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Commit 43f88eb

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modified parameterisation for stats exp dist. procedures
1 parent c14d599 commit 43f88eb

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5 files changed

+193
-170
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5 files changed

+193
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‎example/stats_distribution_exponential/example_exponential_cdf.f90‎

Lines changed: 35 additions & 23 deletions
Original file line numberDiff line numberDiff line change
@@ -4,60 +4,72 @@ program example_exponential_cdf
44
rexp => rvs_exp
55

66
implicit none
7-
real, dimension(2, 3, 4) :: x, lambda
7+
real, dimension(2, 3, 4) :: x, loc, scale
88
real :: xsum
9-
complex :: scale
9+
complex :: cloc, cscale
1010
integer :: seed_put, seed_get, i
1111

1212
seed_put = 1234567
1313
call random_seed(seed_put, seed_get)
1414

15-
! standard exponential cumulative distribution at x=1.0
16-
print *, exp_cdf(1.0, 1.0)
15+
! standard exponential cumulative distribution at x=1.0 with loc=0.0, scale=1.0
16+
print *, exp_cdf(1.0, 0.0, 1.0)
1717
! 0.632120550
1818

19-
! cumulative distribution at x=2.0 with lambda=2
20-
print *, exp_cdf(2.0, 2.0)
19+
! cumulative distribution at x=2.0 with loc=0.0 and scale=0.5 (equivalent of lambda=2)
20+
print *, exp_cdf(2.0, 0.0, 0.5)
2121
! 0.981684387
2222

23-
! cumulative distribution at x=2.0 with lambda=-1.0 (out of range)
24-
print *, exp_cdf(2.0, -1.0)
23+
! cumulative distribution at x=2.5 with loc=0.5 and scale=0.5 (equivalent of lambda=2)
24+
print *, exp_cdf(2.5, 0.5, 0.5)
25+
! 0.981684387
26+
27+
! cumulative distribution at x=2.0 with loc=0.0 and scale=-1.0 (out of range)
28+
print *, exp_cdf(2.0, 0.0, -1.0)
2529
! NaN
2630

31+
! cumulative distribution at x=0.5 with loc=1.0 and scale=1.0, putting x below the minimum
32+
print *, exp_cdf(0.5, 1.0, 1.0)
33+
! 0.00000000
34+
2735
! standard exponential random variates array
28-
x = reshape(rexp(0.5, 24), [2, 3, 4])
36+
x = reshape(rexp(0.0, 2.0, 24), [2, 3, 4])
2937

3038
! a rank-3 exponential cumulative distribution
31-
lambda(:, :, :) = 0.5
32-
print *, exp_cdf(x, lambda)
39+
loc(:, :, :) = 0.0
40+
scale(:, :, :) = 2.0
41+
print *, exp_cdf(x, loc, scale)
3342
! 0.301409245 0.335173965 5.94930053E-02 0.113003314
3443
! 0.365694344 0.583515942 0.113774836 0.838585377
3544
! 0.509324908 0.127967060 0.857194781 0.893231630
3645
! 0.355383813 0.470882893 0.574203610 0.799321830
3746
! 0.546216846 0.111995399 0.801794767 0.922525287
38-
! 0.937719882 0.301136374 3.44503522E-02 0.134661376
47+
! 0.937719882 0.301136374 3.44503522E-02 0.134661376
48+
3949

40-
! cumulative distribution array where lambda<=0.0 for certain elements
41-
print *, exp_cdf([1.0, 1.0, 1.0], [1.0, 0.0, -1.0])
50+
! cumulative distribution array where scale<=0.0 for certain elements
51+
print *, exp_cdf([1.0, 1.0, 1.0], [0.0, 0.0, 0.0], [1.0, 0.0, -1.0])
4252
! 0.632120550 NaN NaN
4353

44-
! `cdf_exp` is pure and, thus, can be called concurrently
54+
! `cdf_exp` is pure and, thus, can be called concurrently
4555
xsum = 0.0
4656
do concurrent (i=1:size(x,3))
47-
xsum = xsum + sum(exp_cdf(x(:,:,i), lambda(:,:,i)))
57+
xsum = xsum + sum(exp_cdf(x(:,:,i), loc(:,:,i), scale(:,:,i)))
4858
end do
4959
print *, xsum
5060
! 11.0886612
5161

