caucdf(3f) - [M_datapac:CUMULATIVE_DISTRIBUTION] compute the Cauchy cumulative
distribution function
subroutine caucdf(X,Cdf)
real(kind=wp),intent(in) :: X
real(kind=wp),intent(out) :: Cdf
CAUCDF(3f) computes the cumulative distribution function value for
the Cauchy distribution with median = 0 and 75% point = 1.
This distribution is defined for all X and has the probability
density function
f(X) = (1/pi)*(1/(1+X*X))
X The value at which the cumulative distribution function is to
be evaluated.
CDF The cumulative distribution function value.
Sample program:
program demo_caucdf
!@(#) line plotter graph of cumulative distribution function
use M_datapac, only : caucdf, plott, label
implicit none
real,allocatable :: x(:), y(:)
integer :: i
call label('caucdf')
x=[(real(i),i=-100,100,1)]
if(allocated(y))deallocate(y)
allocate(y(size(x)))
do i=1,size(x)
call caucdf(x(i)/10.0,y(i))
enddo
call plott(x,y,size(x))
end program demo_caucdf
Results:
The following is a plot of Y(I) (vertically) versus X(I) (horizontally)
I-----------I-----------I-----------I-----------I
0.1000000E+03 - X
0.9166666E+02 I X
0.8333334E+02 I X
0.7500000E+02 I XX
0.6666667E+02 I X
0.5833334E+02 I X
0.5000000E+02 - XX
0.4166667E+02 I XX
0.3333334E+02 I XX
0.2500000E+02 I XXX
0.1666667E+02 I XXXX
0.8333336E+01 I XXXXXXX
0.0000000E+00 - XX XX X XX XX
-0.8333328E+01 I XXXXXXX
-0.1666666E+02 I XXXX
-0.2499999E+02 I XXX
-0.3333333E+02 I XX
-0.4166666E+02 I XX
-0.5000000E+02 - XX
-0.5833333E+02 I X
-0.6666666E+02 I X
-0.7500000E+02 I XX
-0.8333333E+02 I X
-0.9166666E+02 I X
-0.1000000E+03 - X
I-----------I-----------I-----------I-----------I
0.3173E-01 0.2659E+00 0.5000E+00 0.7341E+00 0.9683E+00
The original DATAPAC library was written by James Filliben of the
Statistical Engineering Division, National Institute of Standards
and Technology.
John Urban, 2022.05.31
CC0-1.0
Type | Intent | Optional | Attributes | Name | ||
---|---|---|---|---|---|---|
real(kind=wp), | intent(in) | :: | X | |||
real(kind=wp), | intent(out) | :: | Cdf |
subroutine caucdf(X,Cdf) real(kind=wp),intent(in) :: X real(kind=wp),intent(out) :: Cdf ! CHECK THE INPUT ARGUMENTS FOR ERRORS ... NO INPUT ARGUMENT ERRORS POSSIBLE FOR THIS DISTRIBUTION. Cdf = 0.5_wp + ((1.0_wp/G_pi)*atan(X)) end subroutine caucdf