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

Generate and return the natural logarithm of the Probability Density Function (PDF) of the (Truncated) Poweto distribution for an input logx within the support of the distribution \(x \in [0 < x_\mathrm{min}, x_\mathrm{max} < +\infty]\).
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Detailed Description

Generate and return the natural logarithm of the Probability Density Function (PDF) of the (Truncated) Poweto distribution for an input logx within the support of the distribution \(x \in [0 < x_\mathrm{min}, x_\mathrm{max} < +\infty]\).

See the documentation of pm_distPoweto for more information on the (Truncated) Poweto distribution.

Parameters
[in]logx: The input scalar (or array of the same shape as other array-like arguments) 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 PDF must be computed.
[in]alpha: The input scalar (or array of the same shape as other array-like arguments) of the same type and kind as logx, containing the shape parameter of the distribution (i.e., the exponent of the power-law function).
[in]logMinX: The input scalar (or array of the same shape as other array-like arguments) of the same type and kind as alpha, containing the natural logarithm of the first scale parameter of the distribution, representing the minimum of the support of the distribution.
(optional, default = \(-\infty\). It must be present if \(\alpha \leq 0\) holds.)
[in]logMaxX: The input scalar (or array of the same shape as other array-like arguments) of the same type and kind as alpha, containing the natural logarithm of the second scale parameter of the distribution, representing the maximum of the support of the distribution.
(optional, default = \(-\infty\). It must be present if \(0 \leq \alpha\) holds.)
Returns
logPDF : The output scalar of the same type and kind the input argument logx, containing the natural logarithm of the PDF of the distribution at the specified point within the support of the PDF.


Possible calling interfaces

logPDF = getPowetoLogPDF(logx, alpha, logMinX = logMinX, logMaxX = logMaxX)
Generate and return the natural logarithm of the Probability Density Function (PDF) of the (Truncated...
This module contains classes and procedures for computing various statistical quantities related to t...
Warning
The condition 0 < alpha .or. present(logMinX) must hold for the corresponding input arguments.
The condition alpha < 0 .or. present(logMaxX) must hold for the corresponding input arguments.
The conditions logMinX <= logx .and. logx <= logMaxX 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
setPowetoLogPDF


