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

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" |