ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
See the latest version documentation.
ParaMonte Fortran 2.0.0

This is the ParaMonte Fortran documentation website for the Fortran users and developers.

What is ParaMonte?

ParaMonte is a library of serial and parallel Monte Carlo and Machine Learning routines scientific inference, e.g., for sampling mathematical density functions of arbitrary-dimensions, with the design goal of unifying

  • the automation of simulations and inference,
  • the user-friendliness of the library and routines,
  • the accessibility from multiple programming environments,
  • the high-performance at runtime, and,
  • the scalability across many parallel processors.

ParaMonte Project Repository

The ParaMonte library is open-source and is permanently located and maintained on GitHub at:

https://github.com/cdslaborg/paramonte

ParaMonte Prebuilt Releases

The pre-built releases of the ParaMonte library for select configurations and compilers are available on GitHub Release page at:

https://github.com/cdslaborg/paramonte/releases

For instructions to build the ParaMonte library from source files, visit the ParaMonte library main documentation website linked below.

ParaMonte Documentation Website

For information about the ParaMonte library in general and in other supported programming languages, visit:

https://www.cdslab.org/paramonte

ParaMonte Fortran Documentation Website

The documentation for the latest version of the ParaMonte Fortran library is always available on this page.

ParaMonte Fortran Library Modules

The ParaMonte Fortran library contains,

  1. a comprehensive list of routines that can be used for type coercion.
  2. a comprehensive list of routines that can be used for string manipulation.
  3. a comprehensive list of routines that can be used for polynomial calculations.
  4. a comprehensive list of routines that can be used for common filesystem tasks.
  5. a comprehensive list of routines that can be used for calendrical calculations.
  6. a comprehensive list of routines that can be used for common operating system tasks.
  7. a comprehensive list of routines that can be used for computing properties of statistical samples.
  8. a comprehensive list of routines that can be used for common numerical algebraic and mathematical tasks.
  9. a comprehensive list of routines that can be used for manipulating arrays of arbitrary intrinsic types and kind parameters.
  10. a comprehensive list of routines that can be used for computing properties of famous statistical distributions with arbitrary precision.
  11. a comprehensive list of routines that can be used for generating deterministic pseudo-random numbers from various statistical distributions.
  12. a comprehensive list of routines that can be used for optimization and sampling of mathematical density functions with arbitrary precision.
  13. a modernization and significant extension of the venerable QuadPack Fortran library to support computations with arbitrary precision.
  14. a modernization and significant extension of the venerable FFTPACK Fortran library to support computations with arbitrary precision.
  15. many other functionalities that are further discussed below or in this documentation.

The following is an incomplete list of the functionalities available in the ParaMonte Fortran library.
For a full list of all available functionalities and modules, see the modules listing of this documentation website.

