ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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Data Types | |
type | pm_distMultiNorm::distMultiNorm_type |
This is the derived type for signifying distributions that are of type MultiVariate Normal (MVN) as defined in the description of pm_distMultiNorm. More... | |
interface | pm_distMultiNorm::getMultiNormLogPDFNF |
Generate and return the natural logarithm of the normalization coefficient of the Probability Density Function (PDF) of the MultiVariate Normal distribution as defined in the description of pm_distMultiNorm. More... | |
interface | pm_distMultiNorm::getMultiNormLogPDF |
Generate and return the natural logarithm of the Probability Density Function (PDF) of the MultiVariate Normal distribution as defined in the description of pm_distMultiNorm. More... | |
interface | pm_distMultiNorm::getMultiNormRand |
Generate and return a (collection) of random vector(s) of size ndim from the ndim -dimensional MultiVariate Normal (MVN) distribution, optionally with the specified input mean(1:ndim) and the specified subset of the Cholesky Factorization of the Covariance matrix of the MVN distribution. More... | |
interface | pm_distMultiNorm::setMultiNormRand |
Return a (collection) of random vector(s) of size ndim from the ndim -dimensional MultiVariate Normal (MVN) distribution, optionally with the specified input mean(1:ndim) and the specified subset of the Cholesky Factorization of the Covariance matrix of the MVN distribution. More... | |
Modules | |
module | pm_distMultiNorm |
This module contains classes and procedures for computing various statistical quantities related to the MultiVariate Normal (MVN) distribution. | |
Variables | |
character(*, SK), parameter | pm_distMultiNorm::MODULE_NAME = "@pm_distMultiNorm" |