I don't know is this right room to ask this question of not. If not I am sorry for that. I am new user for the fortran and spending a lot of time for the following stuff.
I have constructed a function called "loglike" which returns a real number depending on two parameters. I want to use this function to construct a mcmc algorithm
which goes like this.
psi = min(0, loglike(propalpha,propbeta) - loglike(currentalpha,currentbeta))
where propalpha = currentalpha + noise
, and propbeta = currentbeta + noise
, noises are random samples from some distribution.
Now I want to use this algorithm by calling previously constructed function "loglike".
1) how can I call the function 'loglike' for new program called main program
2) how can I use this for the subroutine?
Any help is very great for me. Thanks in advance
EDIT:
module mcmc
implicit none
contains
subroutine subru(A,B, alphaprop, betaprop)
real, intent(in)::A,B
real, intent(out)::alphaprop, betaprop
end subroutine subru
real function aloglike(A,B)
real:: A,B,U, aloglike
aloglike = U
end function aloglike
end module mcmc
program likelihood
use mcmc
implicit none
real :: alpha,beta,dist1,dist2,prob1,prob2
real:: psi,a(1000),b(1000), u1, u2,u, alphaprop, betaprop
real, dimension(1:1):: loglike
integer :: t,i,j,k,l
real, dimension(1:625):: x
real, dimension(1:625):: y
integer, dimension(1:625):: inftime
alpha = 0.5
beta = 2.0
open(10, file = 'epidemic.txt', form = 'formatted')
do l = 1,625
read(10,*,end = 200) x(l), y(l), inftime(l)
enddo
200 continue
loglike = 0.0
do t=1,10
do i=1,625
if(inftime(i)==0 .or. t < (inftime(i)-1)) then
dist1 = 0.0
do j = 1, 625
if(t >= inftime(j) .and. inftime(j)/=0)then
dist1 = dist1 + sqrt((x(i) - x(j))**2 + (y(i) - y(j))**2)**(-beta)
endif
enddo
prob1 = 1 - exp(-alpha * dist1)
loglike = loglike + log(1 - prob1)
endif
if(inftime(i) .eq. (t+1)) then
dist2 = 0.0
do k=1, 625
if(t >= inftime(k) .and. inftime(k)/=0) then
dist2 = dist2 + sqrt((x(i) - x(k))**2 + (y(i) - y(k))**2)**(-beta)
endif
enddo
prob2 = 1 - exp(-alpha * dist2)
loglike = loglike + log(prob2)
endif
enddo
enddo
do i = 2, 1000
a(1)= 0.0
b(1) = 0.0
call subru(a(i),b(i), alphaprop, betaprop)
call random_number(u1)
call random_number(u2)
alphaprop = a(i-1) + (u1*0.4)-0.2
betaprop= b(i-1) + (u2*0.4)-0.2
if(alphaprop> 0 .and. alphaprop < 0.2 .and. betaprop > 0 .and. betaprop < 0.2)then
psi = min(0.0,aloglike(alphaprop,betaprop)- aloglike(a(i-1),b(i-1)))
call random_number(u)
if(u < psi)then
a(i)= alphaprop
b(i) = betaprop
else
a(i) = a(i-1)
b(i) = b(i-1)
endif
endif
enddo
do j = 1, 1000
print *, A(j), A(j), LOGLIKE
enddo
end program
This is the general way it would look. Note that functions return a value by assigning the result to its own name. A return
statement is not necessary.
C "loglike" is renamed "aloglike" so implicit typing uses REAL
C A type declaration could be used instead
function aloglike (alpha, beta)
aloglike = ... (expression which computes value)
end
program whateveryouwanttocallit
...
propalpha = ...
propbeta = ...
currentalpha = ...
currentbeta = ...
...
psi = min(0, aloglike(propalpha,propbeta) - aloglike(currentalpha,currentbeta))
print *, 'psi = ', psi
end