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

Generate and return the natural logarithm of the normalization factors of the components of the Probability Density Function (PDF) of the (Truncated) PiwiPoweto distribution for the input parameter vectors \((\alpha, x_\mathrm{lim})\). More...

Detailed Description

Generate and return the natural logarithm of the normalization factors of the components of the Probability Density Function (PDF) of the (Truncated) PiwiPoweto distribution for the input parameter vectors \((\alpha, x_\mathrm{lim})\).

See the documentation of pm_distPiwiPoweto for the definition of the normalization factors.

The primary use of this interface is to compute the normalization factors of the (Truncated) PiwiPoweto distribution for a fixed set of parameters and use it in subsequent repeated calculations of the (Truncated) PiwiPoweto PDF to improve the runtime performance by eliminating redundant calculations.

Parameters
[in]alpha: The input vector of type real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128), of the same size n as the number of the power-law components of the distribution, containing the shape parameter(s) of the distribution (i.e., the exponents (plus one) 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.
[out]cumSumArea: The output vector of the same type, kind, and size as logLimX, each element of which corresponds to the cumulative area underneath the distribution from the minimum of the support exp(logLimX(1)) to the corresponding element of exp(logLimX).
By definition, the conditions 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. If missing, it will be computed implicitly within the algorithm and discarded upon return.)
Returns
logPDFNF : The output vector of the same type, kind, and size as the input argument alpha, containing the natural logarithm of the normalization factors of the power-law components of the (Truncated) PiwiPoweto distribution.


Possible calling interfaces

logPDFNF(1:n) = getPiwiPowetoLogPDFNF(alpha(1:n), logLimX(1:n+1)) ! PiwiPoweto truncated at the upper limit `exp(logLimX(n+1))`.
logPDFNF(1:n) = getPiwiPowetoLogPDFNF(alpha(1:n), logLimX(1:n+1), cumSumArea(1:n+1)) ! PiwiPoweto truncated at the upper limit `exp(logLimX(n+1))`.
!
Generate and return the natural logarithm of the normalization factors of the components of the Proba...
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 condition alpha(1) > 0 .or. logLimX(1) > 0 must hold for the corresponding input arguments.
The condition alpha(size(alpha)) < 0 .or. logLimX(size(logLimX)) < log(huge(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.
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. The procedures under this generic interface are always impure when the output argument cumSumArea is present.
See also
getPiwiPowetoLogPDF
setPiwiPowetoLogPDF


