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"