pm_distCov.F90 File Reference

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Data Types
type	pm_distCov::gram_type
	This the derived type whose instances imply the use of the Gram algorithm for generating random covariance matrices. More...
type	pm_distCov::dvine_type
	This the derived type whose instances imply the use of the Dvine algorithm for generating random covariance matrices as described in algorithm of Lewandowski et al. (2009). More...
type	pm_distCov::onion_type
	This the derived type whose instances imply the use of the Onion algorithm for generating random covariance matrices as described in algorithm of Lewandowski et al. (2009). More...
interface	pm_distCov::getCovRand
	Generate and return a random positive-definite (correlation or covariance) matrix using the Gram method. More...
interface	pm_distCov::setCovRand
	Return a random positive-definite power-law-distributed (correlation) matrix. More...

Modules
module	pm_distCov
	This module contains classes and procedures for generating random matrices distributed on the space of positive definite matrices, such that their determinants is uniformly or power-law distributed.

Variables
character(*, SK), parameter	pm_distCov::MODULE_NAME = "@pm_distCov"
type(gram_type), parameter	pm_distCov::gram = gram_type()
	The scalar constant of type gram_type implying the use of the Gram algorithm for generating random covariance matrices. More...
type(dvine_type), parameter	pm_distCov::dvine = dvine_type()
	The scalar constant of type dvine_type implying the use of the Dvine algorithm for generating random covariance matrices as described in algorithm of Lewandowski et al. (2009). More...
type(onion_type)	pm_distCov::onion = onion_type()
	The scalar module variable object of type onion_type implying the use of the Onion algorithm for generating random covariance matrices as described in algorithm of Lewandowski et al. (2009). More...