Return the variance of an input (weighted) sample of type complex or real of shape (nsam) or (ndim, nsam) or (nsam, ndim) where ndim is the number of data dimensions (the number of data attributes) and nsam is the number of data points.
More...

Detailed Description

Return the variance of an input (weighted) sample of type complex or real of shape (nsam) or (ndim, nsam) or (nsam, ndim) where ndim is the number of data dimensions (the number of data attributes) and nsam is the number of data points.

See the documentation of the parent module pm_sampleVar for algorithmic details and variance definitions.

Parameters

[out]	var	: The output object of rank `rank(sample) - 1` of type `real` of the same kind as the input `sample` representing its variance: If `sample` is a vector, the output `var` must be a scalar. If `sample` is a matrix, the output `var` must be a vector of size `ndim = size(sample, 3 - dim)`.
[in]	mean	: The input scalar or `contiguous` vector of shape `(ndim)` of the same type and kind as the input `sample` containing the `sample` mean. If the input `sample` is a 1D array, then `mean` must be a scalar. If the input `sample` is a 2D array, then `mean` must be a vector of size `ndim = size(sample, 3 - dim)` (i.e., computed along the specified input dimension `dim`). (optional. default = `0.` or getFilled(0., ndim) depending on the rank of the input `sample` and value of `dim`.)
[in]	sample	: The input `contiguous` array of shape `(nsam)`, `(ndim, nsam)`, or `(nsam, ndim)` of, type `complex` of kind any supported by the processor (e.g., CK, CK32, CK64, or CK128), type `real` of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128), containing the sample comprised of `nsam` observations each with `ndim` attributes. If `sample` is a matrix, then the direction along which variance is computed is dictated by the input argument `dim`.
[in]	dim	: The input scalar `integer` of default kind IK representing the dimension (`1` or `2`) of the input `sample` along which the mean must be computed. If `dim = 1`, the input `sample` of rank `2` is assumed to have the shape `(nsam, ndim)`. If `dim = 2`, the input `sample` of rank `2` is assumed to have the shape `(ndim, nsam)`. The input `dim` must always be `1` or missing for an input `sample` of rank `1`. (optional. If missing, the variance of the whole input `sample` is computed.)
[in]	weight	: The input `contiguous` vector of length `nsam` of type `integer` of default kind IK, or type `real` of the same kind as the input `sample`, containing the corresponding weights of individual `nsam` observations in `sample`. (optional. default = `getFilled(1, size(sample, dim))` if `dim` is present, or `getFilled(1, size(sample))` if `dim` is missing.)
[in]	weisum	: The input scalar of the same type and kind as the input `weight` containing `sum(weight)`. This quantity is also a byproduct of computing the mean of a sample and is automatically returned by setMean(). (optional. It must be present if and only if the input argument `weight` is also present.)
[in]	correction	: The input scalar object that can be the following: The constant fweight or an object of type fweight implying a bias correction based on the assumption of frequency weights for the sample observations, even if the `weight` argument is missing. This is the most popular type of correction, also known as the Bessel correction. The constant rweight or an object of type rweight_type implying a bias correction based on the assumption of reliability weights for the sample observations. (optional. If missing, no bias-correction will be applied to the output `var`.)

Possible calling interfaces ⛓

: use pm_sampleVar, only: setVar

! 1D sample unweighted

call setVar(var, sample(1 : nsam))

call setVar(var, mean, sample(1 : nsam))

call setVar(var, sample(1 : nsam), dim)

call setVar(var, mean, sample(1 : nsam), dim)

! 1D sample weighted

call setVar(var, sample(1 : nsam), weight(1 : nsam))

call setVar(var, mean, sample(1 : nsam), weight(1 : nsam), weisum)

call setVar(var, sample(1 : nsam), dim, weight(1 : nsam))

call setVar(var, mean, sample(1 : nsam), dim, weight(1 : nsam), weisum)

! 2D sample unweighted

call setVar(var(1 : size(sample, 3 - dim)), sample(:,:), dim)

call setVar(var(1 : size(sample, 3 - dim)), mean(1 : size(sample, 3 - dim)), sample(:,:), dim)