Module Functionality
pm_array This module contains abstract and concrete derived types that are required for compile-time resolution of procedures within the generic interfaces of the ParaMonte library for various array operations.
pm_arrayCenter This module contains procedures and generic interfaces for resizing an input array and centering the original contents of the array in a new array.
pm_arrayChange This module contains procedures and generic interfaces for selecting uniformly-distributed random choices from a given character or integer range.
pm_arrayChoice This module contains procedures and generic interfaces for selecting uniformly-distributed or arbitrarily-distributed random choices from a given list of intrinsic type of arbitrary kind.
pm_arrayCompact This module contains procedures and generic interfaces for condensing (removing duplicate sequential the elements of) an array of arbitrary intrinsic type.
pm_arrayCompareLex This module contains procedures and generic interfaces for performing lexicographic comparisons of two arrays of similar type, kind, and rank.
pm_arrayComplement This module contains procedures and generic interfaces for computing the absolute or relative complement of one set in another set.
pm_arrayCopy This module contains procedures and generic interfaces for copying strided or indexed elements of one scalar string or vector of arbitrary intrinsic type and kind to strided or indexed elements of another scalar string or vector of the same type and kind.
pm_arrayFill This module contains procedures and generic interfaces for convenient allocation and filling of arrays of arbitrary intrinsic types (i.e., character, integer, logical, complex, real), kinds, and non-zero ranks (up to 3).
pm_arrayFind This module contains procedures and generic interfaces for finding locations of a pattern in arrays of various types at the specified instances of occurrence of pattern.
pm_arrayInit This module contains procedures and generic interfaces for efficient initialization of arbitrary rectangular cores and surrounding halos of arrays of arbitrary size, shape, and rank of arbitrary intrinsic type and kind.
pm_arrayInsert This module contains procedures and generic interfaces for inserting an insertion into the specified locations of an input arrays of various types.
pm_arrayMembership This module contains procedures and generic interfaces for assessing whether particular value(s) or any values or all values within a collection are members of another collection of values, or within a range of values that specifies a mathematical set.
pm_arrayMerge This module contains procedures and generic interfaces for sorting and merging two previously-sorted arrays.
pm_arrayMinMax This module contains procedures and generic interfaces for finding the minimum and maximum of two input scalar numbers through lexical comparison.
pm_arrayPad This module contains procedures and generic interfaces for resizing an input array and padding them with symbols on the left or right.
pm_arrayRange This module contains procedures and generic interfaces for generating ranges of discrete character, integer, or real -valued sequences with minimum-possible or user-specified fixed linear spacings.
pm_arrayRank This module contains procedures and generic interfaces for obtaining the Ordinal Ranking of the elements of arrays of various types.
pm_arrayRebill This module contains procedures and generic interfaces for resizing allocatable arrays of various types, relocating their contents, and rebinding (re-indexing) their lower and upper bounds, and refilling the newly added elements.
pm_arrayRebind This module contains procedures and generic interfaces for resizing allocatable arrays of various types, relocating their contents and rebinding (re-indexing) their lower and upper bounds.
pm_arrayRefill This module contains procedures and generic interfaces for resizing allocatable arrays of various types, relocating their contents and filling the newly added elements with specific values.
pm_arrayRefine This module contains procedures and generic interfaces for refining (thinning) (weighted) arrays of arbitrary intrinsic types.
pm_arrayRemap This module contains procedures and generic interfaces for remapping arrays of various types.
pm_arrayRemove This module contains procedures and generic interfaces for removing a pattern from arrays of various types at the specified instances of occurrence of pattern.
pm_arrayReplace This module contains procedures and generic interfaces for replacing patterns within arrays of various types.
pm_arrayResize This module contains procedures and generic interfaces for resizing allocatable arrays of various types and relocating their contents, without initializing or filling the newly added elements with specific values.
pm_arrayReverse This module contains procedures and generic interfaces for reversing the order of elements in arrays of various types.
pm_arraySearch This module contains procedures and generic interfaces for finding the specific array index whose element has the largest value smaller than the input value in arrays of various types.
pm_arraySelect This module contains procedures and generic interfaces for selecting the kth smallest element in unsorted arrays of various types.
pm_arrayShuffle This module contains procedures and generic interfaces for shuffling arrays of various types.
pm_arraySort This module contains procedures and generic interfaces for various sorting tasks.
pm_arraySpace This module contains procedures and generic interfaces for generating arrays with linear or logarithmic spacing.
pm_arraySplit This module contains procedures and generic interfaces for splitting arrays of various types at the specified instances of occurrence of pattern.
pm_arrayStrip This module contains procedures and generic interfaces for stripping a given pattern from the left and right ends of an array of arbitrary intrinsic type and kind.
pm_arrayUnique This module contains procedures and generic interfaces for finding unique values of an input array of various types.
pm_arrayVerbose This module contains procedures and generic interfaces for flattening (duplicating the elements of) an array according to a user-specified weight.
pm_batse This module contains procedures and generic interfaces for modeling data and detectors of the BATSE Gamma-Ray satellite onboard the NASA Compton Gamma-Ray Observatory.
pm_bench This module contains abstract interfaces and types that facilitate benchmarking of different procedures.
pm_bit This module contains constants and procedures that are relevant to bit manipulation.
pm_blas This module contains a set of generic interfaces to the BLAS routines used within the ParaMonte library.
pm_clustering This module contains procedures and routines for the computing the Kmeans clustering of a given set of data.
pm_complexAbs This module contains procedures and generic interfaces for performing element-wise comparison of the real and imaginary components of scalars and arrays of arbitrary ranks of various types.
pm_complexCompareAll This module contains procedures and generic interfaces for checking if both of the corresponding real and imaginary components of two complex numbers satisfy a relational operator.
pm_complexCompareAny This module contains procedures and generic interfaces for checking if either of the corresponding real and imaginary components of two complex numbers satisfy a relational operator.
pm_complexCompareLex This module contains procedures and generic interfaces for checking if a complex number is lexicographically comparable to another complex number of the same kind.
pm_complexDiv This module contains procedures and generic interfaces for computing the complex division robustly without potential overflow of computations.
pm_complexMinMax This module contains procedures and generic interfaces for computing element-wise minimum/maximum value/location of the real and imaginary components of scalars and arrays of arbitrary ranks of type complex of arbitrary kinds.
pm_container This module contains the derived types for generating allocatable containers of scalar, vector, matrix, or cube of integer, real, complex, logical, and string values of arbitrary kinds.
pm_control This module contains abstract and concrete derived types that are required for compile-time resolution of procedures within the generic interfaces of the ParaMonte library for Linear Algebra operations.
pm_cosmicRate This module contains procedures and generic interfaces for computing the cosmic rates of celestial phenomena.
pm_cosmology This module contains procedures and generic interfaces and constants for cosmological calculations.
pm_dateTime This module contains classes and procedures for computing, manipulating, and styling dates and times.
pm_distanceEuclid This module contains procedures and generic interfaces for computing the Euclidean norm of a single point (with respect to origin or a given reference) or the pairwise Euclidean distances (squared) of a collection of points with respect to another set of reference points, optionally without undue overflow or underflow.
