caupdf(3f) - [M_datapac:PROBABILITY_DENSITY] compute the Cauchy probability density function
Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References
subroutine caupdf(X,Pdf)
real(kind=wp),intent(in) :: X real(kind=wp),intent(out):: Pdf
CAUPDF(3f) computes the probability density 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 probability density function is to be evaluated.
The probability density function value.
Sample program:
program demo_caupdf !@(#) line plotter graph of probability density function use M_datapac, only : caupdf, plott, label implicit none real,allocatable :: x(:), y(:) integer :: i call label(caupdf) x=[(real(i),i=-100,100,1)] if(allocated(y))deallocate(y) allocate(y(size(x))) do i=1,size(x) call caupdf(x(i)/10.0,y(i)) enddo call plott(x,y,size(x)) end program demo_caupdfResults:
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 X 0.6666667E+02 I XX 0.5833334E+02 I X 0.5000000E+02 - XX 0.4166667E+02 I XX 0.3333334E+02 I XX 0.2500000E+02 I XXXX 0.1666667E+02 I XXXXXX X X 0.8333336E+01 I X X X X X X X X 0.0000000E+00 - X X X X -0.8333328E+01 I X X X X X X X X -0.1666666E+02 I XXXXXX X X -0.2499999E+02 I XXXX -0.3333333E+02 I XX -0.4166666E+02 I XX -0.5000000E+02 - XX -0.5833333E+02 I X -0.6666666E+02 I XX -0.7500000E+02 I X -0.8333333E+02 I X -0.9166666E+02 I X -0.1000000E+03 - X I-----------I-----------I-----------I-----------I 0.3152E-02 0.8194E-01 0.1607E+00 0.2395E+00 0.3183E+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
o Johnson and Kotz, Continuous Univariate Distributions -- 1, 1970, pages 154-165.
Nemo Release 3.1 | caupdf (3) | February 23, 2025 |