! 2D sample weighted

call setVar(var(1 : size(sample, 3 - dim)), sample(:,:), dim, weight(1 : size(sample, dim)))

call setVar(var(1 : size(sample, 3 - dim)), mean(1 : size(sample, 3 - dim)), sample(:,:), dim, weight(1 : size(sample, dim)), weisum)

! 2D whole sample unweighted

call setVar(var, sample(:,:))

call setVar(var, mean, sample(:,:))

! 2D whole sample weighted

call setVar(var, sample(:,:), weight(1 : size(sample)))

call setVar(var, mean, sample(:,:), dim, weight(1 : size(sample)), weisum)

pm_sampleVar::setVar
Return the variance of an input (weighted) sample of type complex or real of shape (nsam) or (ndim,...
Definition: pm_sampleVar.F90:2618

pm_sampleVar
This module contains classes and procedures for computing the properties related to the covariance ma...
Definition: pm_sampleVar.F90:394

Warning: The condition 0 < sum(weight) must hold for the corresponding input arguments.
The condition all(0. <= weight) must hold for the corresponding input arguments.
The condition 1 < size(sample, dim) must hold for the corresponding input arguments.
The condition 0 < size(sample, 3 - dim) must hold for the corresponding input arguments.
The condition 1 <= dim .and. dim <= rank(sample) must hold for the corresponding input arguments.
The condition size(sample, 3 - dim) == size(var) must hold for the corresponding input arguments.
The condition size(sample, 3 - dim) == size(mean) must hold for the corresponding input arguments.
The condition size(sample, dim) == size(weight) must hold for the corresponding input arguments.
These conditions are verified only if the library is built with the preprocessor macro CHECK_ENABLED=1.; The pure procedure(s) documented herein become impure when the ParaMonte library is compiled with preprocessor macro CHECK_ENABLED=1.
By default, these procedures are pure in release build and impure in debug and testing builds.

Note: Note the effects of bias-correction in computing the variance become noticeable only for very sample sample sizes (i.e., when nsam is small).; For a one-dimensional sample, one can also use the concise Fortran syntax to achieve the same goal as with the interface var = setVar(sample(:), mean, correction) with integer weight:

mean = sum(sample) / size(sample)

var = sum( (sample-mean)**2 ) / (size(sample) - 1)

But the above concise version will be likely slightly slower as it potentially involves more loops.; For a two or higher-dimensional sample, if the variance is to be computed for the entire sample (as opposed to computing it along a particular dimension), simply pass reshape(sample, shape = size(sample)) to the appropriate setVar interface.
Alternatively, a 1D pointer of the same size as the multidimensional sample can be passed to the procedure.

See also: getVar
setVar
getMean
setMean
setVarMean
getShifted
setShifted

Example usage ⛓

: 1program example

2

3 use pm_kind, only: SK, IK, LK, RK

4 use pm_kind, only: TKG => RKS ! All other real types are also supported.

5 use pm_io, only: display_type

6 use pm_sampleVar, only: setVar

7 use pm_arraySpace, only: getLinSpace

8 use pm_sampleCov, only: fweight, rweight

9 use pm_sampleShift, only: getShifted

10 use pm_arrayResize, only: setResized

11 use pm_distUnif, only: getUnifRand

12 use pm_sampleMean, only: getMean

13 use pm_sampleMean, only: setMean

14

15 implicit none

16

17 integer(IK) :: dim

18 type(display_type) :: disp

19 disp = display_type(file = "main.out.F90")

20

21 call disp%skip()

22 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

23 call disp%show("!Compute the variance of a 1-D sample.")