52-
! complex exponential cumulative distribution at (0.5,0.5) with real part of
53-
! lambda=0.5 and imaginary part of lambda=1.0
54-
scale = (0.5, 1.0)
55-
print *, exp_cdf((0.5, 0.5), scale)
62+
! complex exponential cumulative distribution at (0.5, 0.0, 2) with real part of
63+
! scale=2 and imaginary part of scale=1.0
64+
cloc = (0.0, 0.0)
65+
cscale = (2, 1.0)
66+
print *, exp_cdf((0.5, 0.5), cloc, cscale)
5667
! 8.70351046E-02
5768

58-
! As above, but with lambda%im < 0
59-
scale = (1.0, -2.0)
60-
print *, exp_cdf((1.5, 1.0), scale)
69+
! As above, but with scale%im < 0
70+
cloc = (0.0, 0.0)
71+
cscale = (1.0, -2.0)
72+
print *, exp_cdf((1.5, 1.0), cloc, cscale)
6173
! NaN
6274

6375
end program example_exponential_cdf

‎example/stats_distribution_exponential/example_exponential_pdf.f90‎

Lines changed: 31 additions & 24 deletions
Original file line numberDiff line numberDiff line change
@@ -4,59 +4,66 @@ program example_exponential_pdf
44
rexp => rvs_exp
55

66
implicit none
7-
real, dimension(2, 3, 4) :: x, lambda
7+
real, dimension(2, 3, 4) :: x, loc, scale
88
real :: xsum
9-
complex :: scale
9+
complex :: cloc, cscale
1010
integer :: seed_put, seed_get, i
1111

1212
seed_put = 1234567
1313
call random_seed(seed_put, seed_get)
1414

15-
! probability density at x=1.0 in standard exponential
16-
print *, exp_pdf(1.0, 1.0)
15+
! probability density at x=1.0 with loc=0 and in standard exponential
16+
print *, exp_pdf(1.0, 0.0, 1.0)
1717
! 0.367879450
1818

19-
! probability density at x=2.0 with lambda=2.0
20-
print *, exp_pdf(2.0, 2.0)
19+
! probability density at x=2.0 with loc=0.0 and scale=0.5 (lambda=2.0)
20+
print *, exp_pdf(2.0, 0.0, 0.5)
2121
! 3.66312787E-02
2222

23-
! probability density at x=2.0 with lambda=-1.0 (out of range)
24-
print *, exp_pdf(2.0, -1.0)
23+
! probability density at x=1.5 with loc=0.5 and scale=0.5 (lambda=2.0)
24+
print *, exp_pdf(2.5, 0.5, 0.5)
25+
! 3.66312787E-02
26+
27+
! probability density at x=2.0 with loc=0.0 and scale=-1.0 (out of range)
28+
print *, exp_pdf(2.0, 0.0, -1.0)
2529
! NaN
2630

27-
! standard exponential random variates array
28-
x = reshape(rexp(0.5, 24), [2, 3, 4])
31+
! standard exponential random variates array
32+
x = reshape(rexp(0.0, 2.0, 24), [2, 3, 4])
2933

3034
! a rank-3 exponential probability density
31-
lambda(:, :, :) = 0.5
32-
print *, exp_pdf(x, lambda)
35+
loc(:, :, :) = 0.0
36+
scale(:, :, :) = 2.0
37+
print *, exp_pdf(x, loc, scale)
3338
! 0.349295378 0.332413018 0.470253497 0.443498343 0.317152828
3439
! 0.208242029 0.443112582 8.07073265E-02 0.245337561 0.436016470
3540
! 7.14025944E-02 5.33841923E-02 0.322308093 0.264558554 0.212898195
3641
! 0.100339092 0.226891592 0.444002301 9.91026312E-02 3.87373678E-02
37-
! 3.11400592E-02 0.349431813 0.482774824 0.432669312
42+
! 3.11400592E-02 0.349431813 0.482774824 0.432669312
3843

