pm_sampleACT Module Reference

This module contains classes and procedures for computing properties related to the auto correlation time (ACT) of random sequences. More...

Data Types
type	act_type
type	batchMeans_type
type	batchMeansMax_type
type	cumSum_type
type	cumSumMax_type
interface	getACT
	Generate and return the integrated auto-correlation time (ACT) of the discrete signal. More...

Variables
character(*, SK), parameter	MODULE_NAME = "@pm_sampleACT"
type(cumSum_type), parameter	cumSum = cumSum_type()
type(cumSumMax_type), parameter	cumSumMax = cumSumMax_type()
type(batchMeans_type), parameter	batchMeans = batchMeans_type()
type(batchMeansMax_type), parameter	batchMeansMax = batchMeansMax_type()

Detailed Description

This module contains classes and procedures for computing properties related to the auto correlation time (ACT) of random sequences.

The integrated autocorrelation time (ACT or IAT or IAC) frequently appears in the calculation of the effective sample size of the outputs of Markov Chain Monte Carlo samplers.

See also

pm_sampling
pm_sampleACT
pm_sampleCCF
pm_sampleCor
pm_sampleCov
pm_sampleVar
pm_sampleConv
pm_sampleECDF
pm_sampleMean
pm_sampleNorm
pm_sampleQuan
pm_sampleScale
pm_sampleShift
pm_sampleWeight
pm_sampleAffinity

Test:

test_pm_sampleACT

Final Remarks ⛓

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Copyright

Computational Data Science Lab

Author:

Amir Shahmoradi, Tuesday 01:45 AM, August 21, 2018, Dallas, TX

Variable Documentation

batchMeans

type(batchMeans_type), parameter pm_sampleACT::batchMeans = batchMeans_type()

Definition at line 89 of file pm_sampleACT.F90.

batchMeansMax

type(batchMeansMax_type ), parameter pm_sampleACT::batchMeansMax = batchMeansMax_type()

Definition at line 93 of file pm_sampleACT.F90.

cumSum

type(cumSum_type), parameter pm_sampleACT::cumSum = cumSum_type()

Definition at line 81 of file pm_sampleACT.F90.

cumSumMax

type(cumSumMax_type), parameter pm_sampleACT::cumSumMax = cumSumMax_type()

Definition at line 85 of file pm_sampleACT.F90.

MODULE_NAME

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

Definition at line 57 of file pm_sampleACT.F90.