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

Return the natural logarithm of the Probability Density Function (PDF) of the (Truncated) PiwiPoweto distribution for an input logx within the support of the distribution logLimX(1) <= logx <= logLimX(n+1). More...

Detailed Description

Return the natural logarithm of the Probability Density Function (PDF) of the (Truncated) PiwiPoweto distribution for an input logx within the support of the distribution logLimX(1) <= logx <= logLimX(n+1).

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

Parameters
[out]logPDF: The output scalar of the same type and kind the input argument logx, containing the natural logarithm of the PDF of the distribution.
[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 point at which the PDF 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 logx, of size size(alpha) + 1 containing the natural logarithm of the limits of the n power-law components of the distribution in ascending order, such that logLimX(1) <= x <= logLimX(size(logLimX)).
Setting logLimX(size(logLimX)) >= log(huge(logLimX)) effectively implies a right-opened semi-infinite support for the distribution.
containing the natural logarithm of the scale parameters (i.e., the break points, or the minimum values of the power-law components) of 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.


Possible calling interfaces

call setPiwiPowetoLogPDF(logPDF, logx, alpha(1:n), bin , logPDFNF(1:n))
call setPiwiPowetoLogPDF(logPDF, logx, alpha(1:n), logLimX(1:n+1) , logPDFNF(1:n))
Return the natural logarithm of the Probability Density Function (PDF) of the (Truncated) PiwiPoweto ...
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(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.
The conditions 1 <= bin .and. bin <= size(alpha) 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.
See also
setPiwiPowetoLogPDF


Example usage

1program example
2
3 use pm_kind, only: SK, IK, LK
4 use pm_io, only: display_type
8 use pm_arraySearch, only: getBin
9
10 implicit none
11
12 integer(IK), parameter :: NP = 2000_IK
13 real :: logx(NP), logPDF(NP)
14 real, allocatable :: logLimX(:), alpha(:)
15
16 type(display_type) :: disp
17 disp = display_type(file = "main.out.F90")
18
19 call disp%skip()
20 call disp%show("logx(1) = log(2.5)")
21 logx(1) = log(2.5)
22 call disp%show("alpha = [1., 0., -1.5]")
23 alpha = [1., 0., -1.5]
24 call disp%show("logLimX = log([0.5, 1., 1.5, huge(0.)])")
25 logLimX = log([0.5, 1., 1.5, huge(0.)])
26 call disp%show("call setPiwiPowetoLogPDF(logPDF(1), logx(1), alpha, logLimX, logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX))")
27 call setPiwiPowetoLogPDF(logPDF(1), logx(1), alpha, logLimX, logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX))
28 call disp%show("logPDF(1)")
29 call disp%show( logPDF(1) )
30 call disp%skip()
31
32 call disp%skip()
33 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
34 call disp%show("! If the target `x` value is known a prior to belong to a specific component of the PDF, specify it explicitly to expedite the PDF computation.")
35 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
36 call disp%skip()
37
38 call disp%skip()
39 call disp%show("logx(1) = log(2.5)")
40 logx(1) = log(2.5)
41 call disp%show("alpha = [1., 0., -1.5]")
42 alpha = [1., 0., -1.5]
43 call disp%show("logLimX = log([0.5, 1., 1.5, huge(0.)])")
44 logLimX = log([0.5, 1., 1.5, huge(0.)])
45 call disp%show("call setPiwiPowetoLogPDF(logPDF(1), logx = logx(1), alpha = alpha, bin = getBin(logLimX, logx(1)), logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX))")
46 call setPiwiPowetoLogPDF(logPDF(1), logx = logx(1), alpha = alpha, bin = getBin(logLimX, logx(1)), logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX))
47 call disp%show("logPDF(1)")
48 call disp%show( logPDF(1) )
49 call disp%skip()
50
51 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
52 ! Output an example logPDF array for visualization.
53 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
54
55 block
56 real, parameter :: LOG_HUGE = log(huge(0.))
57 integer(IK) :: fileUnit, i
58 real :: logPDF(4)
59 alpha = [3., 1., -1., -5.]
60 logLimX = log([2., 5., 10., 15.])
61 call setLinSpace(logx, x1 = log(0.001), x2 = log(20.), fopen = .true._LK, lopen = .true._LK)
62 open(newunit = fileUnit, file = "setPiwiPowetoLogPDF.RK.txt")
63 do i = 1, NP
64 logPDF = -huge(0.)
65 call setPiwiPowetoLogPDF(logPDF(1), 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])) ! PiwiPoweto
66 if (logx(i) > logLimX(1)) call setPiwiPowetoLogPDF(logPDF(2), logx(i), alpha(2:4), [logLimX(1:3), LOG_HUGE], getPiwiPowetoLogPDFNF(alpha(2:4), [logLimX(1:3), LOG_HUGE])) ! left-truncated PiwiPoweto
67 if (logx(i) < logLimX(4)) call setPiwiPowetoLogPDF(logPDF(3), logx(i), alpha(2:4), [-LOG_HUGE, logLimX(2:4)], getPiwiPowetoLogPDFNF(alpha(2:4), [-LOG_HUGE, logLimX(2:4)])) ! right-truncated PiwiPoweto
68 if (logx(i) > logLimX(1) .and. logx(i) < logLimX(4)) call setPiwiPowetoLogPDF(logPDF(4), logx(i), alpha(1:3), logLimX(1:4), getPiwiPowetoLogPDFNF(alpha(1:3), logLimX(1:4))) ! doubly-truncated PiwiPoweto
69 write(fileUnit,"(*(g0,:,', '))") exp(logx(i)), exp(logPDF)
70 end do
71 close(fileUnit)
72 end block
73
74end program example
Generate and return bin, the index of the element of the input ascending-ordered array,...
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 finding the specific array index whose ele...
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
2logx(1) = log(2.5)
3alpha = [1., 0., -1.5]
4logLimX = log([0.5, 1., 1.5, huge(0.)])
5call setPiwiPowetoLogPDF(logPDF(1), logx(1), alpha, logLimX, logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX))
6logPDF(1)
7-2.13496184
8
9
10!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
11! If the target `x` value is known a prior to belong to a specific component of the PDF, specify it explicitly to expedite the PDF computation.
12!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
13
14
15logx(1) = log(2.5)
16alpha = [1., 0., -1.5]
17logLimX = log([0.5, 1., 1.5, huge(0.)])
18call setPiwiPowetoLogPDF(logPDF(1), logx = logx(1), alpha = alpha, bin = getBin(logLimX, logx(1)), logPDFNF = getPiwiPowetoLogPDFNF(alpha, logLimX))
19logPDF(1)
20-2.13496184
21
22

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("Probability Density Function (PDF)", 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


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 514 of file pm_distPiwiPoweto.F90.


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