ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
See the latest version documentation.
pm_distMultiNorm.F90 File Reference

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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"