1)")

84 call disp%show( mu(1) )

85 call disp%show("invSigma(1)")

86 call disp%show( invSigma(1) )

87 call disp%show("call setCosRaisedCDF(CDF(1:NP), getLinSpace(mu(1) - invSigma(1), mu(1) + invSigma(1), count = NP), mu(1), invSigma(1))")

88 call setCosRaisedCDF(CDF(1:NP), getLinSpace(mu(1) - invSigma(1), mu(1) + invSigma(1), count = NP), mu(1), invSigma(1))

89 call disp%show("CDF(1:NP)")

90 call disp%show( CDF(1:NP) )

91 call disp%skip()

92

93 call disp%skip()

94 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

95 call disp%show("! A vector of CDF at the same point but with different means and standard deviations.")

96 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

97 call disp%skip()

98

99 call disp%skip()

100 call disp%show("mu(1:NP)")

101 call disp%show( mu(1:NP) )

102 call disp%show("invSigma(1:NP)")

103 call disp%show( invSigma(1:NP) )

104 call disp%show("call setCosRaisedCDF(CDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))")

105 call setCosRaisedCDF(CDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))

106 call disp%show("CDF(1:NP)")

107 call disp%show( CDF(1:NP) )

108 call disp%skip()

109

110 call disp%skip()

111 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

112 call disp%show("! A vector of CDF at different points with different means and a standard deviations.")

113 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

114 call disp%skip()

115

116 call disp%skip()

117 call disp%show("mu(1:NP)")

118 call disp%show( mu(1:NP) )

119 call disp%show("invSigma(1:NP)")

120 call disp%show( invSigma(1:NP) )

121 call disp%show("call setCosRaisedCDF(CDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))")

122 call setCosRaisedCDF(CDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))

123 call disp%show("CDF(1:NP)")

124 call disp%show( CDF(1:NP) )

125 call disp%skip()

126

127 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

128 ! Output an example array for visualization.

129 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

130

131 block

132 integer(IK) :: fileUnit, i, j

133 real(RKG) :: point(1000), CDF(4), mu(4), invSigma(4)

134 open(newunit = fileUnit, file = "setCosRaisedCDF.RK.txt")

135 call setLinSpace(point, x1 = -4._RKG, x2 = +4._RKG)

136 invSigma = 1._RKG / [+3._RKG, +1._RKG, +.3_RKG, 1._RKG]

137 mu = [+0._RKG, +0._RKG, +0._RKG, -2._RKG]

138 do i = 1, size(point)

139 do j = 1, size(CDF)

140 if(point(i) .inrange. (mu(j) .subadd. 1._RKG / invSigma(j))) then

141 call setCosRaisedCDF(CDF(j), point(i), mu(j), invSigma(j))

142 elseif (point(i) > mu(j) + 1._RKG / invSigma(j)) then

143 CDF(j) = 1._RKG

144 else

145 CDF(j) = 0._RKG

146 end if

147 end do

148 write(fileUnit,"(5(g0,:,' '))") point(i), CDF

149 end do

150 close(fileUnit)

151 end block

152

153end program example

pm_arraySpace::getLinSpace
Generate count evenly spaced points over the interval [x1, x2] if x1 < x2, or [x2,...
Definition: pm_arraySpace.F90:108

pm_arraySpace::setLinSpace
Return the linSpace output argument with size(linSpace) elements of evenly-spaced values over the int...
Definition: pm_arraySpace.F90:324

pm_arraySpace::setLogSpace
Return the logSpace output argument with size(logSpace) elements of logarithmically-evenly-spaced val...
Definition: pm_arraySpace.F90:765

pm_io::show
This is a generic method of the derived type display_type with pass attribute.
Definition: pm_io.F90:11726

pm_io::skip
This is a generic method of the derived type display_type with pass attribute.
Definition: pm_io.F90:11508

pm_arrayMembership
This module contains procedures and generic interfaces for assessing whether particular value(s) or a...
Definition: pm_arrayMembership.F90:75

pm_arraySpace
This module contains procedures and generic interfaces for generating arrays with linear or logarithm...
Definition: pm_arraySpace.F90:33

pm_io
This module contains classes and procedures for input/output (IO) or generic display operations on st...
Definition: pm_io.F90:252

