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

pm_sampleVar.F90 File Reference

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## Data Types | |

interface | pm_sampleVar::getVarCorrection |

Generate and return the bias correction factor for the computation of the variance of a (weighted) sample. More... | |

interface | pm_sampleVar::getVar |

Generate and return the variance of the input sample of type `complex` or `real` of shape `(nsam)` or `(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_sampleVar::setVar |

Return the variance of an input (weighted) sample of type `complex` or `real` of shape `(nsam)` or `(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_sampleVar::setVarMean |

Return the (weighted) sample variance and mean of an input time series of `nsam` observations, or of an input `sample` of `nsam` observations with `ndim` attributes optionally weighted by the input `weight` , optionally also `sum(weight)` .More... | |

interface | pm_sampleVar::getVarMerged |

Generate and return the (weighted) merged variance of a `complex` or `real` sample resulting from the merger of two separate (weighted) samples \(A\) and \(B\).More... | |

interface | pm_sampleVar::setVarMerged |

Return the (weighted) merged variance of a `complex` or `real` sample resulting from the merger of two separate (weighted) samples \(A\) and \(B\).More... | |

interface | pm_sampleVar::setVarMeanMerged |

Return the (weighted) merged variance and mean of a `complex` or `real` sample resulting from the merger of two separate (weighted) samples \(A\) and \(B\).More... | |

## Modules | |

module | pm_sampleVar |

This module contains classes and procedures for computing the properties related to the covariance matrices of a random sample. | |

## Variables | |

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