39-
! probability density array where lambda<=0.0 for certain elements
40-
print *, exp_pdf([1.0, 1.0, 1.0], [1.0, 0.0, -1.0])
44+
! probability density array where scale<=0.0 for certain elements (loc = 0.0)
45+
print *, exp_pdf([1.0, 1.0, 1.0], [0.0, 0.0, 0.0], [1.0, 0.0, -1.0])
4146
! 0.367879450 NaN NaN
4247

43-
! `pdf_exp` is pure and, thus, can be called concurrently
48+
! `pdf_exp` is pure and, thus, can be called concurrently
4449
xsum = 0.0
4550
do concurrent (i=1:size(x,3))
46-
xsum = xsum + sum(exp_pdf(x(:,:,i), lambda(:,:,i)))
51+
xsum = xsum + sum(exp_pdf(x(:,:,i), loc(:,:,i), scale(:,:,i)))
4752
end do
4853
print *, xsum
4954
! 6.45566940
5055

51-
! complex exponential probability density function at (1.5,1.0) with real part
52-
! of lambda=1.0 and imaginary part of lambda=2.0
53-
scale = (1.0, 2.)
54-
print *, exp_pdf((1.5, 1.0), scale)
56+
! complex exponential probability density function at (1.5, 0.0, 1.0) with real part
57+
! of scale=1.0 and imaginary part of scale=0.5
58+
cloc = (0.0, 0.0)
59+
cscale = (1.0, 0.5)
60+
print *, exp_pdf((1.5, 1.0), cloc, cscale)
5561
! 6.03947677E-02
5662

57-
! As above, but with lambda%re < 0
58-
scale = (-1.0, 2.)
59-
print *, exp_pdf((1.5, 1.0), scale)
63+
! As above, but with scale%re < 0
64+
cloc = (0.0, 0.0)
65+
cscale = (-1.0, 2.0)
66+
print *, exp_pdf((1.5, 1.0), cloc, cscale)
6067
! NaN
6168

6269
end program example_exponential_pdf

‎example/stats_distribution_exponential/example_exponential_rvs.f90‎

Lines changed: 12 additions & 14 deletions
Original file line numberDiff line numberDiff line change
@@ -3,30 +3,28 @@ program example_exponential_rvs
33
use stdlib_stats_distribution_exponential, only: rexp => rvs_exp
44

55
implicit none
6-
complex :: scale
6+
complex :: cloc, cscale
77
integer :: seed_put, seed_get
88

99
seed_put = 1234567
1010
call random_seed(seed_put, seed_get)
1111

1212
print *, rexp() !single standard exponential random variate
13-
1413
! 0.358690143
1514

16-
print *, rexp(2.0) !exponential random variate with lambda=2.0
17-
18-
! 0.816459715
19-
20-
print *, rexp(0.3, 10) !an array of 10 variates with lambda=0.3
15+
print *, rexp(0.6, 0.2) !exponential random variate with loc=0.6 and scale=0.5 (lambda=2)
16+
! 0.681645989
2117

22-
! 1.84008647E-02 3.59742008E-02 0.136567295 0.262772143 3.62352766E-02
23-
! 0.547133625 0.213591918 4.10784185E-02 0.583882213 0.671128035
18+
print *, rexp(0.0, 3.0, 10) !an array of 10 variates with loc=0.0 and scale=3.0 (lambda=1/3)
19+
! 0.184008643 0.359742016 1.36567295 2.62772131 0.362352759
20+
! 5.47133636 2.13591909 0.410784155 5.83882189 6.71128035
2421

25-
scale = (2.0, 0.7)
26-
print *, rexp(scale)
27-
!single complex exponential random variate with real part of lambda=2.0;
28-
!imagainary part of lambda=0.7
22+
cloc = (0.0, 0.0)
23+
cscale = (0.5, 1.6)
24+
print *, rexp(cloc, cscale)
25+
!single complex exponential random variate with real part of scale=0.5 (lambda=2.0);
26+
!imagainary part of scale=1.6 (lambda=0.625)
2927

30-
! (1.41435969,4.081114382E-02)
28+
! (0.219550118,1.01847279)
3129

3230
end program example_exponential_rvs

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