pm_sampleVar.F90 File Reference

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Data Types
interface	pm_sampleVar::getVarCorrection
	Generate and return the bias correction factor for the computation of the variance of a (weighted) sample. More...
interface	pm_sampleVar::getVar
	Generate and return the variance of the input 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...
interface	pm_sampleVar::setVar
	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...
interface	pm_sampleVar::setVarMean
	Return the (weighted) sample variance and mean of an input time series of nsam observations, or of an input sample of nsam observations with ndim attributes optionally weighted by the input weight, optionally also sum(weight). More...
interface	pm_sampleVar::getVarMerged
	Generate and return the (weighted) merged variance of a complex or real sample resulting from the merger of two separate (weighted) samples \(A\) and \(B\). More...
interface	pm_sampleVar::setVarMerged
	Return the (weighted) merged variance of a complex or real sample resulting from the merger of two separate (weighted) samples \(A\) and \(B\). More...
interface	pm_sampleVar::setVarMeanMerged
	Return the (weighted) merged variance and mean of a complex or real sample resulting from the merger of two separate (weighted) samples \(A\) and \(B\). More...

Modules
module	pm_sampleVar
	This module contains classes and procedures for computing the properties related to the covariance matrices of a random sample.

Variables
character(*, SK), parameter	pm_sampleVar::MODULE_NAME = "@pm_sampleVar"