ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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pm_sampleCor.F90 File Reference

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## 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... | |