pm_distanceKolm This module contains classes and procedures for computing the Kolmogorov statistical distance.
pm_distanceMahal This module contains classes and procedures for computing the Mahalanobis statistical distance.
pm_distBand This module contains procedures and generic interfaces for computing the Band photon distribution widely used in modeling the spectra of a class of celestial objects knowns Gamma-Ray Bursts.
pm_distBern This module contains classes and procedures for generating Bernoulli-distributed random numbers.
pm_distBeta This module contains classes and procedures for computing various statistical quantities related to the Beta distribution.
pm_distCosRaised This module contains classes and procedures for computing various statistical quantities related to the Raised Cosine distribution.
pm_distCov This module contains classes and procedures for generating random matrices distributed on the space of positive definite matrices, such that their determinants is uniformly or power-law distributed.
pm_distEggBox This module contains classes and procedures for computing various statistical quantities related to the mathematical EggBox density function.
pm_distExp This module contains classes and procedures for computing various statistical quantities related to the Exponential distribution.
pm_distExpGamma This module contains classes and procedures for computing various statistical quantities related to the ExpGamma distribution.
pm_distGamma This module contains classes and procedures for computing various statistical quantities related to the Gamma distribution.
pm_distGenExpGamma This module contains classes and procedures for computing various statistical quantities related to the GenExpGamma distribution.
pm_distGenGamma This module contains classes and procedures for computing various statistical quantities related to the GenGamma distribution.
pm_distGeom This module contains classes and procedures for computing various statistical quantities related to the Geometric distribution.
pm_distGeomCyclic This module contains classes and procedures for computing various statistical quantities related to the Cyclic Geometric distribution.
pm_distKolm This module contains classes and procedures for computing various statistical quantities related to the Kolmogorov distribution.
pm_distLogNorm This module contains classes and procedures for computing various statistical quantities related to the Lognormal distribution.
pm_distLogUnif This module contains classes and procedures for computing various statistical quantities related to the LogUniform (or Reciprocal) distribution.
pm_distMultiNorm This module contains classes and procedures for computing various statistical quantities related to the MultiVariate Normal (MVN) distribution.
pm_distNegExp This module contains classes and procedures for computing various statistical quantities related to the Negative Exponential distribution.
pm_distNorm This module contains classes and procedures for computing various statistical quantities related to the univariate Normal distribution.
pm_distNormShell This module contains procedures and generic interfaces for computing the Multivariate Normal Shell density function or mixtures of such densities with varying parameters.
pm_distPareto This module contains classes and procedures for computing various statistical quantities related to the (Truncated) Pareto distribution.
pm_distPois This module contains classes and procedures for computing various statistical quantities related to the Poisson distribution.
pm_distPower This module contains classes and procedures for computing various statistical quantities related to the (Truncated) Power distribution.
pm_distPoweto This module contains classes and procedures for computing various statistical quantities related to the (Truncated) Power/Pareto distribution (hence the name Poweto).
pm_distUnif This module contains classes and procedures for computing various statistical quantities related to the univariate Uniform distribution.
pm_distUnifEll This module contains classes and procedures for computing various statistical quantities related to the MultiVariate Uniform Ellipsoid (MVUE) distribution.
pm_distUnifPar This module contains classes and procedures for setting up and computing the properties of the MultiVariate Uniform Parallelepiped (MVUP) Distribution.
pm_distUnifSphere This module contains classes and procedures for computing various statistical quantities related to the Uniform Spherical distribution.
pm_ellipsoid This module contains classes and procedures for setting up and computing the properties of the hyper-ellipsoids in arbitrary dimensions.
pm_err This module contains classes and procedures for reporting and handling errors.
pm_except This module contains procedures and generic interfaces and generic interfaces for testing for exceptional cases at runtime.
pm_fftnr This module contains procedures and generic interfaces for computing the Discrete Fourier Transform of a real or complex sequence using radix-2 Cooley–Tukey Fast-Fourier Transform.
pm_fftpack This module contains procedures and generic interfaces for computing the Discrete Fourier Transform of a real or complex sequence using a mixed-radix decimation-in-frequency Fast-Fourier Transform.
pm_io This module contains classes and procedures for input/output (IO) or generic display operations on standard displays or internal/external files.
pm_kind This module defines the relevant Fortran kind type-parameters frequently used in the ParaMonte library for the two standard supported Fortran and C-Fortran Interoperation (CFI) modes.
pm_knn This module contains procedures and generic interfaces for computing the nearest neighbor statistics of random samples.
pm_lapack This module contains a set of generic interfaces to the LAPACK routines.
pm_logicalCompare This module contains procedures and generic interfaces for performing a variety of logical comparison operations using logical values as if .true. evaluates to 1 and .false. evaluates to 0.
pm_math1mexp This module contains procedures and generic interfaces for computing 1 - exp(x) more precisely for tiny x.
pm_mathBeta This module contains classes and procedures for computing the mathematical Beta Function and its inverse.
pm_mathCompare This module contains the procedures and interfaces for evaluating the relative or absolute proximity of two numeric values.
pm_mathConst This module contains relevant mathematical constants.
pm_mathCumPropExp This module contains the procedures and interfaces for computing the cumulative sum of the exponential of an array without undue numerical overflow.
pm_mathCumSum This module contains the procedures and interfaces for computing the cumulative sum of an array
pm_mathDivMul This module contains procedures and generic interfaces for evaluating the mathematical division and multiplication operators acting on integer, complex, or real values.
pm_mathErf This module contains classes and procedures for computing the mathematical Inverse Error Function.
pm_mathExp This module contains procedures and generic interfaces for computing the previous/next integer exponent for the given base that yields a number smaller/larger than the absolute input value.
pm_mathFactorial This module contains procedures and generic interfaces for the Factorial function.
pm_mathFactoring This module contains procedures and generic interfaces and generic interfaces for computing the prime factors of integers.
pm_mathGamma This module contains procedures and generic interfaces for the Lower and Upper Incomplete Gamma functions.
pm_mathLog1p This module contains procedures and generic interfaces for computing log(1 + x) more precisely for tiny x.
pm_mathLogAddExp This module contains procedures and generic interfaces for adding two real or complex values without causing overflow or underflow.
pm_mathLogSubExp This module contains procedures and generic interfaces for subtracting two real or complex values without causing overflow or underflow.
pm_mathLogSumExp This module contains the procedures and interfaces for computing the natural logarithm of the sum of exponentials the elements of an array.
pm_mathMinMax This module contains procedures and generic interfaces for finding the minimum and maximum of two input scalar values through lexical comparison.
pm_mathNumSys This module contains procedures and generic interfaces for converting numbers to different bases in different numeral systems.
pm_mathRoot This module contains classes and procedures for computing the roots of one-dimensional continuous mathematical functions using various root-finding methods.
pm_mathRootTest This module contains a collection of example functions for testing or examining the root-finding routines of the ParaMonte library.
pm_mathSqrt This module contains procedures and generic interfaces and generic interfaces for computing the square root of integers.
pm_mathSubAdd This module contains procedures and generic interfaces for evaluating the mathematical operator ∓ acting on integer, complex, or real values.
