Generate and return the Cumulative Distribution Function (CDF) of the univariate Lognormal distribution.
More...
Generate and return the Cumulative Distribution Function (CDF) of the univariate Lognormal distribution.
- Parameters
-
| [in] | logx | : 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), representing the natural logarithm of the point(s) 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 as logx representing the location parameter of the distribution.
(optional, default = 0) |
| [in] | invSigma | : The input scalar of the same type and kind as logx representing the inverse of the scale parameter of the distribution.
(optional, default = 1.. It can be present if and only if is also present.) |
- Returns
cdf : The output scalar or array of the same shape as the input array-like arguments, of the same type and kind as the input logx representing the CDF of the Lognormal distribution at the specified point exp(logx).
Possible calling interfaces ⛓
Generate and return the Cumulative Distribution Function (CDF) of the univariate Lognormal distributi...
This module contains classes and procedures for computing various statistical quantities related to t...
- Warning
- The condition
invSigma > 0. must hold for the corresponding procedure argument.
This condition is 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.
Example usage ⛓
12 integer(IK),
parameter :: NP
= 1000_IK
13 real(RK), dimension(NP) :: LogPoint, mu, invSigma, CDF
15 type(display_type) :: disp
19 call setLinSpace(LogPoint, x1
= -10._RK, x2
= +3._RK)
20 call setLogSpace(invSigma, logx1
= log(
0.1_RK), logx2
= log(
10._RK))
23 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
24 call disp%show(
"! Compute the Cumulative Distribution Function (CDF) of the (Standard) LogNormal distribution.")
25 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
37 call disp%show(
"call setLogNormCDF(CDF(1), LogPoint(NP/2))")
54 call disp%show(
"call setLogNormCDF(CDF(1), LogPoint(1), mu(1))")
61 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
62 call disp%show(
"! CDF with a standard deviation.")
63 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
71 call disp%show(
"call setLogNormCDF(CDF(1), LogPoint(1), invSigma(1))")
78 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
79 call disp%show(
"! CDF with a mean and a standard deviation.")
80 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
90 call disp%show(
"call setLogNormCDF(CDF(1), LogPoint(1), mu(1), invSigma(1))")
97 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
98 call disp%show(
"! A vector of CDF at different points with the same mean and standard deviation.")
99 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
107 call disp%show(
"LogPoint(1:NP:NP/5)")
108 call disp%show( LogPoint(
1:NP:NP
/5) )
109 call disp%show(
"call setLogNormCDF(CDF(1:NP:NP/5), LogPoint(1:NP:NP/5), mu(1), invSigma(1))")
110 call setLogNormCDF(CDF(
1:NP:NP
/5), LogPoint(
1:NP:NP
/5), mu(
1), invSigma(
1))
116 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
117 call disp%show(
"! A vector of CDF at the same point but with different means and standard deviations.")
118 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
124 call disp%show(
"invSigma(1:NP:NP/5)")
125 call disp%show( invSigma(
1:NP:NP
/5) )
128 call disp%show(
"call setLogNormCDF(CDF(1:NP:NP/5), LogPoint(1), mu(1:NP:NP/5), invSigma(1:NP:NP/5))")
129 call setLogNormCDF(CDF(
1:NP:NP
/5), LogPoint(
1), mu(
1:NP:NP
/5), invSigma(
1:NP:NP
/5))
135 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
136 call disp%show(
"! A vector of CDF at different points with different means and a standard deviations.")
137 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
143 call disp%show(
"invSigma(1:NP:NP/5)")
144 call disp%show( invSigma(
1:NP:NP
/5) )
145 call disp%show(
"LogPoint(1:NP:NP/5)")
146 call disp%show( LogPoint(
1:NP:NP
/5) )
147 call disp%show(
"call setLogNormCDF(CDF(1:NP:NP/5), LogPoint(1:NP:NP/5), mu(1:NP:NP/5), invSigma(1:NP:NP/5))")
148 call setLogNormCDF(CDF(
1:NP:NP
/5), LogPoint(
1:NP:NP
/5), mu(
1:NP:NP
/5), invSigma(
1:NP:NP
/5))
158 integer(IK) :: fileUnit, i
159 real(RK) ,
parameter :: mu(
*)
= [
0._RK,
0._RK,
0._RK,
-2._RK]
160 real(RK) ,
parameter :: invSigma(
*)
= 1._RK / [
3.0_RK,
1.0_RK,
0.3_RK,
1.0_RK]
161 open(newunit
= fileUnit, file
= "setLogNormCDF.RK.txt")
164 write(fileUnit,
"(5(g0,:,' '))")
exp(LogPoint(i)), CDF(
1:
4)
Return the linSpace output argument with size(linSpace) elements of evenly-spaced values over the int...
Return the logSpace output argument with size(logSpace) elements of logarithmically-evenly-spaced val...
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 RK
The default real kind in the ParaMonte library: real64 in Fortran, c_double in C-Fortran Interoperati...
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 ⛓
16+0.22701516800954780E-3
30+0.28665157186802404E-6
73-10.000000000000000,
-7.3973973973973974,
-4.7947947947947949,
-2.1921921921921923,
+0.41041041041041026
74call setLogNormCDF(CDF(
1:NP:NP
/5), LogPoint(
1:NP:NP
/5), mu(
1), invSigma(
1))
76+0.30853753872598683,
+0.40526601265290857,
+0.50818592874292234,
+0.61056072720856069,
+0.70576035252999336
85-5.0000000000000000,
-2.9979979979979978,
-0.99599599599599564,
+1.0060060060060056,
+3.0080080080080087
87+0.10000000000000003,
+0.25142033481427983,
+0.63212184758124557,
+1.5892828656229783,
+3.9957803018952722
90call setLogNormCDF(CDF(
1:NP:NP
/5), LogPoint(
1), mu(
1:NP:NP
/5), invSigma(
1:NP:NP
/5))
92+0.30853753872598683,
+0.39166134321215629E-1,
+0.62917015486441130E-8,
+0.0000000000000000,
+0.0000000000000000
101-5.0000000000000000,
-2.9979979979979978,
-0.99599599599599564,
+1.0060060060060056,
+3.0080080080080087
103+0.10000000000000003,
+0.25142033481427983,
+0.63212184758124557,
+1.5892828656229783,
+3.9957803018952722
105-10.000000000000000,
-7.3973973973973974,
-4.7947947947947949,
-2.1921921921921923,
+0.41041041041041026
106call setLogNormCDF(CDF(
1:NP:NP
/5), LogPoint(
1:NP:NP
/5), mu(
1:NP:NP
/5), invSigma(
1:NP:NP
/5))
108+0.30853753872598683,
+0.13434195044832187,
+0.81683854698439418E-2,
+0.18591488892827357E-6,
+0.0000000000000000
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"$\mu = 0.0,~\sigma = 3.0$"
21 ,
r"$\mu = 0.0,~\sigma = 1.0$"
22 ,
r"$\mu = 0.0,~\sigma = 0.3$"
23 ,
r"$\mu = -2.,~\sigma = 1.0$"
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(
"Cumulative Distribution Function (CDF)", fontsize = 17)
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")
70 plt.savefig(fileList[0].replace(
".txt",
".png"))
72 elif len(fileList) > 1:
74 sys.exit(
"Ambiguous file list exists.")
Visualization of the example output ⛓
- Test:
- test_pm_distLogNorm
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 728 of file pm_distLogNorm.F90.
1.9.3