Return the natural logarithm of the Probability Density Function (PDF) of the Gamma distribution for an input x within the support of the distribution \(x \in (0,+\infty)\).
More...
Return the natural logarithm of the Probability Density Function (PDF) of the Gamma distribution for an input x within the support of the distribution \(x \in (0,+\infty)\).
See the documentation of pm_distGamma for more information on the Gamma distribution.
- Parameters
-
| [out] | logPDF | : 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 natural logarithm of the PDF 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 values at which the PDF must be computed.
|
| [in] | logPDFNF | : The input scalar or array of the same shape as other array-like arguments, of the same type and kind as x, containing the natural logarithm of the normalization factor of the Gamma distribution.
The value of this input argument is readily returned by getGammaLogPDFNF(kappa, invSigma).
significantly improves the runtime performance.
(optional, default = 0. It must be present if and only if kappa is also present.) |
| [in] | kappa | : The input scalar or array of the same shape as other array-like arguments, of the same type and kind as x, containing the shape parameter of the distribution.
(optional, default = 1.. It must be present if and only if logPDFNF 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 rate (inverse scale) parameter of the distribution.
(optional, default = 1.. It can be present only if all previous arguments are also present.) |
Possible calling interfaces ⛓
Return the natural logarithm of the Probability Density Function (PDF) of the Gamma distribution for ...
This module contains classes and procedures for computing various statistical quantities related to t...
- Warning
- The condition
0 < x must hold for the corresponding input arguments.
The condition 0 < kappa must hold for the corresponding input arguments.
The condition 0 < invSigma must hold for the corresponding input arguments.
The condition logPDFNF = getGammaLogPDFNF(kappa, invSigma) 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.
- Note
- See getGammaLogPDF for a more flexible but less performant interface to the same functionality of this interface.
- See also
- setGammaLogPDF
Example usage ⛓
12 integer(IK),
parameter :: NP
= 999_IK
13 real :: Point(NP), logPDF(NP)
15 type(display_type) :: disp
18 call setLinSpace(Point, x1
= 0., x2
= 20., fopen
= .true._LK, lopen
= .true._LK)
21 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
22 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
23 call disp%show(
"! Compute the Probability Density Function (PDF) of the Gamma distribution.")
24 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
25 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
31 call disp%show(
"call setGammaLogPDF(logPDF(1), Point(1))")
38 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
39 call disp%show(
"! Accelerate the runtime performance for repeated calls when `kappa` and `invSigma` are fixed (i.e., the PDF normalization constant is fixed).")
40 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
46 call disp%show(
"call setGammaLogPDF(logPDF(1:NP:NP/4), Point(1:NP:NP/4), getGammaLogPDFNF(2., 2.), kappa = 2., invSigma = 2.)")
53 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
54 call disp%show(
"! A vector of PDF at different points with the same PDF parameters.")
55 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
61 call disp%show(
"call setGammaLogPDF(logPDF(1:NP:NP/4), Point(1:NP:NP/4), getGammaLogPDFNF(0.5, 5.), kappa = 0.5, invSigma = 5.)")
68 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
69 call disp%show(
"! A vector of PDF at the same point but with different PDF parameters.")
70 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
76 call disp%show(
"call setGammaLogPDF(logPDF(1:NP:NP/4), Point(NP/4), getGammaLogPDFNF(getLinSpace(0.5, 5., 5), getLinSpace(5., .5, 5)), kappa = getLinSpace(0.5, 5., 5), invSigma = getLinSpace(5., .5, 5))")
77 call setGammaLogPDF(logPDF(
1:NP:NP
/4), Point(NP
/4),
getGammaLogPDFNF(
getLinSpace(
0.5,
5.,
5),
getLinSpace(
5., .
5,
5)), kappa
= getLinSpace(
0.5,
5.,
5), invSigma
= getLinSpace(
5., .
5,
5))
83 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
84 call disp%show(
"! A vector of PDF at different points with different PDF parameters.")
85 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
91 call disp%show(
"call setGammaLogPDF(logPDF(1:NP:NP/4), Point(1:NP:NP/4), getGammaLogPDFNF(getLinSpace(0.5, 5., 5), getLinSpace(5., .5, 5)), kappa = getLinSpace(0.5, 5., 5), invSigma = getLinSpace(5., .5, 5))")
92 call setGammaLogPDF(logPDF(
1:NP:NP
/4), Point(
1:NP:NP
/4),
getGammaLogPDFNF(
getLinSpace(
0.5,
5.,
5),
getLinSpace(
5., .
5,
5)), kappa
= getLinSpace(
0.5,
5.,
5), invSigma
= getLinSpace(
5., .
5,
5))
102 integer(IK) :: fileUnit, i
103 real,
parameter :: Kappa(
*)
= [
0.5,
1.0,
2.0,
7.5]
104 real,
parameter :: invSigma(
*)
= [
1.0,
0.5,
0.5,
1.0]
105 open(newunit
= fileUnit, file
= "setGammaLogPDF.RK.txt")
108 write(fileUnit,
"(5(g0,:,' '))") Point(i),
exp(logPDF(
1:
4))
Generate count evenly spaced points over the interval [x1, x2] if x1 < x2, or [x2,...