pm_mathUnsigned This module contains procedures and generic interfaces and generic interfaces for various operations with positive integers with results that have the same binary representation as an unsigned integer.
pm_matrixChol This module contains procedures and generic interfaces for computing the Cholesky factorization of positive definite matrices.
pm_matrixClass This module contains abstract and concrete derived types that are required for compile-time resolution of procedures within the generic interfaces of the ParaMonte library for Linear Algebra operations.
pm_matrixCopy This module contains procedures and generic interfaces relevant to copying (diagonal or upper/lower triangular) subsets of matrices of arbitrary intrinsic types and kinds from one matrix of arbitrary shape and packing format to another matrix of arbitrary shape and packing format.
pm_matrixDet This module contains procedures and generic interfaces relevant to the computation of the determinants of square matrices.
pm_matrixIndex This module contains procedures and generic interfaces for converting the indices of matrix elements between different packing and storage formats.
pm_matrixInit This module contains procedures and generic interfaces relevant to generating and initializing matrices of arbitrary shapes (:, :).
pm_matrixInv This module contains abstract and concrete derived types and procedures related to the inversion of square matrices.
pm_matrixLUP This module contains procedures and generic interfaces relevant to the partially LU Pivoted decomposition of matrix operations and linear algebra.
pm_matrixMulAdd This module contains procedures and generic interfaces relevant to combined matrix-matrix or matrix-vector multiplication and addition.
pm_matrixMulTri This module contains the procedures for multiplication of a square triangular matrix in various transpositions with a general matrix.
pm_matrixPack This module contains abstract and concrete derived types that are required for compile-time resolution of procedures within the generic interfaces of the ParaMonte library for Linear Algebra operations.
pm_matrixSubset This module contains abstract and concrete derived types that are required for compile-time resolution of procedures within the generic interfaces of the ParaMonte library for Linear Algebra operations.
pm_matrixTrace This module contains procedures and generic interfaces for computing the additive or multiplicative trace of a given square matrix in arbitrary packing formats.
pm_matrixTrans This module contains abstract and concrete derived types and procedures related to various common matrix transposition operations for which there is a corresponding matrix class defined in pm_matrixClass.
pm_matrixUpdate This module contains procedures and generic interfaces relevant to arbitrary-rank updates to vectors, general matrices, or Symmetric/Hermitian triangular matrices of type integer, complex, and real of arbitrary type-kind parameters.
pm_memory This module contains abstract and concrete derived types that are required for compile-time resolution of procedures within the generic interfaces of the ParaMonte library for various search operations.
pm_optimization This module contains procedures, generic interfaces, and types for numerical optimizations of mathematical functions.
pm_option This module contains convenience functions for generating default values for optional arguments.
pm_os This module contains procedures and generic interfaces for inferring the processor operating system.
pm_parallelism This module contains procedures and generic interfaces for facilitating parallel computations or computing the performance of the parallel Coarray/MPI/OpenMP algorithms.
pm_paramonte This module contains procedures and data that provide general information about the ParaMonte library, its interfaces, and its build.
pm_physUnit This module contains relevant physical constants.
pm_polation This module contains procedures and data types for interpolation of finite samples of data.
pm_polynomial This module contains procedures and generic interfaces for performing various mathematical operations involving polynomials.
pm_quadPack This module contains classes and procedures for non-adaptive and adaptive global numerical quadrature and Cauchy Principal Value of 1D functions with various types of singularities and points of difficulties via the Gauss-Kronrod and Clenshaw-Curtis quadrature formulae.
pm_quadRomb This module contains classes and procedures to perform numerical integrations.
pm_quadTest This module contains a collection of interesting or challenging integrands for testing or examining the integration routines of the ParaMonte library.
pm_sampleACT This module contains classes and procedures for computing properties related to the auto correlation time (ACT) of random sequences.
pm_sampleAffinity This module contains classes and procedures for affine transformation of multivariate samples.
pm_sampleCCF This module contains classes and procedures for computing properties related to the cross correlation of random samples.
pm_sampleCor This module contains classes and procedures for computing properties related to the correlation matrices of random samples.
pm_sampleCov This module contains classes and procedures for computing the properties related to the covariance matrices of a random sample.
pm_sampleECDF This module contains classes and procedures for computing the Empirical Cumulative Distribution Function (ECDF) of an observational sample and the associated the various properties.
pm_sampleMean This module contains classes and procedures for computing the first moment (i.e., the statistical mean) of random weighted samples.
pm_sampleNorm This module contains classes and procedures for normalizing univariate or multivariate samples by arbitrary amounts along specific directions.
pm_sampleQuan This module contains procedures and data types for computing sample quantile.
pm_sampleScale This module contains classes and procedures for scaling (i.e., multiplying) univariate or multivariate samples by arbitrary amounts along specific directions.
pm_sampleShift This module contains classes and procedures for shifting univariate or multivariate samples by arbitrary amounts along specific directions.
pm_sampleVar This module contains classes and procedures for computing the properties related to the covariance matrices of a random sample.
pm_sampleWeight This module contains the types, classes, and procedures relevant to weights of random samples.
pm_sampling This module contains procedures and generic interfaces for the ParaMonte library sampler routines.
pm_search This module contains abstract and concrete derived types that are required for compile-time resolution of procedures within the generic interfaces of the ParaMonte library for various search operations.
pm_statest This module contains classes and procedures for performing various statistical tests.
pm_str This module contains classes and procedures for various string manipulations and inquiries.
pm_strANSI This module contains procedures and generic interfaces for styling strings according for display on DEC VT100 or compatible terminals.
pm_strASCII This module contains the uncommon and hardly representable ASCII characters as well as procedures for operating on strings that exclusively contain the 128 ASCII characters.
pm_swap This module contains procedures and generic interfaces for swapping values of intrinsic Fortran types of arbitrary kinds.
pm_sysInfo This module contains procedures and generic interfaces for inferring the operating system kernel type, name, and other information.
pm_sysPath This module contains classes and procedures for manipulating system file/folder paths.
pm_sysShell This module contains procedures and generic interfaces for inferring the runtime system shell type and fetching information from the shell.
pm_test This module contains a simple unit-testing framework for the Fortran libraries, including the ParaMonte library.
pm_timer This module contains the timer procedures and derived types to facilitate timing applications at runtime.
pm_val2complex This module contains procedures and types for facilitating the conversion of values of different types (e.g., intrinsic Fortran string and logical) to complex values of different kinds.
pm_val2int This module contains procedures and types for facilitating the conversion of values of different types (e.g., intrinsic Fortran string and logical) to integer values of different kinds.
pm_val2logical This module contains procedures and types for facilitating the conversion of values of different types (e.g., intrinsic Fortran strings) to logical values of different kinds.
pm_val2real This module contains procedures and types for facilitating the conversion of values of different types (e.g., intrinsic Fortran string and logical) to real values of different kinds.
pm_val2str This module contains the generic procedures for converting values of different types and kinds to Fortran strings.
pm_ziggurat This module contains procedures and generic interfaces for computing the Ziggurat set for for pseudo-random number sampling.

