ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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pm_sampleCor.F90 File Reference

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Data Types

type  pm_sampleCor::corcoef_type
 This is an abstract derived type for constructing concrete derived types to distinguish various procedure signatures that require different correlation coefficients (e.g., pearson, spearman, kendall, ...).
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type  pm_sampleCor::kendall_type
 This is a concrete derived type whose instances are exclusively used to signify the kendall type of correlation coefficients.
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type  pm_sampleCor::kendallA_type
 This is a concrete derived type whose instances are exclusively used to signify the kendallA type of correlation coefficients.
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type  pm_sampleCor::kendallB_type
 This is a concrete derived type whose instances are exclusively used to signify the kendallB type of correlation coefficients.
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type  pm_sampleCor::pearson_type
 This is a concrete derived type whose instances are exclusively used to signify the pearson type of correlation coefficients.
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type  pm_sampleCor::spearman_type
 This is a concrete derived type whose instances are exclusively used to signify the spearman type of correlation coefficients.
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interface  pm_sampleCor::getCor
 Generate and return the (Pearson) correlation coefficient or matrix of a pair of (weighted) time series x(1:nsam) and y(1:nsam) or of an input (weighted) array of shape (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.
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interface  pm_sampleCor::setCor
 Return the (weighted) correlation matrix corresponding to the input (weighted) covariance matrix or return the (weighted) sample Pearson correlation matrix of the input array of shape (ndim, nsam) or (nsam, ndim) or the Pearson correlation coefficient a pair of (weighted) time series x(1:nsam) and y(1:nsam) where ndim is the number of data dimensions (the number of data attributes) and nsam is the number of data points.
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interface  pm_sampleCor::getRho
 Generate and return the Spearman rank correlation matrix of the input (weighted) sample of shape (ndim, nsam) or (nsam, ndim) or the Spearman rank correlation coefficient a pair of (weighted) time series x(1:nsam) and y(1:nsam) where ndim is the number of data dimensions (the number of data attributes) and nsam is the number of data points.
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interface  pm_sampleCor::setRho
 Return the Spearman rank correlation matrix of the input (weighted) sample of shape (ndim, nsam) or (nsam, ndim) or the Spearman rank correlation coefficient a pair of (weighted) time series x(1:nsam) and y(1:nsam) where ndim is the number of data dimensions (the number of data attributes) and nsam is the number of data points.
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interface  pm_sampleCor::setCordance
 Compute and return the Cordance vector of the input data series x and y.
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Modules

module  pm_sampleCor
 This module contains classes and procedures for computing properties related to the correlation matrices of random samples.
 

Variables

character(*, SK), parameter pm_sampleCor::MODULE_NAME = "@pm_sampleCor"
 
type(kendall_type), parameter pm_sampleCor::kendall = kendall_type()
 This is a scalar parameter object of type kendall_type that is exclusively used to signify the kendall type of correlation coefficients.
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type(kendallA_type), parameter pm_sampleCor::kendallA = kendallA_type()
 This is a scalar parameter object of type kendallA_type that is exclusively used to signify the kendallA type of correlation coefficients.
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type(kendallB_type), parameter pm_sampleCor::kendallB = kendallB_type()
 This is a scalar parameter object of type kendallB_type that is exclusively used to signify the kendallB type of correlation coefficients.
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type(pearson_type), parameter pm_sampleCor::pearson = pearson_type()
 This is a scalar parameter object of type pearson_type that is exclusively used to signify the pearson type of correlation coefficients.
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type(spearman_type), parameter pm_sampleCor::spearman = spearman_type()
 This is a scalar parameter object of type spearman_type that is exclusively used to signify the spearman type of correlation coefficients.
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