causf(3f) - [M_datapac:SPARSITY] compute the Cauchy sparsity function
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Input Arguments
Output Arguments
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SUBROUTINE CAUSF(P,Sf)
REAL(kind=wp) :: P REAL(kind=wp) :: Sf
CAUSF(3f) computes the sparsity 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))Note that the sparsity function of a distribution is the derivative of the percent point function, and also is the reciprocal of the probability density function (but in units of p rather than x).
P the value (between 0.0 and 1.0) at which the sparsity function is to be evaluated. P should be between 0.0 and 1.0, exclusively.
SF The sparsity function value.
Sample program:
program demo_causf use M_datapac, only : causf implicit none ! call causf(x,y) end program demo_causfResults:
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o Filliben, Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution (Unpublished PH.D. Dissertation, Princeton University), 1969, pages 21-44, 229-231. o Filliben, The Percent Point Function, (Unpublished manuscript), 1970, pages 28-31. o Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 154-165.
Nemo Release 3.1 | causf (3) | February 23, 2025 |