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Re: plotting a nice random mountain on a plain

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Karl wrote:

> Hi,
> wrote the thing below yesterday, could be something for the demo set?
> Otherwise, just enjoy!
> 
> On thing puzzles me, though: the first plot just draws a straight line
> at y=1 in logscale y mode (commented out). Anyone know why?

The "smooth" routines don't handle log-scale.  See for example
https://sourceforge.net/p/gnuplot/bugs/1263/
It's not a simple coding error, but rather a total failure to consider
the possibility of log scaling when the code was written.


> And how is the "invnorm()" function done in gp? I thought there was no
> analytical form for it.

It uses a 2-piece polynomial approximation.  The terms of the polynomial
are in the source file specfun.c.   I didn't see a corresponding citation
(quick look only) but many of the polynomial approximations are taken from
Abramowitz & Stegun so I would look there first to see if the terms match.

The development version of gnuplot also offers the option to link 
to the external math library libcephes.  That has a different
implementation of inverse normal, but I think its accuracy is about
the same as the one in specfun.  I'd be interested in a more serious
investigation into their respective accuracy if someone wants to make
the effort to test.

	Ethan

> 
> Karl
> 
> -----------
> 
> #!/gnuplot
> # 2D plot of a mountain constructed over the density of normally
> # distributed random points on a plain
> 
> # Box-Muller method to create (pairs of) normally distributed
> # random numbers from a pair of [0:1] evenly distributed
> # random numbers
> # This should give the same as "invnorm(rand(0))"
> 
> normd(x) = (u1=rand(0),u2=rand(0), sqrt(-2*log(u2)) * cos(2*pi*u1))
> # or
> #normd(x) = (u1=rand(0),u2=rand(0), sqrt(-2*log(u2)) * sin(2*pi*u1))
> 
> #set logsc y
> set samp 1000
> plot "+" us (normd(0)):(1) smooth kdens title "Box-Muller", \
>      "+" us (invnorm(rand(0))):(1) smooth kdens title "gp46 invnorm"
> #unset logsc y
> pause -1
> 
> # normdc(x) returns normally distributed random numbers
> # if x is complex, the random number is complex too,
> # with the real and imaginary part being the pair of
> # numbers the method of Box and Muller returns
> 
> normdc(x) = (u1=rand(0),u2=rand(0), sqrt(-2*log(u2)) * \
>   (cos(2*pi*u1) + (imag(x)==0?0:(sqrt(-1)*sin(2*pi*u1)))))
> 
> 
> set xrange [-4:4]
> set yrange [-4:4]
> # less samples make the mountain more interesting ;-)
> set samp 1000
> # so does changing the parameters of kdensity2d
> set dgrid3d 80,80 gauss kdensity2d 0.3,0.3
> set hidden
> #set logsc z
> splot "+" us (real(p=normdc(sqrt(-1)))):(imag(p)):(1) w l
> 
> #stats "+" us (real(p=normdc(sqrt(-1)))):(imag(p))

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plotting a nice random mountain on a plain Karl <mail.kfr@gmx.net> - 2013-09-12 14:38 +0200
  Re: plotting a nice random mountain on a plain sfeam <sfeam@users.sourceforge.net> - 2013-09-12 20:38 -0700

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