Generate and return the natural logarithm of the Probability Density Function (PDF) of the MultiVariate Uniform Parallelepiped (MVUP) Distribution.
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Generate and return the natural logarithm of the Probability Density Function (PDF) of the MultiVariate Uniform Parallelepiped (MVUP) Distribution.
See the documentation of pm_distUnifPar for details of the definition of the PDF.
- Parameters
-
[in] | logLenEdge | : The input scalar or contiguous array of shape (1:ndim) , of the same type and kind as the output logPDF , containing the natural logarithm of the lengths of the edges of the ndim -dimensional rectangular support of the distribution along each of the ndim axes.
-
If
logLenEdge is a scalar, the support of the distribution is assumed to be a ndim -dimensional hyper-cube.
In such a case, the input optional argument ndim must be specified.
-
If
logLenEdge is a vector, the support of the distribution is assumed to be a hyper-rectangle.
(optional. It must be present if and only if the input repmat is missing.) |
[in] | ndim | : The input positive scalar of type integer of default kind IK, containing the number of dimensions of the domain of the distribution.
(optional. It must be present if and only if the input logLenEdge is present and is a scalar.) |
[in] | repmat | : The input square matrix of shape (1:ndim, 1:ndim) of the same type and kind as the output logPDF , containing the representative matrix \(M_R\) of the parallelepiped.
(optional. It must be present if and only if the input logLenEdge is missing.) |
- Returns
logPDF
: The output scalar of,
-
type
real
of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128),
containing the natural logarithm of the PDF of the distribution.
Possible calling interfaces ⛓
!
Generate and return the natural logarithm of the Probability Density Function (PDF) of the MultiVaria...
This module contains classes and procedures for setting up and computing the properties of the MultiV...
- Warning
- The condition
0 < ndim
must hold for the corresponding input arguments.
The condition size(repmat, 1) == size(repmat, 2)
must hold for the corresponding input arguments.
The condition \(|\ms{repmat}| \neq 0\) 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.
Example usage ⛓
9 type(display_type) :: disp
13 call disp%show(
"1. / exp(getUnifParLogPDF(log(2.), [1, 2, 3, 4])) ! volume of the support.")
18 call disp%show(
"1. / exp(getUnifParLogPDF(log([1., 2., 3., 4.]))) ! volume of the support.")
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 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 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 ⛓
3+2.00000000,
+4.00000000,
+8.00000000,
+16.0000000
- Test:
- test_pm_distUnifPar
- Todo:
- Critical Priority: The implementation of this generic interface with an input representative matrix
repmat
must be improved for better efficiency.
The current implementation computes the corresponding Gramian matrix which may be slower than directly computing the determinant of the representative matrix.
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, Monday March 6, 2017, 3:22 pm, Institute for Computational Engineering and Sciences (ICES), The University of Texas at Austin.
Definition at line 211 of file pm_distUnifPar.F90.