ParaMonte Naming Conventions

  • The CamelCase naming style is enforced throughout the ParaMonte Fortran library.

⛓⛓

ParaMonte Naming Conventions: Variables

The Fortran language is case-insensitive. However, by convention in this library,

  • All variables and procedure names except compile-time constants begin with an lowercase letter.
  • All constants and parameters should generally be typed in uppercase.

    Example usage
    use iso_fortran_env, only: real64
    integer , parameter :: RK = real64
    real(RK), parameter :: PI = acos(-1._RK)
  • The names of variables that always represent vectors of values can suffixed with Vec or Vector (for example, proposalStd, ...).
  • The names of variables that always represent matrices of values can be suffixed with mat or Matrix (for example: proposalCor, ...).
  • A significant attempt has been made to end all logical (Boolean) variables with a passive verb.
    This is to ensure that the full variable name virtually forms a proposition.
    In other words, a logical variable name should be an English-language statement that evaluates to either .true. or .false..
    For example, parallelismMpiFinalizeEnabled is one such proposition.
    • Occasionally, names that begin with the verb is can also be used to label logical objects.
    • But as a general rule, names that begin with a verb should be reserved for procedures.

⛓⛓

ParaMonte Naming Conventions: Procedures

  • Procedure (whether function, subroutine, or type-bound procedure) names should be descriptive of the action performed by the procedure. For example,
    • getCov means generate (a) covariance matrix.
    • setMatCopy means copy the matrix into the specified buffer.
  • Procedure names should virtually always begin with a lowercase verb.
  • Exceptions to the above and below rules are allowed when,
    • the procedure name is exceptionally famous, or
    • it is very inconvenient to prefix the procedure name with a verb, or the prefixes get, or set.

⛓⛓⛓

ParaMonte Naming Conventions: Functions

  • Function names should preferably begin with get.
    The reasoning is simple: Functions generate and obtain a new object instead of changing (resetting) the state of an existing object.
    For example, the function getMatSym(mat) result(matsym) generates a symmetric version of the input matrix and returns it as the function result.
    Exceptions to this naming convention are allowed, for example, when a procedure is expected to exist only as a function (and not a subroutine) or when the function returns a logical result.
  • Functions that return objects of type logical should be preferably prefixed with is or be named such that the name begins with a verb and reads as a proposition, evaluating to either .true. or .false..

⛓⛓⛓

ParaMonte Naming Conventions: Subroutines

  • The keyword get should be avoided as a prefix for subroutine names since unlike functions, subroutines do not generate and get a new object as their results, rather they (re)set the state of existing objects passed to them.
  • As such, subroutine names should be always prefixed with set, as in, for example, setReplaced.

ParaMonte Abbreviation Guidelines

The following list of abbreviations is in alphabetical order to enable faster search:

  • The abbreviation avg stands for average (rarely used).
  • The abbreviation cdf stands for Cumulative Distribution Function in the context of statistics. Example: getNormCDF().
  • The abbreviation cho stands for Cholesky factorization. Example: setChoLow().
  • The abbreviation chol stands for Cholesky factorization. Example: setMatChol().
  • The abbreviation cor stands for correlation. Example: getCor().
  • The abbreviation cov stands for covariance. Example: getCov().
  • The abbreviation cum stands for cumulative. Example: getCumSum().
  • The abbreviation coef stands for coefficient. Example: corcoef_type().
  • The abbreviation def stands for default in variable names (mostly as a prefix def_ or suffix _def).
  • The abbreviation def stands for definite (mostly in procedure names dealing with positive-definite matrices)
    Example usage
    function getInvPosDefMat(mat) result(invPosDefMat)
    real, allocatable :: invPosDefMat(:,:) ! Def stands for definite.
    end function getInvPosDefMat
    subroutine setAsserted(assertion, renabled)
    logical(LK), intent(in) :: assertion
    logical(LK), intent(in), optional :: renabled
    logical(LK) :: renabled_def ! def stands for default.
    renabled_def = .false._LK
    if (present(renabled)) renabled_def = renabled
    end subroutine
  • The abbreviation den stands for density, mostly in the context of statistical procedures and objects. Example: getLogProbDen().
  • The abbreviation det stands for determinant, mostly in the context of Matrix and linear algebra. Example: getMatDet().
  • The abbreviation dia stands for diagonal, mostly in the context of matrix algebra, matrix packing, or Cholesky factorization. Example: dia_type().
  • The abbreviation diag stands for diagonal, mostly as dummy argument in matrix algebra procedures.
  • The abbreviation desc stands for description, mostly as a dummy argument of setAsserted in tests.
  • The abbreviation diff stands for difference. Example: setDisSortedExpDiff().
  • The abbreviation dist stands for distance or distribution depending on the context. Example: DistMulti_type.
  • The abbreviation eff stands for effective. Example: effSamSize.
  • The abbreviation exp stands for exponential or exponentiated. Example: setDisSortedExpDiff().
  • The abbreviation herm stands for hermitian in matrix algebra.
  • The abbreviation ICE stands for Internal Compiler Error. It typically appears in the bug descriptions tagged via Doxygen command \bug.
  • The abbreviation inv stands for inverse. Example: getMatInv().
  • The abbreviation ks stands for Kolmogorov-Smirnov test. Example: getProbKS().
  • The abbreviation lin stands for linear. Example: getLinSpace().
  • The abbreviation low stands for lower triangle of a matrix or lower limits. Example: setChoLow().
  • The abbreviation mahal stands for Mahalanobis distance. Example: getMahalSq().
  • The abbreviation mat stands for matrix. Example: getMatInv().
  • The abbreviation multi stands for multivariate mostly used in the context of statistical distributions. Example: getMultiNormRand().
  • The abbreviation msn stands for Multivariate Skew-Normal mostly used in the context of the statistical MultiVariate Skew-Normal distribution.
  • The abbreviation mvn stands for MultiVariate Normal mostly used in the context of the statistical MultiVariate Normal distribution.
  • The abbreviation mvu stands for MultiVariate Uniform mostly used in the context of the statistical MultiVariate (ellipsoidal) Uniform distribution.
  • The abbreviation norm stands for normal in the context of statistical distributions or normalization factor. Example: DistMultiNorm_type.
  • The abbreviation normed stands for normalized mostly in the context of statistical samples. Example: NormedSample.
  • The abbreviation pdf stands for Probability Density Function in the context of statistics. Example: getNormLogPDF().
  • The abbreviation pos stands for positive. Example: getInvPosDefMat().
  • The abbreviation piwi stands for piecewise, mostly in the context of statistical applications. Example: pm_PiwiPoweto().
  • The abbreviation prob stands for probability, mostly in the context of statistical applications. Example: getLogProb().
  • The abbreviation proc stands for procedure, particularly, when it appears as the suffix _proc in abstract interface definitions.