pm_io::disp
type(display_type) disp
This is a scalar module variable an object of type display_type for general display.
Definition: pm_io.F90:11393

pm_kind
This module defines the relevant Fortran kind type-parameters frequently used in the ParaMonte librar...
Definition: pm_kind.F90:268

pm_kind::RK
integer, parameter RK
The default real kind in the ParaMonte library: real64 in Fortran, c_double in C-Fortran Interoperati...
Definition: pm_kind.F90:543

pm_kind::IK
integer, parameter IK
The default integer kind in the ParaMonte library: int32 in Fortran, c_int32_t in C-Fortran Interoper...
Definition: pm_kind.F90:540

pm_kind::SK
integer, parameter SK
The default character kind in the ParaMonte library: kind("a") in Fortran, c_char in C-Fortran Intero...
Definition: pm_kind.F90:539

pm_mathSubAdd
This module contains procedures and generic interfaces for evaluating the mathematical operator acti...
Definition: pm_mathSubAdd.F90:67

pm_io::display_type
Generate and return an object of type display_type.
Definition: pm_io.F90:10282

Example Unix compile command via Intel ifort compiler ⛓
1#!/usr/bin/env sh

2rm main.exe

3ifort -fpp -standard-semantics -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe

4./main.exe

Example Windows Batch compile command via Intel ifort compiler ⛓
1del main.exe

2set PATH=..\..\..\lib;%PATH%

3ifort /fpp /standard-semantics /O3 /I:..\..\..\include main.F90 ..\..\..\lib\libparamonte*.lib /exe:main.exe

4main.exe

Example Unix / MinGW compile command via GNU gfortran compiler ⛓
1#!/usr/bin/env sh

2rm main.exe

3gfortran -cpp -ffree-line-length-none -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe

4./main.exe

Example output ⛓
1

2!%%%%%%%%%%%%%%%%%%

3! The standard CDF.

4!%%%%%%%%%%%%%%%%%%

5

6

7call setCosRaisedCDF(CDF(1), 0._RKG)

8CDF(1)

9+0.50000000000000000

10

11

12call setCosRaisedCDF(CDF(1:5), [real(RKG) :: -1., -.5, 0., .5, 1.])

13CDF(1:5)

14-0.19490859162596877E-16, +0.90845056908104654E-1, +0.50000000000000000, +0.90915494309189537, +1.0000000000000000

15

16

17!%%%%%%%%%%%%%%%%%

18! CDF with a mean.

19!%%%%%%%%%%%%%%%%%

20

21

22mu(1)

23-5.0000000000000000

24call setCosRaisedCDF(CDF(1), mu(1), mu(1))

25CDF(1)

26+0.50000000000000000

27

28

29!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

30! CDF with a mean and a standard deviation.

31!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

32

33

34mu(1)

35-5.0000000000000000

36invSigma(1)

37+0.10000000000000003

38call setCosRaisedCDF(CDF(1:2), mu(1) .subadd. invSigma(1) / 2, mu(1), invSigma(1))

39CDF(1:2)

40+0.49500010280711082, +0.50499989719288907

41

42

43!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

44! A vector of CDF at different points with the same mean and standard deviation.

45!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

46

47

48mu(1)

49-5.0000000000000000

50invSigma(1)

51+0.10000000000000003

52call setCosRaisedCDF(CDF(1:NP), getLinSpace(mu(1) - invSigma(1), mu(1) + invSigma(1), count = NP), mu(1), invSigma(1))

53CDF(1:NP)

54+0.49000082242644727, +0.49500010280711082, +0.50000000000000000, +0.50499989719288907, +0.50999917757355273

55

56

57!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

58! A vector of CDF at the same point but with different means and standard deviations.

59!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

60

61

62mu(1:NP)

63-5.0000000000000000, -2.5000000000000000, +0.0000000000000000, +2.5000000000000000, +5.0000000000000000

64invSigma(1:NP)

65+0.10000000000000003, +0.31622776601683800, +1.0000000000000004, +3.1622776601683813, +10.000000000000002

66call setCosRaisedCDF(CDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))

67CDF(1:NP)

68+0.50000000000000000, +0.50000000000000000, +0.50000000000000000, +0.50000000000000000, +0.50000000000000000

69

70

71!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

72! A vector of CDF at different points with different means and a standard deviations.

