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))
.
More...
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), 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
.
- See also
- setPiwiPowetoCDF
Example usage ⛓
11 integer(IK),
parameter :: NP
= 999_IK
12 real :: logx(NP), CDF(NP), cumSumArea(NP)
14 type(display_type) :: disp
18 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
19 call disp%show(
"! Compute the Cumulative Distribution Function (CDF) of the (truncated) PiwiPoweto distribution.")
20 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
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.))])
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])
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.))])
45 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
46 call disp%show(
"! Expedite repeated PDF computations by precomputing the normalization factors.")
47 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
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))
62 real,
parameter :: LOG_HUGE
= log(
huge(
0.))
63 real,
allocatable :: cumSumArea(:), alpha(:), logLimX(:)
64 integer(IK) :: fileUnit, i
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")
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))
73 if (logx(i)
> logLimX(
1))
then
78 if (logx(i)
< logLimX(
4))
then
83 if (logx(i)
> logLimX(
1)
.and. logx(i)
< logLimX(
4))
then
85 elseif (logx(i)
<= logLimX(
1))
then
90 write(fileUnit,
"(*(g0,:,', '))")
exp(logx(i)), CDF
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.
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 ⛓
7cdf
= getPiwiPowetoCDF(logx
= log(
3.), alpha
= [
-2.], logLimX
= [
log(
2.),
log(
huge(
0.))])
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2.5), alpha
= [
1.,
0.], logLimX
= [
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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))
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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"5-piece Poweto"
21 ,
r"3-piece left-truncated Poweto"
22 ,
r"4-piece right-truncated Poweto"
23 ,
r"4-piece doubly-truncated Poweto"
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)
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")
73 plt.savefig(fileList[0].replace(
".txt",
".png"))
75 elif len(fileList) > 1:
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 ⛓
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 742 of file pm_distPiwiPoweto.F90.