Return the linSpace output argument with size(linSpace) elements of evenly-spaced values over the int...
Generate and return the natural logarithm of the normalization factor of the Probability Density Func...
This is a generic method of the derived type display_type with pass attribute.
This is a generic method of the derived type display_type with pass attribute.
This module contains procedures and generic interfaces for generating arrays with linear or logarithm...
This module contains classes and procedures for input/output (IO) or generic display operations on st...
type(display_type) disp
This is a scalar module variable an object of type display_type for general display.
This module defines the relevant Fortran kind type-parameters frequently used in the ParaMonte librar...
integer, parameter LK
The default logical kind in the ParaMonte library: kind(.true.) in Fortran, kind(....
integer, parameter IK
The default integer kind in the ParaMonte library: int32 in Fortran, c_int32_t in C-Fortran Interoper...
integer, parameter SK
The default character kind in the ParaMonte library: kind("a") in Fortran, c_char in C-Fortran Intero...
Generate and return an object of type display_type.
Example Unix compile command via Intel ifort compiler ⛓
3ifort -fpp -standard-semantics -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe
Example Windows Batch compile command via Intel ifort compiler ⛓
2set PATH=..\..\..\lib;%PATH%
3ifort /fpp /standard-semantics /O3 /I:..\..\..\include main.F90 ..\..\..\lib\libparamonte*.lib /exe:main.exe
Example Unix / MinGW compile command via GNU gfortran compiler ⛓
3gfortran -cpp -ffree-line-length-none -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe
Example output ⛓
22+0.100100096E-1,
+4.99499512,
+9.97997952,
+14.9649639,
+19.9499493
25-3.23789525,
-6.99525928,
-16.2730827,
-25.8379211,
-35.5203781
34+0.100100096E-1,
+4.99499512,
+9.97997952,
+14.9649639,
+19.9499493
37+2.48438883,
-25.5468407,
-50.8178368,
-75.9453201,
-101.014008
47call setGammaLogPDF(logPDF(
1:NP:NP
/4), Point(NP
/4),
getGammaLogPDFNF(
getLinSpace(
0.5,
5.,
5),
getLinSpace(
5., .
5,
5)), kappa
= getLinSpace(
0.5,
5.,
5), invSigma
= getLinSpace(
5., .
5,
5))
49-25.4447327,
-15.9649544,
-8.56675816,
-3.22727156,
-2.71359587
58+0.100100096E-1,
+4.99499512,
+9.97997952,
+14.9649639,
+19.9499493
59call setGammaLogPDF(logPDF(
1:NP:NP
/4), Point(
1:NP:NP
/4),
getGammaLogPDFNF(
getLinSpace(
0.5,
5.,
5),
getLinSpace(
5., .
5,
5)), kappa
= getLinSpace(
0.5,
5.,
5), invSigma
= getLinSpace(
5., .
5,
5))
61+2.48438883,
-16.0400219,
-21.1122398,
-16.2947903,
-4.64585829
Postprocessing of the example output ⛓
3import matplotlib.pyplot
as plt
16xlab = {
"CK" :
"X ( real/imaginary components )"
17 ,
"IK" :
"X ( integer-valued )"
18 ,
"RK" :
"X ( real-valued )"
20legends = [
r"$\kappa = 0.5,~\sigma = 1.0$"
21 ,
r"$\kappa = 1.0,~\sigma = 2.0$"
22 ,
r"$\kappa = 2.0,~\sigma = 2.0$"
23 ,
r"$\kappa = 7.5,~\sigma = 1.0$"
26for kind
in [
"IK",
"CK",
"RK"]:
28 pattern =
"*." + kind +
".txt"
29 fileList = glob.glob(pattern)
30 if len(fileList) == 1:
32 df = pd.read_csv(fileList[0], delimiter =
" ")
34 fig = plt.figure(figsize = 1.25 * np.array([6.4, 4.8]), dpi = 200)
38 plt.plot( df.values[:, 0]
41 , linewidth = linewidth
44 plt.plot( df.values[:, 1]
47 , linewidth = linewidth
51 plt.plot( df.values[:, 0]
54 , linewidth = linewidth
61 plt.xticks(fontsize = fontsize - 2)
62 plt.yticks(fontsize = fontsize - 2)
63 ax.set_xlabel(xlab[kind], fontsize = 17)
64 ax.set_ylabel(
"Probability Density Function (PDF)", fontsize = 17)
68 plt.grid(visible =
True, which =
"both", axis =
"both", color =
"0.85", linestyle =
"-")
69 ax.tick_params(axis =
"y", which =
"minor")
70 ax.tick_params(axis =
"x", which =
"minor")
72 plt.savefig(fileList[0].replace(
".txt",
".png"))
74 elif len(fileList) > 1:
76 sys.exit(
"Ambiguous file list exists.")
Visualization of the example output ⛓
- Test:
- test_pm_distGamma
- Todo:
- 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 533 of file pm_distGamma.F90.
1.9.3