ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
See the latest version documentation.
pm_distPiwiPoweto::getPiwiPowetoCDF Interface Reference

Generate and return the Cumulative Distribution Function (CDF) of the (Truncated) PiwiPoweto distribution for an input logx within the support of the distribution logLimX(1) <= logx <= logLimX(size(logLimX)).
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Detailed Description

Generate and return the Cumulative Distribution Function (CDF) of the (Truncated) PiwiPoweto distribution for an input logx within the support of the distribution logLimX(1) <= logx <= logLimX(size(logLimX)).

See the documentation of pm_distPiwiPoweto for more information on the (Truncated) PiwiPoweto distribution.

Parameters
[in]logx: The input scalar of type real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128), containing the natural logarithm of the x value within the support of the distribution at which the CDF must be computed.
[in]alpha: The input vector of the same type and kind as logx, of the same size n as the number of the power-law components of the distribution, containing the shape parameter of the distribution (i.e., the exponents of the power-law components of the distribution).
[in]logLimX: The input vector of the same type and kind as alpha, of size size(alpha) + 1 containing the natural logarithm of the scale parameters (i.e., the break points, or the limits) of the n power-law components of the distribution.
The scale parameter(s) must be in ascending order, such that logLimX(1) <= x <= logLimX(size(logLimX)).
Setting logLimX(1) <= -log(huge(logLimX)) effectively implies a left-opened semi-infinite support for the distribution.
Setting logLimX(size(logLimX)) >= log(huge(logLimX)) effectively implies a right-opened semi-infinite support for the distribution.
[in]logPDFNF: The input vector of the same type, kind, and size as alpha, containing the natural logarithm of the normalization factors ( \(\eta\)) of power-law components of the distribution of the (Truncated) PiwiPoweto distribution.
Specifying this argument when calling this procedure repeatedly with fixed \((\alpha, x_\mathrm{lim})\) parameters significantly improves the runtime performance.
(optional. It must be present if and only if cumSumArea is also present. Default = getPiwiPowetoLogPDFNF(alpha, logLimX))
[in]cumSumArea: The output vector of the same type, kind, and size as logLimX, each element of which corresponds to cumulative area underneath the distribution from the minimum of the support exp(logLimX(1)) to the corresponding element of exp(logLimX).
By definition, cumSumArea(1) == 0. and cumSumArea(size(cumSumArea)) == 1., and isAscending(cumSumArea) hold.
This output vector is a side-product of the computation of the normalization factors.
It is also required for random number generation from the (Truncated) PiwiPoweto distribution.
Precomputing and supplying this vector to the random number generator routines significantly improves the runtime performance.
(optional. It must be present if and only if logPDFNF is also present. The default is set by getPiwiPowetoLogPDFNF(alpha, logLimX, cumSumArea).)
Returns
cdf : The output scalar of the same type and kind the input argument logx, containing the Cumulative Distribution Function (CDF) at the specified point within the support of the distribution.


Possible calling interfaces

cdf = getPiwiPowetoCDF(logx, alpha(1:n), logLimX(1:n+1))
cdf = getPiwiPowetoCDF(logx, alpha(1:n), logLimX(1:n+1), logPDFNF(1:n), cumSumArea(1:n+1))
Generate and return the Cumulative Distribution Function (CDF) of the (Truncated) PiwiPoweto distribu...
This module contains classes and procedures for computing various statistical quantities related to t...
Warning
The condition size(alpha) > 0 must hold for the corresponding input arguments.
The condition size(logLimX) == size(alpha) + 1 must hold for the corresponding input arguments.
The condition size(cumSumArea) == size(alpha) + 1 must hold for the corresponding input arguments.
The condition size(logPDFNF) == size(alpha) must hold for the corresponding input arguments.
The conditions logLimX(1) <= logx .and. logx <= logLimX(size(logLimX)) must hold for the corresponding input arguments.
These conditions are verified only if the library is built with the preprocessor macro CHECK_ENABLED=1.
Remarks
The procedures under discussion are impure.
See also
setPiwiPowetoCDF


