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

Return the Probability Density Function (PDF) of the Raised Cosine distribution for an input x within the support of the distribution \(x \in [\mu - \sigma, \mu + \sigma]\). More...

Detailed Description

Return the Probability Density Function (PDF) of the Raised Cosine distribution for an input x within the support of the distribution \(x \in [\mu - \sigma, \mu + \sigma]\).

See the documentation of pm_distCosRaised for more information on the Raised Cosine distribution.

Parameters
[out]pdf: The output scalar or array of the same shape as any input array-like argument, of the same type and kind the input argument x, containing the PDF of the distribution.
[in]x: The input scalar or array of the same shape as other array like arguments, of
  1. type real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128),
containing the value at which the PDF 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 the input argument x, containing the location parameter of the distribution.
(optional, default = \(0.\). It must be present if invSigma is also present.)
[in]invSigma: The input scalar or array of the same shape as other array-like arguments, of the same type and kind as x, containing the inverse of the scale parameter of the distribution.
(optional, default = \(1.\). It can be present only if mu is also present.)


Possible calling interfaces

call setCosRaisedPDF(pdf, x)
call setCosRaisedPDF(pdf, x, mu)
call setCosRaisedPDF(pdf, x, mu, invSigma)
Return the Probability Density Function (PDF) of the Raised Cosine distribution for an input x within...
This module contains classes and procedures for computing various statistical quantities related to t...
Warning
The condition 0 < invSigma must hold for the corresponding input arguments.
The condition x >= mu - 1 / sigma must hold for the corresponding input arguments.
The condition x <= mu + 1 / sigma 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.
Remarks
The procedures under discussion are elemental.
See also
setCosRaisedPDF