    Example usage
    use pm_paramonteInfo, only: getLogFunc_proc
    procedure(getLogFunc_proc) :: getLogFunc
  • The abbreviation quan stands for quantile, mostly in the context of statistics. Example: getParetoLogQuan().
  • The abbreviation rand stands for random, mostly in the context of statistics. Example: getUnifRand().
  • The abbreviation ref stands for reference, mostly in the context of testings to represent the reference values for comparison. Example: mean_ref.
  • The abbreviation sam stands for sample, mostly in the context of statistics. Example: effSamSize.
  • The abbreviation sq stands for squared. Example: getMahalSq().
  • The abbreviation stat stands for statistics. Example: StatDRAM_type.
  • The abbreviation std stands for standard deviation. Example: StdVec.
  • The abbreviation sym stands for symmetric.
  • The abbreviation symm stands for symmetric.
  • The abbreviation udf stands for Unnormalized Density Function in the context of statistics. Example: getEggBoxLogUDF().
  • The abbreviation uni stands for univariate, mostly used in the context of statistical distributions. Example: DistUni_type.
  • The abbreviation unif stands for uniform, mostly in the context of the uniform statistical distribution. Example: getUnifRand().
  • The abbreviation upp stands for upper triangle of a matrix or upper limits. Example: setChoUpp().
  • The abbreviation vec stands for vector. Example: stdVec.

ParaMonte Developer Guidelines and Warnings

The ParaMonte Fortran library development and guidelines are summarized in CONTRIBUTING.md.

ParaMonte Fortran Documentation Guidelines

  • Doxygen custom command orderings.
    • The Doxygen tag \brief must always be the first line of the documentation of modules, types, and procedures.
      Example: pm_array.
    • The Doxygen tag \details, if it exists, must always immediately follow the Doxygen tag \brief.
      Example: pm_array.
    • The Doxygen tag \param, if any number of it exists, must always immediately follow the Doxygen tag \brief (or \details if it exists).
      Example: getMean().
    • The Doxygen tag \return, must be exclusively used to indicate the return value of functions.
      If it exists, it must appear immediately after the set of \param tags. Example: getMean().
    • If a generic interface is being documented, the ParaMonte custom command \interface must appear immediately after the Doxygen \return, \param, \details, or \brief tags in the specified order, if any exists.
    • The Doxygen tag \warning, if any number of it exists, must immediately follow the Doxygen tag \return if it exists, otherwise \param if it exists, otherwise \details if it exists, otherwise \brief.
      The \warning tag must be used to highlight situations that require special attention of the user, otherwise, there is a danger for the code section being documented to not behave normally as one may expect.
    • The Doxygen tag \attention has the same functionality and usage as \warning.
      Therefore, \warning should be preferred wherever \attention is needed.
      Exceptions are allowed and if they occur, the same documentation conventions as those of \warning also apply to the tag \attention.
    • The Doxygen tag \remark, if any number of it exists, must immediately follow the Doxygen tag \warning if it exists, otherwise the Doxygen tag \return if it exists, otherwise \param if it exists, otherwise \details if it exists, otherwise \brief.
      The tag \remark should be reserved for explaining behavior that is directly related to the code segment being documented, but its knowledge is not so critical as warrant the use of a \warning tag.
    • The Doxygen tag \note, if it exists, must appear after all \warning and \attention and \remark tags and immediately before the ParaMonte custom command tag \see if it exists, otherwise immediately before \example for examples (if it exists).
    • The Doxygen tag \see, if it exists, must appear after all \warning and \remark and \note tags.
      If more than one item for the \see command exists, each must be written on a separate line and each line must end with the HTML line-break tag <br>. Example: See below.
    • If any example exists, it must appear immediately after the \see tag, otherwise after \note, \remark, \warning, \param, \details, or \brief if any exists.
      ParaMonte examples are initiated by the custom command \example devised in the config.txt file of ParaMonte Doxygen documentation.
      If the example exists in an external file, then it must be included via the Doxygen \include command, followed immediately by the ParaMonte custom Doxygen command \compile which inserts the generic example compile commands for the example, followed optionally but immediately by the output file of the example inserted in the documentation via the \include command, followed immediately by the inclusion of any other visualization or postprocessing scripts and output.
      In all steps, it is imperative to not leave any empty lines between the successive commands of the example section, designated by the \example, otherwise, each empty line will start a new paragraph in the documentation.
      Example: See below.
    • The Doxygen \test tag, if any exists, must appear immediately after the example section designated by the \example tag.
    • The Doxygen \todo tag, if any exists, must appear immediately after the \test tag or any other tag immediately preceding it.
    • The Doxygen \bug tag, if any exists, must appear immediately after the \todo tag or any other tag immediately preceding it.
    • The closing command of each documentation section must be the ParaMonte custom command \finmain separated from the tags before and after by an empty line.
    • The Doxygen \xrefitem authors "Author" "Authors" tag is the last command to appear in any documentation section, and it must preferably have the format exemplified in the example below.