Example usage

1program example
2
3 use pm_kind, only: IK
4 use pm_kind, only: SK
5 use pm_io, only: display_type
9
10 implicit none
11
12 real :: logPDF(3)
13
14 type(display_type) :: disp
15 disp = display_type(file = "main.out.F90")
16
17 call disp%skip()
18 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
19 call disp%show("! Compute the Probability Density Function (PDF) of the Poweto distribution.")
20 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
21 call disp%skip()
22
23 call disp%skip()
24 call disp%show("logPDF(1) = getPowetoLogPDF(logx = 3., alpha = -2., logMinX = -2.) ! Poweto distribution.")
25 logPDF(1) = getPowetoLogPDF(logx = 3., alpha = -2., logMinX = -2.) ! Poweto distribution.
26 call disp%show("logPDF(1)")
27 call disp%show( logPDF(1) )
28 call disp%skip()
29
30 call disp%skip()
31 call disp%show("logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = -[+2., +3., +4.], logMinX = -2.) ! Poweto distribution.")
32 logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = -[+2., +3., +4.], logMinX = -2.) ! Poweto distribution.
33 call disp%show("logPDF(1:3)")
34 call disp%show( logPDF(1:3) )
35 call disp%skip()
36
37 call disp%skip()
38 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
39 call disp%show("! Compute the Probability Density Function (PDF) of the Truncated Poweto distribution.")
40 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
41 call disp%skip()
42
43 call disp%skip()
44 call disp%show("logPDF(1) = getPowetoLogPDF(logx = 3., alpha = -2., logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.")
45 logPDF(1) = getPowetoLogPDF(logx = 3., alpha = -2., logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.
46 call disp%show("logPDF(1)")
47 call disp%show( logPDF(1) )
48 call disp%skip()
49
50 call disp%skip()
51 call disp%show("logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = -[+2., +3., +4.], logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.")
52 logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = -[+2., +3., +4.], logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.
53 call disp%show("logPDF(1:3)")
54 call disp%show( logPDF(1:3) )
55 call disp%skip()
56
57 call disp%skip()
58 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
59 call disp%show("! Compute the Probability Density Function (PDF) of the Poweto distribution.")
60 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
61 call disp%skip()
62
63 call disp%skip()
64 call disp%show("logPDF(1) = getPowetoLogPDF(logx = 3., alpha = +2., logMaxX = 5.) ! Poweto distribution.")
65 logPDF(1) = getPowetoLogPDF(logx = 3., alpha = +2., logMaxX = 5.) ! Poweto distribution.
66 call disp%show("logPDF(1)")
67 call disp%show( logPDF(1) )
68 call disp%skip()
69
70 call disp%skip()
71 call disp%show("logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = [+2., +3., +4.], logMaxX = 5.) ! Poweto distribution.")
72 logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = [+2., +3., +4.], logMaxX = 5.) ! Poweto distribution.
73 call disp%show("logPDF(1:3)")
74 call disp%show( logPDF(1:3) )
75 call disp%skip()
76
77 call disp%skip()
78 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
79 call disp%show("! Compute the Probability Density Function (PDF) of the Truncated Poweto distribution.")
80 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
81 call disp%skip()
82
83 call disp%skip()
84 call disp%show("logPDF(1) = getPowetoLogPDF(logx = 3., alpha = +2., logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.")
85 logPDF(1) = getPowetoLogPDF(logx = 3., alpha = +2., logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.
86 call disp%show("logPDF(1)")
87 call disp%show( logPDF(1) )
88 call disp%skip()
89
90 call disp%skip()
91 call disp%show("logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = [+2., +3., +4.], logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.")
92 logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = [+2., +3., +4.], logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.
93 call disp%show("logPDF(1:3)")
94 call disp%show( logPDF(1:3) )
95 call disp%skip()
96
97 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
98 ! Output an example array for visualization.
99 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
100
101 block
102 use pm_arraySpace, only: setLinSpace
103 use pm_arrayResize, only: setResized
104 real, allocatable :: alpha(:), logPDF(:)
105 real :: logMinX, logMaxX, logx(2000)
106 integer(IK) :: fileUnit, i
107 alpha = [-2.0, -1., 0., +1., +2.]
108 call setLinSpace(logx, x1 = log(0.1), x2 = log(10.))
109 call setResized(logPDF, size(alpha, 1, IK))
110 logMinX = log(3.)
111 logMaxX = log(8.)
112 open(newunit = fileUnit, file = "getPowetoLogPDF.RK.txt")
113 do i = 1, size(logx, 1, IK)
114 if (logMinX <= logx(i) .and. logx(i) <= logMaxX) then
115 logPDF = getPowetoLogPDF(logx(i), alpha, logMinX, logMaxX)
116 else
117 logPDF = -huge(0.)
118 end if
119 write(fileUnit, "(*(g0,:,', '))") exp(logx(i)), exp(logPDF)
120 end do
121 close(fileUnit)
122 end block
123
124end program example
Allocate or resize (shrink or expand) an input allocatable scalar string or array of rank 1....
Generate count evenly-logarithmically-spaced points over the interval [base**logx1,...
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 factor of the Probability Density Func...
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 resizing allocatable arrays of various typ...
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 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 Probability Density Function (PDF) of the Poweto distribution.
4!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
5
6
7logPDF(1) = getPowetoLogPDF(logx = 3., alpha = -2., logMinX = -2.) ! Poweto distribution.
8logPDF(1)
9-12.3068523
10
11
12logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = -[+2., +3., +4.], logMinX = -2.) ! Poweto distribution.
13logPDF(1:3)
14-12.3068523, -20.9013882, -31.6137047
15
16
17!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
18! Compute the Probability Density Function (PDF) of the Truncated Poweto distribution.
19!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
20
21
22logPDF(1) = getPowetoLogPDF(logx = 3., alpha = -2., logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.
23logPDF(1)
24-12.3068523
25
26
27logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = -[+2., +3., +4.], logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.
28logPDF(1:3)
29-12.3068523, -20.9013882, -31.6137047
30
31
32!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
33! Compute the Probability Density Function (PDF) of the Poweto distribution.
34!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
35
36
37logPDF(1) = getPowetoLogPDF(logx = 3., alpha = +2., logMaxX = 5.) ! Poweto distribution.
38logPDF(1)
39-6.30685234
40
41
42logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = [+2., +3., +4.], logMaxX = 5.) ! Poweto distribution.
43logPDF(1:3)
44-6.30685234, -5.90138817, -3.61370468
45
46
47!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
48! Compute the Probability Density Function (PDF) of the Truncated Poweto distribution.
49!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
50
51
52logPDF(1) = getPowetoLogPDF(logx = 3., alpha = +2., logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.
53logPDF(1)
54-6.30685234
55
56
57logPDF(1:3) = getPowetoLogPDF(logx = [3., 4., 5.], alpha = [+2., +3., +4.], logMinX = -2., logMaxX = 5.) ! Truncated Poweto distribution.
58logPDF(1:3)
59-6.30685234, -5.90138817, -3.61370468
60
61