Example usage

1program example
2
3 use pm_kind, only: SK, IK
4 use pm_kind, only: RKG => RK ! all real kinds are supported.
5 use pm_arrayMembership, only: operator(.inrange.)
6 use pm_mathSubAdd, only: operator(.subadd.)
10 use pm_arraySpace, only: setLogSpace
11 use pm_io, only: display_type
12
13 implicit none
14
15 integer(IK), parameter :: NP = 5_IK
16 real(RKG), dimension(NP) :: mu, invSigma, PDF
17
18 type(display_type) :: disp
19 disp = display_type(file = "main.out.F90")
20
21 call disp%skip()
22 call disp%show("!%%%%%%%%%%%%%%%%%%")
23 call disp%show("! The standard PDF.")
24 call disp%show("!%%%%%%%%%%%%%%%%%%")
25 call disp%skip()
26
27 call setLinSpace(mu, x1 = -5._RKG, x2 = +5._RKG)
28 call setLogSpace(invSigma, logx1 = log(0.1_RKG), logx2 = log(10._RKG))
29
30 call disp%skip()
31 call disp%show("call setCosRaisedPDF(PDF(1), 0._RKG)")
32 call setCosRaisedPDF(PDF(1), 0._RKG)
33 call disp%show("PDF(1)")
34 call disp%show( PDF(1) )
35 call disp%skip()
36
37 call disp%skip()
38 call disp%show("call setCosRaisedPDF(PDF(1:5), [real(RKG) :: -1., -.5, 0., .5, 1.])")
39 call setCosRaisedPDF(PDF(1:5), [real(RKG) :: -1., -.5, 0., .5, 1.])
40 call disp%show("PDF(1:5)")
41 call disp%show( PDF(1:5) )
42 call disp%skip()
43
44 call disp%skip()
45 call disp%show("!%%%%%%%%%%%%%%%%%")
46 call disp%show("! PDF with a mean.")
47 call disp%show("!%%%%%%%%%%%%%%%%%")
48 call disp%skip()
49
50 call disp%skip()
51 call disp%show("mu(1)")
52 call disp%show( mu(1) )
53 call disp%show("call setCosRaisedPDF(PDF(1), mu(1), mu(1))")
54 call setCosRaisedPDF(PDF(1), mu(1), mu(1))
55 call disp%show("PDF(1)")
56 call disp%show( PDF(1) )
57 call disp%skip()
58
59 call disp%skip()
60 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
61 call disp%show("! PDF with a mean and a standard deviation.")
62 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
63 call disp%skip()
64
65 call disp%skip()
66 call disp%show("mu(1)")
67 call disp%show( mu(1) )
68 call disp%show("invSigma(1)")
69 call disp%show( invSigma(1) )
70 call disp%show("call setCosRaisedPDF(PDF(1:2), mu(1) .subadd. invSigma(1) / 2, mu(1), invSigma(1))")
71 call setCosRaisedPDF(PDF(1:2), mu(1) .subadd. invSigma(1) / 2, mu(1), invSigma(1))
72 call disp%show("PDF(1:2)")
73 call disp%show( PDF(1:2) )
74 call disp%skip()
75
76 call disp%skip()
77 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
78 call disp%show("! A vector of PDF at different points with the same mean and standard deviation.")
79 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
80 call disp%skip()
81
82 call disp%skip()
83 call disp%show("mu(1)")
84 call disp%show( mu(1) )
85 call disp%show("invSigma(1)")
86 call disp%show( invSigma(1) )
87 call disp%show("call setCosRaisedPDF(PDF(1:NP), getLinSpace(mu(1) - invSigma(1), mu(1) + invSigma(1), count = NP), mu(1), invSigma(1))")
88 call setCosRaisedPDF(PDF(1:NP), getLinSpace(mu(1) - invSigma(1), mu(1) + invSigma(1), count = NP), mu(1), invSigma(1))
89 call disp%show("PDF(1:NP)")
90 call disp%show( PDF(1:NP) )
91 call disp%skip()
92
93 call disp%skip()
94 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
95 call disp%show("! A vector of PDF at the same point but with different means and standard deviations.")
96 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
97 call disp%skip()
98
99 call disp%skip()
100 call disp%show("mu(1:NP)")
101 call disp%show( mu(1:NP) )
102 call disp%show("invSigma(1:NP)")
103 call disp%show( invSigma(1:NP) )
104 call disp%show("call setCosRaisedPDF(PDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))")
105 call setCosRaisedPDF(PDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))
106 call disp%show("PDF(1:NP)")
107 call disp%show( PDF(1:NP) )
108 call disp%skip()
109
110 call disp%skip()
111 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
112 call disp%show("! A vector of PDF at different points with different means and a standard deviations.")
113 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
114 call disp%skip()
115
116 call disp%skip()
117 call disp%show("mu(1:NP)")
118 call disp%show( mu(1:NP) )
119 call disp%show("invSigma(1:NP)")
120 call disp%show( invSigma(1:NP) )
121 call disp%show("call setCosRaisedPDF(PDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))")
122 call setCosRaisedPDF(PDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))
123 call disp%show("PDF(1:NP)")
124 call disp%show( PDF(1:NP) )
125 call disp%skip()
126
127 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
128 ! Output an example array for visualization.
129 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
130
131 block
132 integer(IK) :: fileUnit, i, j
133 real(RKG) :: point(1000), PDF(4), mu(4), invSigma(4)
134 open(newunit = fileUnit, file = "setCosRaisedPDF.RK.txt")
135 call setLinSpace(point, x1 = -4._RKG, x2 = +4._RKG)