24 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

25 call disp%skip()

26

27 block

28 real(TKG) :: var, mean

29 real(TKG), allocatable :: sample(:)

30 call disp%show("sample = getLinSpace(1._TKG, 9._TKG, 5_IK)")

31 sample = getLinSpace(1._TKG, 9._TKG, 5_IK)

32 call disp%show("sample")

33 call disp%show( sample )

34 call disp%show("mean = getMean(sample)")

35 mean = getMean(sample)

36 call disp%show("mean")

37 call disp%show( mean )

38 call disp%show("call setVar(var, mean, sample)")

39 call setVar(var, mean, sample)

40 call disp%show("var")

41 call disp%show( var )

42 call disp%show("call setVar(var, sample - mean)")

43 call setVar(var, sample - mean)

44 call disp%show("var")

45 call disp%show( var )

46 call disp%show("call setVar(var, mean, sample, dim = 1_IK)")

47 call setVar(var, mean, sample, dim = 1_IK)

48 call disp%show("var")

49 call disp%show( var )

50 call disp%show("call setVar(var, sample - mean, dim = 1_IK)")

51 call setVar(var, sample - mean, dim = 1_IK)

52 call disp%show("var")

53 call disp%show( var )

54 call disp%skip()

55 end block

56

57 block

58 real(TKG) :: var

59 complex(TKG) :: mean

60 complex(TKG), allocatable :: sample(:)

61 call disp%show("sample = cmplx(getLinSpace(1., 9., 5_IK), -getLinSpace(1., 9., 5_IK), TKG)")

62 sample = cmplx(getLinSpace(1., 9., 5_IK), -getLinSpace(1., 9., 5_IK), TKG)

63 call disp%show("sample")

64 call disp%show( sample )

65 call disp%show("mean = getMean(sample)")

66 mean = getMean(sample)

67 call disp%show("mean")

68 call disp%show( mean )

69 call disp%show("call setVar(var, mean, sample)")

70 call setVar(var, mean, sample)

71 call disp%show("var")

72 call disp%show( var )

73 call disp%show("call setVar(var, sample - mean)")

74 call setVar(var, sample - mean)

75 call disp%show("var")

76 call disp%show( var )

77 call disp%show("call setVar(var, mean, sample, dim = 1_IK)")

78 call setVar(var, mean, sample, dim = 1_IK)

79 call disp%show("var")

80 call disp%show( var )

81 call disp%show("call setVar(var, sample - mean, dim = 1_IK)")

82 call setVar(var, sample - mean, dim = 1_IK)

83 call disp%show("var")

84 call disp%show( var )

85 call disp%skip()

86 end block

87

88 call disp%skip()

89 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

90 call disp%show("!Compute the variance of a 1-D weighted sample.")

91 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

92 call disp%skip()

93

94 block

95 real(TKG) :: var, weisum

96 real(TKG), allocatable :: weight(:)

97 real(TKG), allocatable :: sample(:)

98 real(TKG) :: mean

99 call disp%show("sample = getLinSpace(1._TKG, 9._TKG, 5_IK)")

100 sample = getLinSpace(1._TKG, 9._TKG, 5_IK)

101 call disp%show("sample")

102 call disp%show( sample )

103 call disp%show("weight = getLinSpace(1._TKG, 9._TKG, size(sample, kind = IK))")

104 weight = getLinSpace(1._TKG, 9._TKG, size(sample, kind = IK))

105 call disp%show("weight")

106 call disp%show( weight )

107 call disp%show("call setMean(mean, sample, weight, weisum)")

108 call setMean(mean, sample, weight, weisum)

109 call disp%show("mean")

110 call disp%show( mean )

111 call disp%show("call setVar(var, mean, sample, weight, weisum)")

112 call setVar(var, mean, sample, weight, weisum)

113 call disp%show("var")

114 call disp%show( var )

115 call disp%show("call setVar(var, sample - mean, weight, weisum)")

116 call setVar(var, sample - mean, weight, weisum)

117 call disp%show("var")

118 call disp%show( var )

119 call disp%show("call setVar(var, mean, sample, 1_IK, weight, weisum)")

120 call setVar(var, mean, sample, 1_IK, weight, weisum)

121 call disp%show("var")

122 call disp%show( var )

123 call disp%show("call setVar(var, sample - mean, 1_IK, weight, weisum)")

124 call setVar(var, sample - mean, 1_IK, weight, weisum)

125 call disp%show("var")

126 call disp%show( var )

127 call disp%skip()

128 end block

129

130 block

131 real(TKG) :: var, weisum

132 real(TKG), allocatable :: weight(:)

133 complex(TKG), allocatable :: sample(:)

