C Library Functions  - dexcdf (3)

NAME

dexcdf(3f) - [M_datapac:CUMULATIVE_DISTRIBUTION] compute the double exponential cumulative distribution function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE DEXCDF(X,Cdf)

       real(kind=wp),intent(in)  :: X
       real(kind=wp),intent(out) :: Cdf

DESCRIPTION

DEXCDF(3f) computes the cumulative distribution function value for the double exponential (Laplace) distribution with mean = 0 and standard deviation = sqrt(2).

This distribution is defined for all X and has the probability density function

       f(x) = 0.5*exp(-abs(x))

INPUT ARGUMENTS

X The REAL value at which the cumulative distribution function is to be evaluated.

OUTPUT ARGUMENTS

CDF The REAL cumulative distribution function value.

EXAMPLES

Sample program:

   program demo_dexcdf
   !@(#) line plotter graph of cumulative distribution function
   use M_datapac, only : dexcdf, plott, label
   implicit none
   real,allocatable  :: x(:), y(:)
   integer           :: i
      call label(’dexcdf’)
      x=[(real(i),i=-100,100,1)]
      if(allocated(y))deallocate(y)
      allocate(y(size(x)))
      do i=1,size(x)
         call dexcdf(x(i)/10.0,y(i))
      enddo
      call plott(x,y,size(x))
   end program demo_dexcdf

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                                                  X
     0.6666667E+02 I                                                  X
     0.5833334E+02 I                                                  X
     0.5000000E+02 -                                                  X
     0.4166667E+02 I                                                 XX
     0.3333334E+02 I                                                 X
     0.2500000E+02 I                                               XXX
     0.1666667E+02 I                                           XXXXX
     0.8333336E+01 I                                   X XXXXXXX
     0.0000000E+00 -                  X X X X X X X X X
    -0.8333328E+01 I         XXXXXXX X
    -0.1666666E+02 I     XXXXX
    -0.2499999E+02 I   XXX
    -0.3333333E+02 I   X
    -0.4166666E+02 I  XX
    -0.5000000E+02 -  X
    -0.5833333E+02 I  X
    -0.6666666E+02 I  X
    -0.7500000E+02 I  X
    -0.8333333E+02 I  X
    -0.9166666E+02 I  X
    -0.1000000E+03 -  X
                      I-----------I-----------I-----------I-----------I
               0.2270E-04  0.2500E+00  0.5000E+00  0.7500E+00  0.1000E+01

AUTHOR

The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.

MAINTAINER

John Urban, 2022.05.31

LICENSE

CC0-1.0

REFERENCES

o Johnson and Kotz, Continuous Univariate Distributions--2, 1970, pages 22-36.


Nemo Release 3.1 dexcdf (3) July 22, 2023
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