dexcdf(3f) - [M_datapac:CUMULATIVE_DISTRIBUTION] compute the double exponential cumulative distribution function
Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References
SUBROUTINE DEXCDF(X,Cdf)
real(kind=wp),intent(in) :: X real(kind=wp),intent(out) :: Cdf
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))
X The REAL value at which the cumulative distribution function is to be evaluated.
CDF The REAL cumulative distribution function value.
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_dexcdfResults:
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
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--2, 1970, pages 22-36.
Nemo Release 3.1 | dexcdf (3) | February 23, 2025 |