134 complex(TKG) :: mean

135 call disp%show("sample = cmplx(getLinSpace(1., 9., 5_IK), -getLinSpace(1., 9., 5_IK), TKG)")

136 sample = cmplx(getLinSpace(1., 9., 5_IK), -getLinSpace(1., 9., 5_IK), TKG)

137 call disp%show("sample")

138 call disp%show( sample )

139 call disp%show("weight = getLinSpace(1._TKG, 9._TKG, size(sample, kind = IK))")

140 weight = getLinSpace(1._TKG, 9._TKG, size(sample, kind = IK))

141 call disp%show("weight")

142 call disp%show( weight )

143 call disp%show("call setMean(mean, sample, weight, weisum)")

144 call setMean(mean, sample, weight, weisum)

145 call disp%show("mean")

146 call disp%show( mean )

147 call disp%show("call setVar(var, mean, sample, weight, weisum)")

148 call setVar(var, mean, sample, weight, weisum)

149 call disp%show("var")

150 call disp%show( var )

151 call disp%show("call setVar(var, sample - mean, weight, weisum)")

152 call setVar(var, sample - mean, weight, weisum)

153 call disp%show("var")

154 call disp%show( var )

155 call disp%show("call setVar(var, mean, sample, 1_IK, weight, weisum)")

156 call setVar(var, mean, sample, 1_IK, weight, weisum)

157 call disp%show("var")

158 call disp%show( var )

159 call disp%show("call setVar(var, sample - mean, 1_IK, weight, weisum)")

160 call setVar(var, sample - mean, 1_IK, weight, weisum)

161 call disp%show("var")

162 call disp%show( var )

163 call disp%skip()

164 end block

165

166 call disp%skip()

167 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

168 call disp%show("!Compute the variance of a 2-D array.")

169 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")

170 call disp%skip()

171

172 block

173 real(TKG), allocatable :: var(:), mean(:), sample(:,:)

174 call disp%skip()

175 call disp%show("sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)")

176 sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)

177 call disp%show("sample")

178 call disp%show( sample )

179 call disp%show("mean = [getMean(sample)]")

180 mean = [getMean(sample)]

181 call disp%show("mean")

182 call disp%show( mean )

183 call disp%show("call setResized(var, size(mean, 1, IK))")

184 call setResized(var, size(mean, 1, IK))

185 call disp%show("call setVar(var(1), mean(1), sample)")

186 call setVar(var(1), mean(1), sample)

187 call disp%show("var")

188 call disp%show( var )

189 call disp%show("call setVar(var(1), sample - mean(1))")

190 call setVar(var(1), sample - mean(1))

191 call disp%show("var")

192 call disp%show( var )

193 call disp%skip()

194 do dim = 1, 2

195 call disp%show("dim ! The observations axis.")

196 call disp%show( dim )

197 call disp%show("sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)")

198 sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)

199 call disp%show("sample")

200 call disp%show( sample )

201 call disp%show("mean = getMean(sample, dim)")

202 mean = getMean(sample, dim)

203 call disp%show("mean")

204 call disp%show( mean )

205 call disp%show("call setResized(var, size(mean, 1, IK))")

206 call setResized(var, size(mean, 1, IK))

207 call disp%show("call setVar(var, mean, sample, dim)")

208 call setVar(var, mean, sample, dim)

209 call disp%show("var")

210 call disp%show( var )

211 call disp%show("call setVar(var, getShifted(sample, dim, -mean), dim)")

212 call setVar(var, getShifted(sample, dim, -mean), dim)

213 call disp%show("var")

214 call disp%show( var )

215 call disp%skip()

216 end do

217 end block

218

219 block

220 real(TKG), allocatable :: var(:)

221 complex(TKG), allocatable :: mean(:), sample(:,:)

222 call disp%skip()

223 call disp%show("sample = cmplx(getUnifRand(1., 9., 4_IK, 5_IK), -getUnifRand(1., 9., 4_IK, 5_IK), TKG)")

224 sample = cmplx(getUnifRand(1., 9., 4_IK, 5_IK), -getUnifRand(1., 9., 4_IK, 5_IK), TKG)

225 call disp%show("sample")

