ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
See the latest version documentation. |
This module contains classes and procedures for computing various statistical quantities related to the mathematical EggBox density function. More...
Data Types | |
interface | getEggBoxLogUDF |
Generate and return the natural logarithm of the EggBox density function at the specified input point X . More... | |
Variables | |
character(*, SK), parameter | MODULE_NAME = "@pm_distEggBox" |
This module contains classes and procedures for computing various statistical quantities related to the mathematical EggBox density function.
The EggBox density function is frequently used in testing the efficiency of optimization and sampling algorithms.
Given a value \(x\in\mathbb{R}^n\), the EggBox function with the (intercept, location, scale, shape) parameters \((\zeta, \mu, \sigma, \alpha)\) is defined as,
\begin{equation} f(x) = \exp\left( \left[ \zeta + \prod_{i = 1}^{i = n} \cos\left(\pi\frac{x_i - \mu_i}{\sigma_i}\right)\right]^\alpha \right) ~, \end{equation}
where \(\pi\) in the right-hand-side expression is the number \(\ms{Pi}\).
Final Remarks ⛓
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character(*, SK), parameter pm_distEggBox::MODULE_NAME = "@pm_distEggBox" |
Definition at line 43 of file pm_distEggBox.F90.