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"$\alpha = -2., x_{min} = +3., x_{max} = +8$"
21 , r"$\alpha = -1., x_{min} = +3., x_{max} = +8$"
22 , r"$\alpha = 0.0, x_{min} = +3., x_{max} = +8$"
23 , r"$\alpha = +1., x_{min} = +3., x_{max} = +8$"
24 , r"$\alpha = +2., x_{min} = +3., x_{max} = +8$"
25 ]
26
27for kind in ["IK", "CK", "RK"]:
28
29 pattern = "*." + kind + ".txt"
30 fileList = glob.glob(pattern)
31 if len(fileList) == 1:
32
33 df = pd.read_csv(fileList[0], delimiter = ", ")
34
35 fig = plt.figure(figsize = 1.25 * np.array([6.4, 4.8]), dpi = 200)
36 ax = plt.subplot()
37
38 if kind == "CK":
39 plt.plot( df.values[:, 0]
40 , df.values[:,1:]
41 , marker[kind]
42 , linewidth = linewidth
43 #, color = "r"
44 )
45 plt.plot( df.values[:,1]
46 , df.values[:,1:]
47 , marker[kind]
48 , linewidth = linewidth
49 #, color = "blue"
50 )
51 else:
52 plt.plot( df.values[:, 0]
53 , df.values[:,1:]
54 , marker[kind]
55 , linewidth = linewidth
56 #, color = "r"
57 )
58 ax.legend ( legends
59 , fontsize = fontsize - 5
60 )
61
62 plt.xticks(fontsize = fontsize - 2)
63 plt.yticks(fontsize = fontsize - 2)
64 ax.set_xlabel(xlab[kind], fontsize = 17)
65 ax.set_ylabel("Probability Density Function (PDF)", fontsize = 17)
66 #ax.set_xscale("log")
67 #ax.set_yscale("log")
68
69 plt.grid(visible = True, which = "both", axis = "both", color = "0.85", linestyle = "-")
70 ax.tick_params(axis = "y", which = "minor")
71 ax.tick_params(axis = "x", which = "minor")
72
73 plt.tight_layout()
74 plt.savefig(fileList[0].replace(".txt",".png"))
75
76 elif len(fileList) > 1:
77
78 sys.exit("Ambiguous file list exists.")

Visualization of the example output
Test:
test_pm_distPoweto
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 322 of file pm_distPoweto.F90.


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