Example usage

1program example
2
3 use pm_kind, only: SK, IK, LK
7 use pm_io, only: display_type
8
9 implicit none
10
11 integer(IK), parameter :: NP = 999_IK
12 real :: logx(NP), CDF(NP), cumSumArea(NP)
13
14 type(display_type) :: disp
15 disp = display_type(file = "main.out.F90")
16
17 call disp%skip()
18 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
19 call disp%show("! Compute the Cumulative Distribution Function (CDF) of the (truncated) PiwiPoweto distribution.")
20 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
21 call disp%skip()
22
23 call disp%skip()
24 call disp%show(∞"cdf = getPiwiPowetoCDF(logx = log(3.), alpha = [-2.], logLimX = [log(2.), log(huge(0.))]) ! left-truncated PiwiPoweto distribution at [2., +)")
25 cdf = getPiwiPowetoCDF(logx = log(3.), alpha = [-2.], logLimX = [log(2.), log(huge(0.))])
26 call disp%show("cdf")
27 call disp%show( cdf )
28 call disp%skip()
29
30 call disp%skip()
31 call disp%show("cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0.], logLimX = [0.5, 1., 1.5]) ! doubly-truncated PiwiPoweto distribution at `[0.5, 1.5]`.")
32 cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0.], logLimX = [0.5, 1., 1.5]) ! doubly-truncated PiwiPoweto distribution at `[0.5, 1.5]`.
33 call disp%show("cdf")
34 call disp%show( cdf )
35 call disp%skip()
36
37 call disp%skip()
38 call disp%show("cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))]) ! (truncated) PiwiPoweto with Semi-Infinite support.")
39 cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))]) ! (truncated) PiwiPoweto with Semi-Infinite support.
40 call disp%show("cdf")
41 call disp%show( cdf )
42 call disp%skip()
43
44 call disp%skip()
45 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
46 call disp%show("! Expedite repeated PDF computations by precomputing the normalization factors.")
47 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
48 call disp%skip()
49
50 call disp%skip()
51 call disp%show("cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))], logPDFNF = getPiwiPowetoLogPDFNF(alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))], cumSumArea = cumSumArea(1:4)), cumSumArea = cumSumArea(1:4))")
52 cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))], logPDFNF = getPiwiPowetoLogPDFNF(alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))], cumSumArea = cumSumArea(1:4)), cumSumArea = cumSumArea(1:4))
53 call disp%show("cdf")
54 call disp%show( cdf )
55 call disp%skip()
56
57 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
58 ! Output an example CDF array for visualization.
59 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
60
61 block
62 real, parameter :: LOG_HUGE = log(huge(0.))
63 real, allocatable :: cumSumArea(:), alpha(:), logLimX(:)
64 integer(IK) :: fileUnit, i
65 real :: CDF(4)
66 alpha = [3., 1., -1., -5.]
67 logLimX = log([2., 5., 10., 15.])
68 call setLinSpace(logx, x1 = log(0.001), x2 = log(20.), fopen = .true._LK, lopen = .true._LK)
69 if (allocated(cumSumArea)) deallocate(cumSumArea); allocate(cumSumArea(size(logLimX)+2))
70 open(newunit = fileUnit, file = "getPiwiPowetoCDF.RK.txt")
71 do i = 1, NP
72 CDF(1) = getPiwiPowetoCDF(logx(i), [alpha(1:2), 0., alpha(3:4)], [-LOG_HUGE, logLimX(1:4), LOG_HUGE], getPiwiPowetoLogPDFNF([alpha(1:2), 0., alpha(3:4)], [-LOG_HUGE, logLimX(1:4), LOG_HUGE], cumSumArea(1:6)), cumSumArea(1:6)) ! PiwiPoweto
73 if (logx(i) > logLimX(1)) then
74 CDF(2) = getPiwiPowetoCDF(logx(i), alpha(2:4), [logLimX(1:3), LOG_HUGE], getPiwiPowetoLogPDFNF(alpha(2:4), [logLimX(1:3), LOG_HUGE], cumSumArea(1:4)), cumSumArea(1:4)) ! left-truncated PiwiPoweto
75 else
76 CDF(2) = 0.
77 end if
78 if (logx(i) < logLimX(4)) then
79 CDF(3) = getPiwiPowetoCDF(logx(i), alpha(2:4), [-LOG_HUGE, logLimX(2:4)], getPiwiPowetoLogPDFNF(alpha(2:4), [-LOG_HUGE, logLimX(2:4)], cumSumArea(1:4)), cumSumArea(1:4)) ! right-truncated PiwiPoweto
80 else
81 CDF(3) = 1.
82 end if
83 if (logx(i) > logLimX(1) .and. logx(i) < logLimX(4)) then