  • ParaMonte Doxygen custom commands.
    To simplify documentation and avoid retyping certain frequently used keywords and sentences, a number of Doxygen aliases are predfined in the ParaMonte Doxygen config.txt file. These include (but are not limited to):

    • \warnpure Inserts a \warning about procedures that are impure when the library is built the preprocessor macro CHECK_ENABLED=1.
    • \elemental Inserts a \remark tag indicating that the procedure of interest is elemental.
    • \pure Inserts a \remark tag indicating that the procedure of interest is pure.
    • \interface Starts a Possible calling interfaces paragraph where different calling interfaces of a procedure can be listed.
    • \benchmark Starts a new Benchmark paragraph which is hyper-linked to the generic anchor #benchmark at the same location on the same page.
    • \benchmark{xxx} Starts a new Benchmark paragraph which is hyper-linked to the specific anchor #benchmark-xxx at the same location on the same page.
    • \benchmark{xxx, This is the benchmark title} Starts a new Benchmark paragraph which is hyper-linked to the specific anchor #benchmark-xxx at the same location on the same page with the title This is the benchmark title.
    • \example Starts a new Example usage paragraph which is hyper-linked to the generic anchor #example at the same location on the same page.
    • \example{xxx} Starts a new Example usage paragraph which is hyper-linked to the specific anchor #example-xxx at the same location on the same page.
    • \compile Inserts the set of example compile commands.
    • \output Inserts a title line for the output section of an example paragraph.
    • \postproc Inserts a title line for the postprocessing section of an example paragraph.
    • \abbr Inserts a \remark tag about the naming abbreviations used in the library.
    • \naming Inserts a \remark tag about the naming conventions used in the library.
    • \license Inserts a \remark tag about the generic licensing of the library.
    • \finmain Inserts the set of final generic remarks that should appear at the end of each documentation section.
    • \RK Inserts a hyper-link reference RK to the default real kind used in the library.
    • \RK32 Inserts a hyper-link reference RK32 to the real32 real kind used in the library.
    • \RK64 Inserts a hyper-link reference RK64 to the real64 real kind used in the library.
    • \RK128 Inserts a hyper-link reference RK128 to the real128 real kind used in the library.
    • \CK Inserts a hyper-link reference CK to the default complex kind used in the library.
    • \CK32 Inserts a hyper-link reference CK32 to the real32 complex kind used in the library.
    • \CK64 Inserts a hyper-link reference CK64 to the real64 complex kind used in the library.
    • \CK128 Inserts a hyper-link reference CK128 to the real128 complex kind used in the library.
    • \IK8 Inserts a hyper-link reference IK8 to the int8 integer kind used in the library.
    • \IK16 Inserts a hyper-link reference IK16 to the int16 integer kind used in the library.
    • \IK32 Inserts a hyper-link reference IK32 to the int32 integer kind used in the library.
    • \IK64 Inserts a hyper-link reference IK64 to the int64 integer kind used in the library.
    • \SKALL Inserts a hyper-link reference to all major character kinds like: any supported by the processor (e.g., SK, SKA, SKD , or SKU).
    • \IKALL Inserts a hyper-link reference to all major integer kinds like: any supported by the processor (e.g., IK, IK8, IK16, IK32, or IK64).
    • \LKALL Inserts a hyper-link reference to all major logical kinds like: any supported by the processor (e.g., LK).
    • \CKALL Inserts a hyper-link reference to all major complex kinds like: any supported by the processor (e.g., CK, CK32, CK64, or CK128).
    • \RKALL Inserts a hyper-link reference to all major real kinds like: any supported by the processor (e.g., RK, RK32, RK64, or RK128).

    For an up-to-date list of all available aliases, check the value of the Doxygen ALIASES option in config.txt in the ParaMonte Fortran documentation repository.

  • Escaping the Doxygen reserved characters.
    Doxygen has a set of reserved characters whose usage in the documentation must be handled properly.

    • Most importantly, the backslash character \ begins a Doxygen command.
      To print a backslash character to the output one should escape it via \\.
    • Also, the use of the percentage symbol % requires special care in some instances.
      This is particularly important when defining Windows environment variables that should typically be enclosed with percentage character.
      See the pm_sysPath for instances of such definitions and how they are handled.

    For more information, see the relevant page on Doxygen documentation website.

  • Avoid the insertion of an empty documentation line between any two lines of a single Doxygen paragraph.
    This is crucial when the whole paragraph is indented by a vertical line as is done by Doxygen for \warning, \remark, \note and other similar tags.