Example usage

1program example
2
3 use pm_kind, only: IK
4 use pm_kind, only: SK
5 use pm_io, only: display_type
8 use pm_distUnif, only: getUnifRand
10
11 implicit none
12
13 integer(IK) , parameter :: NP = 4_IK
14 real , allocatable :: alpha(:), logPDFNF(:), logLimX(:), cumSumArea(:)
15
16 type(display_type) :: disp
17 disp = display_type(file = "main.out.F90")
18
19 alpha = [getUnifRand(-5., +5., NP - 1), -3.]
20 logLimX = [getLinSpace(log(0.001), log(20.), NP), log(huge(0.))]
21 allocate(cumSumArea, mold = logLimX)
22 allocate(logPDFNF, mold = alpha)
23
24 call disp%skip()
25 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
26 call disp%show("! Compute the natural logarithm of the normalization factor of the PiwiPoweto distribution.")
27 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
28 call disp%skip()
29
30 call disp%skip()
31 call disp%show("alpha")
32 call disp%show( alpha )
33 call disp%show("logLimX")
34 call disp%show( logLimX )
35 call disp%show("logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX)")
36 logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX)
37 call disp%show("logPDFNF")
38 call disp%show( logPDFNF )
39 call disp%skip()
40
41 call disp%skip()
42 call disp%show("alpha")
43 call disp%show( alpha )
44 call disp%show("logLimX")
45 call disp%show( logLimX )
46 call disp%show("logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX, cumSumArea)")
47 logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX, cumSumArea)
48 call disp%show("logPDFNF")
49 call disp%show( logPDFNF )
50 call disp%show("cumSumArea")
51 call disp%show( cumSumArea )
52 call disp%skip()
53
54 call disp%skip()
55 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
56 call disp%show("! Compute the natural logarithm of the normalization factor of the Truncated PiwiPoweto distribution.")
57 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
58 call disp%skip()
59
60 call disp%skip()
61 call disp%show("alpha(1 : NP - 1)")
62 call disp%show( alpha(1 : NP - 1) )
63 call disp%show("logLimX(1 : NP)")
64 call disp%show( logLimX(1 : NP) )
65 call disp%show("logPDFNF = getPiwiPowetoLogPDFNF(alpha(1 : NP - 1), logLimX(1 : NP), cumSumArea(1 : NP)) ! `logLimX(NP)` is serves as the upper bound of the support of the distribution.")
66 logPDFNF = getPiwiPowetoLogPDFNF(alpha(1 : NP - 1), logLimX(1 : NP), cumSumArea(1 : NP))
67 call disp%show("logPDFNF")
68 call disp%show( logPDFNF )
69 call disp%show("cumSumArea")
70 call disp%show( cumSumArea )
71 call disp%skip()
72
73 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
74 ! Output an example PDF array for visualization.
75 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
76
77 block
78 integer :: fileUnit, i
79 alpha = getLinSpace(-5., 5., count = 100_IK)
80 logLimX = getLinSpace(log(0.001), log(20.), count = size(alpha, 1, IK) + 1_IK)
81 logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX)
82 deallocate(cumSumArea); allocate(cumSumArea, mold = logLimX)
83 logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX, cumSumArea)
84 open(newunit = fileUnit, file = "getPiwiPowetoLogPDFNF.RK.txt")
85 write(fileUnit,"(2(g0,:,' '))") (exp(logLimX(i)), cumSumArea(i), i = 1, size(cumSumArea))
86 close(fileUnit)
87 end block
88
89end program example
Generate count evenly spaced points over the interval [x1, x2] if x1 < x2, or [x2,...
Generate count evenly-logarithmically-spaced points over the interval [base**logx1,...
Generate and return a scalar or a contiguous array of rank 1 of length s1 of randomly uniformly distr...
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 computing various statistical quantities related to t...
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 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 natural logarithm of the normalization factor of the PiwiPoweto distribution.
4!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
5
6
7alpha
8+2.03216553, -4.66930389, -1.11287546, -3.00000000
9logLimX
10-6.90775537, -3.60659266, -0.305429935, +2.99573231, +88.7228394
11logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX)
12logPDFNF
13+7.67782784, -16.4916420, -15.4054031, -9.75208282
14
15
16alpha
17+2.03216553, -4.66930389, -1.11287546, -3.00000000
18logLimX
19-6.90775537, -3.60659266, -0.305429935, +2.99573231, +88.7228394
20logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX, cumSumArea)
21logPDFNF
22+7.67782784, -16.4916420, -15.4054031, -9.75208282
23cumSumArea
24+0.00000000, +0.696499825, +0.999999404, +0.999999642, +0.999999642
25
26
27!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
28! Compute the natural logarithm of the normalization factor of the Truncated PiwiPoweto distribution.
29!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
30
31
32alpha(1 : NP - 1)
33+2.03216553, -4.66930389, -1.11287546
34logLimX(1 : NP)
35-6.90775537, -3.60659266, -0.305429935, +2.99573231
36logPDFNF = getPiwiPowetoLogPDFNF(alpha(1 : NP - 1), logLimX(1 : NP), cumSumArea(1 : NP)) ! `logLimX(NP)` is serves as the upper bound of the support of the distribution.
37logPDFNF
38+7.67782879, -16.4916420, -15.4054022
39cumSumArea
40+0.00000000, +0.696500540, +1.00000012, +1.00000036, +0.999999642
41
42

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
9fontsize = 17
10
11marker ={ "CK" : "-"
12 , "IK" : "."
13 , "RK" : "-"
14 }
15xlab = { "CK" : r"Scale Parameters: $x_{min}$ ( real/imaginary )"
16 , "IK" : r"Scale Parameters: $x_{min}$ ( integer-valued )"
17 , "RK" : r"Scale Parameters: $x_{min}$ ( real-valued )"
18 }
19
20for kind in ["IK", "CK", "RK"]:
21
22 pattern = "*." + kind + ".txt"
23 fileList = glob.glob(pattern)
24 if len(fileList) == 1:
25
26 df = pd.read_csv(fileList[0], delimiter = " ")
27
28 fig = plt.figure(figsize = 1.25 * np.array([6.4, 4.8]), dpi = 200)
29 ax = plt.subplot()
30
31 if kind == "CK":
32 plt.plot( df.values[:, 0]
33 , df.values[:,2]
34 , marker[kind]
35 , color = "r"
36 )
37 plt.plot( df.values[:, 1]
38 , df.values[:,3]
39 , marker[kind]
40 , color = "blue"
41 )
42 else:
43 plt.plot( df.values[:, 0]
44 , df.values[:, 1]
45 , marker[kind]
46 , color = "r"
47 )
48
49 plt.xticks(fontsize = fontsize - 2)
50 plt.yticks(fontsize = fontsize - 2)
51 ax.set_xlabel(xlab[kind], fontsize = fontsize)
52 ax.set_ylabel("Cumulative Area Under PDF Components", fontsize = fontsize)
53 ax.set_xscale("log")
54 #ax.set_yscale("log")
55
56 plt.grid(visible = True, which = "both", axis = "both", color = "0.85", linestyle = "-")
57 ax.tick_params(axis = "y", which = "minor")
58 ax.tick_params(axis = "x", which = "minor")
59
60 plt.tight_layout()
61 plt.savefig(fileList[0].replace(".txt",".png"))
62
63 elif len(fileList) > 1:
64
65 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.

  1. 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.
  2. 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.

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

Definition at line 179 of file pm_distPiwiPoweto.F90.


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