226 call disp%show( sample )

227 call disp%show("mean = [getMean(sample)]")

228 mean = [getMean(sample)]

229 call disp%show("mean")

230 call disp%show( mean )

231 call disp%show("call setResized(var, size(mean, 1, IK))")

232 call setResized(var, size(mean, 1, IK))

233 call disp%show("call setVar(var(1), mean(1), sample)")

234 call setVar(var(1), mean(1), sample)

235 call disp%show("var")

236 call disp%show( var )

237 call disp%show("call setVar(var(1), sample - mean(1))")

238 call setVar(var(1), sample - mean(1))

239 call disp%show("var")

240 call disp%show( var )

241 call disp%skip()

242 do dim = 1, 2

243 call disp%show("dim ! The observations axis.")

244 call disp%show( dim )

245 call disp%show("sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)")

246 sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)

247 call disp%show("sample")

248 call disp%show( sample )

249 call disp%show("mean = getMean(sample, dim)")

250 mean = getMean(sample, dim)

251 call disp%show("mean")

252 call disp%show( mean )

253 call disp%show("call setResized(var, size(mean, 1, IK))")

254 call setResized(var, size(mean, 1, IK))

255 call disp%show("call setVar(var, mean, sample, dim)")

256 call setVar(var, mean, sample, dim)

257 call disp%show("var")

258 call disp%show( var )

259 call disp%show("call setVar(var, getShifted(sample, dim, -mean), dim)")

260 call setVar(var, getShifted(sample, dim, -mean), dim)

261 call disp%show("var")

262 call disp%show( var )

263 call disp%skip()

264 end do

265 end block

266

267end program example

pm_arrayResize::setResized
Allocate or resize (shrink or expand) an input allocatable scalar string or array of rank 1....
Definition: pm_arrayResize.F90:249

pm_arraySpace::getLinSpace
Generate count evenly spaced points over the interval [x1, x2] if x1 < x2, or [x2,...
Definition: pm_arraySpace.F90:108

pm_distUnif::getUnifRand
Generate and return a scalar or a contiguous array of rank 1 of length s1 of randomly uniformly distr...
Definition: pm_distUnif.F90:4150

pm_io::show
This is a generic method of the derived type display_type with pass attribute.
Definition: pm_io.F90:11726

pm_io::skip
This is a generic method of the derived type display_type with pass attribute.
Definition: pm_io.F90:11508

pm_sampleMean::getMean
Generate and return the (weighted) mean of an input sample of nsam observations with ndim = 1 or 2 at...
Definition: pm_sampleMean.F90:229

pm_sampleMean::setMean
Return the (weighted) mean of a pair of time series or of an input sample of nsam observations with n...
Definition: pm_sampleMean.F90:2008

pm_sampleShift::getShifted
Generate a sample of shape (nsam), or (ndim, nsam) or (nsam, ndim) that is shifted by the specified i...
Definition: pm_sampleShift.F90:197

pm_arrayResize
This module contains procedures and generic interfaces for resizing allocatable arrays of various typ...
Definition: pm_arrayResize.F90:81

pm_arraySpace
This module contains procedures and generic interfaces for generating arrays with linear or logarithm...
Definition: pm_arraySpace.F90:33

pm_distUnif
This module contains classes and procedures for computing various statistical quantities related to t...
Definition: pm_distUnif.F90:274

pm_io
This module contains classes and procedures for input/output (IO) or generic display operations on st...
Definition: pm_io.F90:252

pm_io::disp
type(display_type) disp
This is a scalar module variable an object of type display_type for general display.
Definition: pm_io.F90:11393

pm_kind
This module defines the relevant Fortran kind type-parameters frequently used in the ParaMonte librar...
Definition: pm_kind.F90:268

pm_kind::RK
integer, parameter RK
The default real kind in the ParaMonte library: real64 in Fortran, c_double in C-Fortran Interoperati...
Definition: pm_kind.F90:543

pm_kind::LK
integer, parameter LK
The default logical kind in the ParaMonte library: kind(.true.) in Fortran, kind(....
Definition: pm_kind.F90:541