73!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

74

75

76mu(1:NP)

77-5.0000000000000000, -2.5000000000000000, +0.0000000000000000, +2.5000000000000000, +5.0000000000000000

78invSigma(1:NP)

79+0.10000000000000003, +0.31622776601683800, +1.0000000000000004, +3.1622776601683813, +10.000000000000002

80call setCosRaisedCDF(CDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))

81CDF(1:NP)

82+0.50000000000000000, +0.50000000000000000, +0.50000000000000000, +0.50000000000000000, +0.50000000000000000

83

84

Postprocessing of the example output ⛓
1#!/usr/bin/env python

2

3import matplotlib.pyplot as plt

4import pandas as pd

5import numpy as np

6import glob

7import sys

8

9linewidth = 2

10fontsize = 17

11

12marker ={ "CK" : "-"

13 , "IK" : "."

14 , "RK" : "-"

15 }

16xlab = { "CK" : "X ( real/imaginary components )"

17 , "IK" : "X ( integer-valued )"

18 , "RK" : "X ( real-valued )"

19 }

20legends = [ r"$\mu = 0.0,~\sigma = 2.00$"

21 , r"$\mu = 0.0,~\sigma = 1.00$"

22 , r"$\mu = 0.0,~\sigma = 0.50$"

23 , r"$\mu = 0.0,~\sigma = 0.25$"

24 ]

25

26for kind in ["IK", "CK", "RK"]:

27

28 pattern = "*." + kind + ".txt"

29 fileList = glob.glob(pattern)

30 if len(fileList) == 1:

31

32 df = pd.read_csv(fileList[0], delimiter = " ")

33

34 fig = plt.figure(figsize = 1.25 * np.array([6.4, 4.8]), dpi = 200)

35 ax = plt.subplot()

36

37 if kind == "CK":

38 plt.plot( df.values[:, 0]

39 , df.values[:,1:5]

40 , marker[kind]

41 , linewidth = linewidth

42 #, color = "r"

43 )

44 plt.plot( df.values[:, 1]

45 , df.values[:,1:5]

46 , marker[kind]

47 , linewidth = linewidth

48 #, color = "blue"

49 )

50 else:

51 plt.plot( df.values[:, 0]

52 , df.values[:,1:5]

53 , marker[kind]

54 , linewidth = linewidth

55 #, color = "r"

56 )

57 ax.legend ( legends

58 , fontsize = fontsize

59 )

60

61 plt.xticks(fontsize = fontsize - 2)

62 plt.yticks(fontsize = fontsize - 2)

63 ax.set_xlabel(xlab[kind], fontsize = 17)

64 ax.set_ylabel("Cumulative Distribution Function (CDF)", fontsize = 17)

65

66 plt.grid(visible = True, which = "both", axis = "both", color = "0.85", linestyle = "-")

67 ax.tick_params(axis = "y", which = "minor")

68 ax.tick_params(axis = "x", which = "minor")

69

70 plt.tight_layout()

71 plt.savefig(fileList[0].replace(".txt",".png"))

72

73 elif len(fileList) > 1:

74

75 sys.exit("Ambiguous file list exists.")

Visualization of the example output ⛓

Test:: test_pm_distCosRaised

Todo:: Very Low Priority: This generic interface can be extended to complex arguments.

Final Remarks ⛓

If you believe this algorithm or its documentation can be improved, we appreciate your contribution and help to edit this page's documentation and source file on GitHub.
For details on the naming abbreviations, see this page.
For details on the naming conventions, see this page.
This software is distributed under the MIT license with additional terms outlined below.

If you use any parts or concepts from this library to any extent, please acknowledge the usage by citing the relevant publications of the ParaMonte library.
If you regenerate any parts/ideas from this library in a programming environment other than those currently supported by this ParaMonte library (i.e., other than C, C++, Fortran, MATLAB, Python, R), please also ask the end users to cite this original ParaMonte library.

This software is available to the public under a highly permissive license.
Help us justify its continued development and maintenance by acknowledging its benefit to society, distributing it, and contributing to it.

Copyright: Computational Data Science Lab

Author:: Amir Shahmoradi, Oct 16, 2009, 11:14 AM, Michigan

Definition at line 712 of file pm_distCosRaised.F90.

The documentation for this interface was generated from the following file:

src/fortran/main/pm_distCosRaised.F90