ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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This the derived type whose instances imply the use of the Dvine algorithm for generating random covariance matrices as described in algorithm of Lewandowski et al. (2009).
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This the derived type whose instances imply the use of the Dvine algorithm for generating random covariance matrices as described in algorithm of Lewandowski et al. (2009).
See the documentation of pm_distCov for details.
Possible calling interfaces ⛓
Final Remarks ⛓
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Definition at line 201 of file pm_distCov.F90.