pm_kind::IK
integer, parameter IK
The default integer kind in the ParaMonte library: int32 in Fortran, c_int32_t in C-Fortran Interoper...
Definition: pm_kind.F90:540

pm_kind::SK
integer, parameter SK
The default character kind in the ParaMonte library: kind("a") in Fortran, c_char in C-Fortran Intero...
Definition: pm_kind.F90:539

pm_kind::RKS
integer, parameter RKS
The single-precision real kind in Fortran mode. On most platforms, this is an 32-bit real kind.
Definition: pm_kind.F90:567

pm_sampleCov
This module contains classes and procedures for computing the properties related to the covariance ma...
Definition: pm_sampleCov.F90:170

pm_sampleMean
This module contains classes and procedures for computing the first moment (i.e., the statistical mea...
Definition: pm_sampleMean.F90:104

pm_sampleShift
This module contains classes and procedures for shifting univariate or multivariate samples by arbitr...
Definition: pm_sampleShift.F90:59

pm_io::display_type
Generate and return an object of type display_type.
Definition: pm_io.F90:10282

Example Unix compile command via Intel ifort compiler ⛓
1#!/usr/bin/env sh

2rm main.exe

3ifort -fpp -standard-semantics -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe

4./main.exe

Example Windows Batch compile command via Intel ifort compiler ⛓
1del main.exe

2set PATH=..\..\..\lib;%PATH%

3ifort /fpp /standard-semantics /O3 /I:..\..\..\include main.F90 ..\..\..\lib\libparamonte*.lib /exe:main.exe

4main.exe

Example Unix / MinGW compile command via GNU gfortran compiler ⛓
1#!/usr/bin/env sh

2rm main.exe

3gfortran -cpp -ffree-line-length-none -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe

4./main.exe

Example output ⛓
1

2!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

3!Compute the variance of a 1-D sample.

4!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

5

6sample = getLinSpace(1._TKG, 9._TKG, 5_IK)

7sample

8+1.00000000, +3.00000000, +5.00000000, +7.00000000, +9.00000000

9mean = getMean(sample)

10mean

11+5.00000000

12call setVar(var, mean, sample)

13var

14+8.00000000

15call setVar(var, sample - mean)

16var

17+8.00000000

18call setVar(var, mean, sample, dim = 1_IK)

19var

20+8.00000000

21call setVar(var, sample - mean, dim = 1_IK)

22var

23+8.00000000

24

25sample = cmplx(getLinSpace(1., 9., 5_IK), -getLinSpace(1., 9., 5_IK), TKG)

26sample

27(+1.00000000, -1.00000000), (+3.00000000, -3.00000000), (+5.00000000, -5.00000000), (+7.00000000, -7.00000000), (+9.00000000, -9.00000000)

28mean = getMean(sample)

29mean

30(+5.00000000, -5.00000000)

31call setVar(var, mean, sample)

32var

33+16.0000000

34call setVar(var, sample - mean)

35var

36+16.0000000

37call setVar(var, mean, sample, dim = 1_IK)

38var

39+16.0000000

40call setVar(var, sample - mean, dim = 1_IK)

41var

42+16.0000000

43

44

45!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

46!Compute the variance of a 1-D weighted sample.

47!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

48

49sample = getLinSpace(1._TKG, 9._TKG, 5_IK)

50sample

51+1.00000000, +3.00000000, +5.00000000, +7.00000000, +9.00000000

52weight = getLinSpace(1._TKG, 9._TKG, size(sample, kind = IK))

53weight

54+1.00000000, +3.00000000, +5.00000000, +7.00000000, +9.00000000

55call setMean(mean, sample, weight, weisum)

56mean

57+6.59999990

58call setVar(var, mean, sample, weight, weisum)

59var

60+5.44000006

61call setVar(var, sample - mean, weight, weisum)

62var

63+5.44000006

64call setVar(var, mean, sample, 1_IK, weight, weisum)

65var

66+5.44000006

67call setVar(var, sample - mean, 1_IK, weight, weisum)

68var

69+5.44000006

70

71sample = cmplx(getLinSpace(1., 9., 5_IK), -getLinSpace(1., 9., 5_IK), TKG)