    Example usage
    The following is an example documentation for a procedure:
          !>  \brief
          !>  Generate and return the variance of the input array of shape `(np)` or `(nd,np)` or `(np,nd)` where `nd` is the number of
          !>  data dimensions (the number of data attributes) and `np` is the number of data points.
          !>
          !>  \param[in]  Sample  :   The input `contiguous` array of type `real` of kind \RKALL of shape `(np)`, `(nd,np)`, or `(np,nd)`
          !>                          containing the sample. If `Sample` is a 2D array, then the direction along which the variance is computed
          !>                          is dictated by the optional input argument `dim`.
          !>  \param[in]  Weight  :   The `contiguous` vector of shape `(np)` either type `real` of the same kind as the input `Sample` or type `integer`
          !>                          of kind \IKALL, containing the corresponding weight of each data points in `Sample`
          !>                          (**optional**, default = a vector of ones).
          !>  \param[in]  mean    :   The input scalar or `contiguous` vector of shape `(nd)` of the same type and kind as the input `Sample` containing
          !>                          the `Sample` mean along the (optionally) specified dimension `dim`. If the input `Sample` is a 1D array, then `mean`
          !>                          must be a scalar. Otherwise, if `mean` is a 2D array, then `mean` must be a vector whose size is the same as
          !>                          the size of at least one of the dimensions of `Sample`.
          !>                          (**optional**. If missing, then the input argument `shifted` must be present indicating whether the input `Sample`
          !>                          is already centered at the origin or it has to be shifted to the origin by the procedure).
          !>  \param[in]  shifted :   The input `logical` of default kind \LK indicating whether the input `Sample` is already centered at the origin or
          !>                          the it has to be shifted to the origin by the procedure (**optional**. If missing, then the input
          !>                          argument `mean` must be present).
          !>  \param[in]  biased  :   The input `logical` of default kind \LK indicating whether the output variance should be corrected for small sample-size
          !>                          bias. Set this argument to `.false.` to avoid biased variance computation, in particular, when the sample size `np`
          !>                          is small.
          !>  \param[in]  dim     :   An integer of default kind \IK indicating which dimension of the input `Sample` iterates over the individual data points.
          !>                          If `dim = 1` or `dim /= 2`, the input `Sample` is assumed to have the shape `(np,nd)`.
          !>                          If `dim = 2`, the input `Sample` is assumed to have the shape `(nd,np)`
          !>                          (**optional**, default = `2`. **This input argument is available only if the input `Sample` is a 2D array**.).
          !>
          !>  \return
          !>  `variance`          :   The output variance of the input sample of the same type and kind as the input `Sample`.
          !>                          It is a scalar only if the input `Sample` is a 1D array. Otherwise, it is an `allocatable` array of shape `(nd)`.
          !>
          !>  \warnpure
          !>
          !>  \note
          !>  One can also use the concise Fortran syntax to achieve the same goal as this function:
          !>  \code{.F90}
          !>
          !>       mean = sum(Weight*Sample) / sum(Weight)
          !>       variance = sum( (Weight*(Sample-mean))**2 ) / (sum(Weight)-1)
          !>
          !>  \endcode
          !>  But the above concise version will be slightly slower as it involves three loops instead of two.
          !>
          !>  \see
          !>  [getMean()](@ref pm_sampleMean::getMean)<br>
          !>
          !>  \example
          !>  \include{lineno} example/test_pm_sampleVar/getVar/main.F90
          !>  \compilef
          !>  \output
          !>  \include{lineno} example/test_pm_sampleVar/getVar/main.out.F90
          !>
          !>  \test
          !>  [test_pm_sampleVar](@ref test_pm_sampleVar)
          !>
          !>  \todo
          !>  The performance of this code can improved.
          !>
          !>  \bug
          !>  This code used to have a well-known bug in version 1.1, but is now resolved.
          !>
          !>  \finmain
          !>
          !>  \author
          !>  \FatemehBagheri, Monday 02:15 AM, September 27, 2021, Dallas, TX<br>

    The above example documentation snippet will generate an HTML similar to this documentation.
    Note the lack of an empty line among the commands that immediately follow \example.
    This is essential to keep the entire example section in the same paragraph.

ParaMonte Fortran Language Examples

The ParaMonte Fortran library ships with tens of thousands of example usage that are available in the example/fortran folder in the root directory of the project repository.
These examples are also available and discussed in the documentations of individual modules and procedures of this this documentation website.

ParaMonte Fortran Language Benchmarks

The ParaMonte Fortran library ships with a large number of performance benchmarks that are available in the benchmark/fortran folder in the root directory of the project repository.
These benchmarks are also available and discussed in the benchmark listing page of this this documentation website.

If you would like to see a relevant benchmark currently not included, discuss it here or raise an issue here for consideration or volunteer to implement it!

ParaMonte Fortran Documentation Troubleshooting

  1. Side navigation pane disappears in some documentation pages.
    This issue most likely originates from the interference of browser addons with the documentation.
    This issue is mostly observed on Firefox browsers.
    If it occurs, open the page in browser private mode or use other (e.g., chrome-based) browsers.
  2. The ParaMonte Fortran documentation build fails because of a Doxygen lexer memory corruption leading to random segmentation faults.
    The current version of the ParaMonte library uses a customized version of Doxygen 1.9.3 documenter, specifically tailored to the needs of the Fortran interface of the ParaMonte library.
    However, the Fortran lexer of this version of Doxygen is known to have a vicious memory corruption that leads to random segmentation faults when generating the documentation from the source files.
    Although Doxygen developers have released newer versions of the documenter that is claimed to have resolved the bug, the bug appears to persist, at least within the ParaMonte library, even with the newer versions of the documenter.
    Resolution: The random nature of the occurrence of such segfaults allows one to avoid the segfaults by slightly changing the documentation of source codes whenever it occurs.
    For example, additions or removals as small as a line break \(\ms{<br>}\) can resolve the bug.

ParaMonte Fortran ToDO List

For the full listing of all tasks to do see the dedicated ToDo listing page.
The following are the library tasks that need to be accomplished.

Todo:
Critical Priority: The module pm_distanceHellinger for computing the Hellinger metric distance must be added to the library.
The module pm_distanceManhattan for computing the Manhattan metric distance must be added to the library.
The module pm_distanceMinkowski for computing the Minkowski metric distance must be added to the library.
Todo:
Critical Priority: The module pm_sampleConv for timer series convolution must be added to the library.
The implementation of such module is straightforward and follows that of the existing module pm_sampleCCF.
Todo:
Critical Priority: The ParaNest and ParaDISE samplers must be added to the module pm_sampling.
This is a task that only Amir Shahmoradi can achieve.