#! /usr/bin/env python # def logistic_cdf ( x, a, b ): #*****************************************************************************80 # ## LOGISTIC_CDF evaluates the Logistic CDF. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real X, the argument of the CDF. # # Input, real A, B, the parameters of the PDF. # 0.0 < B. # # Output, real CDF, the value of the CDF. # import numpy as np cdf = 1.0 / ( 1.0 + np.exp ( ( a - x ) / b ) ) return cdf def logistic_cdf_inv ( cdf, a, b ): #*****************************************************************************80 # ## LOGISTIC_CDF_INV inverts the Logistic CDF. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real CDF, the value of the CDF. # 0.0 <= CDF <= 1.0. # # Input, real A, B, the parameters of the PDF. # 0.0 < B. # # Output, real X, the corresponding argument. # import numpy as np from sys import exit if ( cdf < 0.0 or 1.0 < cdf ): print ( '' ) print ( 'LOGISTIC_CDF_INV - Fatal error!' ) print ( ' CDF < 0 or 1 < CDF.' ) exit ( 'LOGISTIC_CDF_INV - Fatal error!' ) x = a - b * np.log ( ( 1.0 - cdf ) / cdf ) return x def logistic_cdf_test ( ): #*****************************************************************************80 # ## LOGISTIC_CDF_TEST tests LOGISTIC_CDF. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # import platform print ( '' ) print ( 'LOGISTIC_CDF_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' LOGISTIC_CDF evaluates the Logistic CDF' ) print ( ' LOGISTIC_CDF_INV inverts the Logistic CDF.' ) print ( ' LOGISTIC_PDF evaluates the Logistic PDF' ) a = 1.0 b = 2.0 check = logistic_check ( a, b ) if ( not check ): print ( '' ) print ( 'LOGISTIC_CDF_TEST - Fatal error!' ) print ( ' The parameters are not legal.' ) return print ( '' ) print ( ' PDF parameter A = %14g' % ( a ) ) print ( ' PDF parameter B = %14g' % ( b ) ) seed = 123456789 print ( '' ) print ( ' X PDF CDF CDF_INV' ) print ( '' ) for i in range ( 0, 10 ): x, seed = logistic_sample ( a, b, seed ) pdf = logistic_pdf ( x, a, b ) cdf = logistic_cdf ( x, a, b ) x2 = logistic_cdf_inv ( cdf, a, b ) print ( ' %14g %14g %14g %14g' % ( x, pdf, cdf, x2 ) ) # # Terminate. # print ( '' ) print ( 'LOGISTIC_CDF_TEST' ) print ( ' Normal end of execution.' ) return def logistic_check ( a, b ): #*****************************************************************************80 # ## LOGISTIC_CHECK checks the parameters of the Logistic CDF. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real A, B, the parameters of the PDF. # 0.0 < B. # # Output, logical CHECK, is true if the parameters are legal. # check = True if ( b <= 0.0 ): print ( '' ) print ( 'LOGISTIC_CHECK - Fatal error!' ) print ( ' B <= 0.' ) check = False return check def logistic_mean ( a, b ): #*****************************************************************************80 # ## LOGISTIC_MEAN returns the mean of the Logistic PDF. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real A, B, the parameters of the PDF. # 0.0 < B. # # Output, real MEAN, the mean of the PDF. # mean = a return mean def logistic_pdf ( x, a, b ): #*****************************************************************************80 # ## LOGISTIC_PDF evaluates the Logistic PDF. # # Discussion: # # PDF(X)(A,B) = EXP ( ( A - X ) / B ) / # ( B * ( 1 + EXP ( ( A - X ) / B ) )^2 ) # # The Logistic PDF is also known as the Sech-Squared PDF. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real X, the argument of the PDF. # # Input, real A, B, the parameters of the PDF. # 0.0 < B. # # Output, real PDF, the value of the PDF. # import numpy as np temp = np.exp ( ( a - x ) / b ) pdf = temp / ( b * ( 1.0 + temp ) ** 2 ) return pdf def logistic_sample ( a, b, seed ): #*****************************************************************************80 # ## LOGISTIC_SAMPLE samples the Logistic PDF. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real A, B, the parameters of the PDF. # 0.0 < B. # # Input, integer SEED, a seed for the random number generator. # # Output, real X, a sample of the PDF. # # Output, integer SEED, an updated seed for the random number generator. # from r8_uniform_01 import r8_uniform_01 cdf, seed = r8_uniform_01 ( seed ) x = logistic_cdf_inv ( cdf, a, b ) return x, seed def logistic_sample_test ( ): #*****************************************************************************80 # ## LOGISTIC_SAMPLE_TEST tests LOGISTIC_SAMPLE. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # import numpy as np import platform from r8vec_max import r8vec_max from r8vec_mean import r8vec_mean from r8vec_min import r8vec_min from r8vec_variance import r8vec_variance nsample = 1000 seed = 123456789 print ( '' ) print ( 'LOGISTIC_SAMPLE_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' LOGISTIC_MEAN computes the Logistic mean' ) print ( ' LOGISTIC_SAMPLE samples the Logistic distribution' ) print ( ' LOGISTIC_VARIANCE computes the Logistic variance.' ) a = 2.0 b = 3.0 check = logistic_check ( a, b ) if ( not check ): print ( '' ) print ( 'LOGISTIC_SAMPLE_TEST - Fatal error!' ) print ( ' The parameters are not legal.' ) return mean = logistic_mean ( a, b ) variance = logistic_variance ( a, b ) print ( '' ) print ( ' PDF parameter A = %14g' % ( a ) ) print ( ' PDF parameter B = %14g' % ( b ) ) print ( ' PDF mean = %14g' % ( mean ) ) print ( ' PDF variance = %14g' % ( variance ) ) x = np.zeros ( nsample ) for i in range ( 0, nsample ): x[i], seed = logistic_sample ( a, b, seed ) mean = r8vec_mean ( nsample, x ) variance = r8vec_variance ( nsample, x ) xmax = r8vec_max ( nsample, x ) xmin = r8vec_min ( nsample, x ) print ( '' ) print ( ' Sample size = %6d' % ( nsample ) ) print ( ' Sample mean = %14g' % ( mean ) ) print ( ' Sample variance = %14g' % ( variance ) ) print ( ' Sample maximum = %14g' % ( xmax ) ) print ( ' Sample minimum = %14g' % ( xmin ) ) # # Terminate. # print ( '' ) print ( 'LOGISTIC_SAMPLE_TEST' ) print ( ' Normal end of execution.' ) return def logistic_variance ( a, b ): #*****************************************************************************80 # ## LOGISTIC_VARIANCE returns the variance of the Logistic PDF. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 April 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real A, B, the parameters of the PDF. # 0.0 < B. # # Output, real VARIANCE, the variance of the PDF. # import numpy as np variance = ( np.pi * b ) ** 2 / 3.0 return variance if ( __name__ == '__main__' ): from timestamp import timestamp timestamp ( ) logistic_cdf_test ( ) logistic_sample_test ( ) timestamp ( )