84 CDF(4) = getPiwiPowetoCDF(logx(i), alpha(1:3), logLimX(1:4), getPiwiPowetoLogPDFNF(alpha(1:3), logLimX(1:4), cumSumArea(1:4)), cumSumArea(1:4)) ! doubly-truncated PiwiPoweto
85 elseif (logx(i) <= logLimX(1)) then
86 CDF(4) = 0.
87 else
88 CDF(4) = 1.
89 end if
90 write(fileUnit,"(*(g0,:,', '))") exp(logx(i)), CDF
91 end do
92 close(fileUnit)
93 end block
94
95end program example
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 factors of the components of the Proba...
This is a generic method of the derived type display_type with pass attribute.
Definition: pm_io.F90:11726
This is a generic method of the derived type display_type with pass attribute.
Definition: pm_io.F90:11508
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...
Definition: pm_io.F90:252
type(display_type) disp
This is a scalar module variable an object of type display_type for general display.
Definition: pm_io.F90:11393
This module defines the relevant Fortran kind type-parameters frequently used in the ParaMonte librar...
Definition: pm_kind.F90:268
integer, parameter LK
The default logical kind in the ParaMonte library: kind(.true.) in Fortran, kind(....
Definition: pm_kind.F90:541
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
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
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! Compute the Cumulative Distribution Function (CDF) of the (truncated) PiwiPoweto distribution.
4!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
5
6
7cdf = getPiwiPowetoCDF(logx = log(3.), alpha = [-2.], logLimX = [log(2.), log(huge(0.))]) ! left-truncated PiwiPoweto distribution at [2., +∞)
8cdf
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10
11
12cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0.], logLimX = [0.5, 1., 1.5]) ! doubly-truncated PiwiPoweto distribution at `[0.5, 1.5]`.
13cdf
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15
16
17cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))]) ! (truncated) PiwiPoweto with Semi-Infinite support.
18cdf
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20
21
22!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
23! Expedite repeated PDF computations by precomputing the normalization factors.
24!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
25
26
27cdf = getPiwiPowetoCDF(logx = log(2.5), alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))], logPDFNF = getPiwiPowetoLogPDFNF(alpha = [1., 0., -1.5], logLimX = [0.5, 1., 1.5, log(huge(0.))], cumSumArea = cumSumArea(1:4)), cumSumArea = cumSumArea(1:4))
28cdf
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30
31

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"5-piece Poweto"
21 , r"3-piece left-truncated Poweto"
22 , r"4-piece right-truncated Poweto"
23 , r"4-piece doubly-truncated Poweto"
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[:,[2,4]]
40 , marker[kind]
41 , linewidth = linewidth
42 #, color = "r"
43 )
44 plt.plot( df.values[:, 1]
45 , df.values[:,[3,5]]
46 , marker[kind]
47 , linewidth = linewidth
48 #, color = "blue"
49 )
50 else:
51 plt.plot( df.values[:, 0]
52 , df.values[:,1:]
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 #ax.set_xscale("log")
66 #ax.set_yscale("log")
67
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")
71
72 plt.tight_layout()
73 plt.savefig(fileList[0].replace(".txt",".png"))
74
75 elif len(fileList) > 1:
76
77 sys.exit("Ambiguous file list exists.")

Visualization of the example output
Test:
test_pm_distPiwiPoweto
Todo:
Low Priority: This generic interface can be extended to complex arguments.


Final Remarks


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For details on the naming conventions, see this page.
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Author:
Amir Shahmoradi, Oct 16, 2009, 11:14 AM, Michigan

Definition at line 742 of file pm_distPiwiPoweto.F90.


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