72sample

73(+1.00000000, -1.00000000), (+3.00000000, -3.00000000), (+5.00000000, -5.00000000), (+7.00000000, -7.00000000), (+9.00000000, -9.00000000)

74weight = getLinSpace(1._TKG, 9._TKG, size(sample, kind = IK))

75weight

76+1.00000000, +3.00000000, +5.00000000, +7.00000000, +9.00000000

77call setMean(mean, sample, weight, weisum)

78mean

79(+6.59999990, -6.59999990)

80call setVar(var, mean, sample, weight, weisum)

81var

82+10.8800001

83call setVar(var, sample - mean, weight, weisum)

84var

85+10.8800001

86call setVar(var, mean, sample, 1_IK, weight, weisum)

87var

88+10.8800001

89call setVar(var, sample - mean, 1_IK, weight, weisum)

90var

91+10.8800001

92

93

94!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

95!Compute the variance of a 2-D array.

96!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

97

98

99sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)

100sample

101+4.99208498, +2.95732641, +4.75280142, +8.25016403, +2.60768318

102+1.30410624, +2.56706238, +8.42079830, +3.31771803, +4.79901981

103+3.05362129, +7.69651318, +7.68817997, +3.44250488, +6.95504951

104+1.95321417, +5.91499043, +7.63474894, +3.45482922, +4.35354424

105mean = [getMean(sample)]

106mean

107+4.80579758

108call setResized(var, size(mean, 1, IK))

109call setVar(var(1), mean(1), sample)

110var

111+4.91593266

112call setVar(var(1), sample - mean(1))

113var

114+4.91593266

115

116dim ! The observations axis.

117+1

118sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)

119sample

120+5.07040119, +8.18688107, +8.07137871, +2.36299229, +5.93489456

121+3.51929140, +6.88988113, +8.41877842, +7.37935686, +1.75933218

122+6.85032940, +5.97783804, +3.17212677, +4.24614668, +2.63039732

123+2.66183376, +6.41409445, +8.04856491, +5.70079517, +4.61552954

124mean = getMean(sample, dim)

125mean

126+4.52546406, +6.86717367, +6.92771244, +4.92232323, +3.73503828

127call setResized(var, size(mean, 1, IK))

128call setVar(var, mean, sample, dim)

129var

130+2.54686403, +0.684585452, +4.72299576, +3.41260529, +2.68456984

131call setVar(var, getShifted(sample, dim, -mean), dim)

132var

133+2.54686403, +0.684585452, +4.72299576, +3.41260529, +2.68456984

134

135dim ! The observations axis.

136+2

137sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)

138sample

139+7.12013388, +5.65459251, +1.25092983, +1.68968439, +7.84949636

140+5.99501181, +3.63208866, +1.83200741, +2.91044521, +1.03793144

141+6.59227514, +1.12925911, +7.63841629, +6.17782784, +4.82043600

142+3.04413223, +4.22631931, +5.16133022, +8.76823330, +2.98810196

143mean = getMean(sample, dim)

144mean

145+4.71296787, +3.08149695, +5.27164316, +4.83762360

146call setResized(var, size(mean, 1, IK))

147call setVar(var, mean, sample, dim)

148var

149+7.52897358, +2.91167259, +5.10595751, +4.51310301

150call setVar(var, getShifted(sample, dim, -mean), dim)

151var

152+7.52897358, +2.91167259, +5.10595751, +4.51310301

153

154

155sample = cmplx(getUnifRand(1., 9., 4_IK, 5_IK), -getUnifRand(1., 9., 4_IK, 5_IK), TKG)

156sample

157(+1.23045349, -3.06762123), (+3.93084288, -2.06950092), (+8.16557503, -1.45759630), (+8.82432652, -1.68302393), (+3.78081179, -3.58433437)

158(+7.25860548, -5.84598494), (+7.91704941, -4.13305187), (+1.27426434, -1.79075718), (+5.33506250, -8.09331226), (+2.34009314, -1.95512199)

159(+4.86909866, -4.48561430), (+4.29004622, -3.18819809), (+1.03960514, -5.02137470), (+7.14669323, -5.01868057), (+8.33708763, -8.50489902)

160(+2.94104671, -2.21028042), (+7.88658953, -1.15123463), (+3.97341585, -6.72483730), (+4.07731199, -5.79815769), (+6.17104053, -4.75227404)

161mean = [getMean(sample)]

162mean

163(+5.03945112, -4.02679253)

164call setResized(var, size(mean, 1, IK))

165call setVar(var(1), mean(1), sample)

166var

167+10.7786913

168call setVar(var(1), sample - mean(1))

169var

170+10.7786913

171

172dim ! The observations axis.

