pm_sampleCor.F90 File Reference

Go to the source code of this file.

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, ...). More...
type	pm_sampleCor::kendall_type
	This is a concrete derived type whose instances are exclusively used to signify the kendall type of correlation coefficients. More...
type	pm_sampleCor::kendallA_type
	This is a concrete derived type whose instances are exclusively used to signify the kendallA type of correlation coefficients. More...
type	pm_sampleCor::kendallB_type
	This is a concrete derived type whose instances are exclusively used to signify the kendallB type of correlation coefficients. More...
type	pm_sampleCor::pearson_type
	This is a concrete derived type whose instances are exclusively used to signify the pearson type of correlation coefficients. More...
type	pm_sampleCor::spearman_type
	This is a concrete derived type whose instances are exclusively used to signify the spearman type of correlation coefficients. More...
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. More...
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. More...
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. More...
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. More...
interface	pm_sampleCor::setCordance
	Compute and return the Cordance vector of the input data series x and y. More...

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. More...
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. More...
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. More...
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. More...
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. More...