136 invSigma = 1._RKG / [+3._RKG, +1._RKG, +.3_RKG, 1._RKG]
137 mu = [+0._RKG, +0._RKG, +0._RKG, -2._RKG]
138 do i = 1, size(point)
139 do j = 1, size(PDF)
140 if(point(i) .inrange. (mu(j) .subadd. 1._RKG / invSigma(j))) then
141 call setCosRaisedPDF(PDF(j), point(i), mu(j), invSigma(j))
142 else
143 PDF(j) = 0._RKG
144 end if
145 end do
146 write(fileUnit,"(5(g0,:,' '))") point(i), PDF
147 end do
148 close(fileUnit)
149 end block
150
151end program example
Generate count evenly spaced points over the interval [x1, x2] if x1 < x2, or [x2,...
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.
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 assessing whether particular value(s) or a...
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 RK
The default real kind in the ParaMonte library: real64 in Fortran, c_double in C-Fortran Interoperati...
Definition: pm_kind.F90:543
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
This module contains procedures and generic interfaces for evaluating the mathematical operator acti...
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! The standard PDF.
4!%%%%%%%%%%%%%%%%%%
5
6
7call setCosRaisedPDF(PDF(1), 0._RKG)
8PDF(1)
9+1.0000000000000000
10
11
12call setCosRaisedPDF(PDF(1:5), [real(RKG) :: -1., -.5, 0., .5, 1.])
13PDF(1:5)
14+0.0000000000000000, +0.50000000000000000, +1.0000000000000000, +0.50000000000000000, +0.0000000000000000
15
16
17!%%%%%%%%%%%%%%%%%
18! PDF with a mean.
19!%%%%%%%%%%%%%%%%%
20
21
22mu(1)
23-5.0000000000000000
24call setCosRaisedPDF(PDF(1), mu(1), mu(1))
25PDF(1)
26+1.0000000000000000
27
28
29!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
30! PDF with a mean and a standard deviation.
31!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
32
33
34mu(1)
35-5.0000000000000000
36invSigma(1)
37+0.10000000000000003
38call setCosRaisedPDF(PDF(1:2), mu(1) .subadd. invSigma(1) / 2, mu(1), invSigma(1))
39PDF(1:2)
40+0.99993831624083068E-1, +0.99993831624083068E-1
41
42
43!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
44! A vector of PDF at different points with the same mean and standard deviation.
45!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
46
47
48mu(1)
49-5.0000000000000000
50invSigma(1)
51+0.10000000000000003
52call setCosRaisedPDF(PDF(1:NP), getLinSpace(mu(1) - invSigma(1), mu(1) + invSigma(1), count = NP), mu(1), invSigma(1))
53PDF(1:NP)
54+0.99975328018286611E-1, +0.99993831624083068E-1, +0.10000000000000003, +0.99993831624083068E-1, +0.99975328018286611E-1
55
56
57!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
58! A vector of PDF at the same point but with different means and standard deviations.
59!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
60
61
62mu(1:NP)
63-5.0000000000000000, -2.5000000000000000, +0.0000000000000000, +2.5000000000000000, +5.0000000000000000
64invSigma(1:NP)
65+0.10000000000000003, +0.31622776601683800, +1.0000000000000004, +3.1622776601683813, +10.000000000000002
66call setCosRaisedPDF(PDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))
67PDF(1:NP)
68+0.10000000000000003, +0.31622776601683800, +1.0000000000000004, +3.1622776601683813, +10.000000000000002
69
70
71!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
72! A vector of PDF at different points with different means and a standard deviations.
73!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
74
75
76mu(1:NP)
77-5.0000000000000000, -2.5000000000000000, +0.0000000000000000, +2.5000000000000000, +5.0000000000000000
78invSigma(1:NP)
79+0.10000000000000003, +0.31622776601683800, +1.0000000000000004, +3.1622776601683813, +10.000000000000002
80call setCosRaisedPDF(PDF(1:NP), mu(1:NP), mu(1:NP), invSigma(1:NP))
81PDF(1:NP)
82+0.10000000000000003, +0.31622776601683800, +1.0000000000000004, +3.1622776601683813, +10.000000000000002
83
84

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"$\mu = 0.0,~\sigma = 2.00$"
21 , r"$\mu = 0.0,~\sigma = 1.00$"
22 , r"$\mu = 0.0,~\sigma = 0.50$"
23 , r"$\mu = 0.0,~\sigma = 0.25$"
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[:,1:5]
40 , marker[kind]
41 , linewidth = linewidth
42 #, color = "r"
43 )
44 plt.plot( df.values[:,1]
45 , df.values[:,1:5]
46 , marker[kind]
47 , linewidth = linewidth
48 #, color = "blue"
49 )
50 else:
51 plt.plot( df.values[:, 0]
52 , df.values[:,1:5]
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("Probability Density Function (PDF)", fontsize = 17)
65
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")
69
70 plt.tight_layout()
71 plt.savefig(fileList[0].replace(".txt",".png"))
72
73 elif len(fileList) > 1:
74
75 sys.exit("Ambiguous file list exists.")

Visualization of the example output
Test:
test_pm_distCosRaised
Todo:
Very 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 332 of file pm_distCosRaised.F90.


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