173+1

174sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)

175sample

176(+7.26133108, +0.00000000), (+1.71488905, +0.00000000), (+5.41692114, +0.00000000), (+4.96555424, +0.00000000), (+4.61938810, +0.00000000)

177(+3.55054712, +0.00000000), (+4.18184471, +0.00000000), (+2.47794676, +0.00000000), (+2.87746000, +0.00000000), (+2.94727612, +0.00000000)

178(+4.90886688, +0.00000000), (+2.34768295, +0.00000000), (+8.17975426, +0.00000000), (+7.89459515, +0.00000000), (+3.78514671, +0.00000000)

179(+1.17962790, +0.00000000), (+2.21072626, +0.00000000), (+1.87488651, +0.00000000), (+4.63587570, +0.00000000), (+4.65911531, +0.00000000)

180mean = getMean(sample, dim)

181mean

182(+4.22509336, +0.00000000), (+2.61378574, +0.00000000), (+4.48737717, +0.00000000), (+5.09337139, +0.00000000), (+4.00273132, +0.00000000)

183call setResized(var, size(mean, 1, IK))

184call setVar(var, mean, sample, dim)

185var

186+4.85403967, +0.875023007, +6.34015465, +3.24568915, +0.493108571

187call setVar(var, getShifted(sample, dim, -mean), dim)

188var

189+4.85403967, +0.875023007, +6.34015465, +3.24568915, +0.493108571

190

191dim ! The observations axis.

192+2

193sample = getUnifRand(1._TKG, 9._TKG, 4_IK, 5_IK)

194sample

195(+5.60478735, +0.00000000), (+6.39414406, +0.00000000), (+3.01272440, +0.00000000), (+2.56399250, +0.00000000), (+3.28316116, +0.00000000)

196(+5.81833553, +0.00000000), (+8.63126373, +0.00000000), (+8.41351700, +0.00000000), (+6.05017996, +0.00000000), (+8.69643402, +0.00000000)

197(+6.86451054, +0.00000000), (+5.15035295, +0.00000000), (+1.02694750, +0.00000000), (+2.27890921, +0.00000000), (+4.09106588, +0.00000000)

198(+6.73661900, +0.00000000), (+5.54512119, +0.00000000), (+3.76807308, +0.00000000), (+5.49529791, +0.00000000), (+4.76617575, +0.00000000)

199mean = getMean(sample, dim)

200mean

201(+4.17176199, +0.00000000), (+7.52194691, +0.00000000), (+3.88235736, +0.00000000), (+5.26225758, +0.00000000)

202call setResized(var, size(mean, 1, IK))

203call setVar(var, mean, sample, dim)

204var

205+2.34208941, +1.69465816, +4.25380421, +0.957349122

206call setVar(var, getShifted(sample, dim, -mean), dim)

207var

208+2.34208941, +1.69465816, +4.25380421, +0.957349122

209

210

Test:: test_pm_sampleVar

Todo:: Normal Priority: The examples of this generic interface need to be extended to weighted samples.

Todo:: Very Low Priority: The functionality of this interface can be expanded in the future to include the computation of the variance of higher dimensional input sample and whole sample input arrays of arbitrary shape.

Final Remarks ⛓

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For details on the naming conventions, see this page.
This software is distributed under the MIT license with additional terms outlined below.

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Copyright: Computational Data Science Lab

Author:: Fatemeh Bagheri, Monday 02:15 AM, September 27, 2021, Dallas, TX

Definition at line 2618 of file pm_sampleVar.F90.

The documentation for this interface was generated from the following file:

src/fortran/main/pm_sampleVar.F90