fsml_sts Module

Module for basic sample statistics.


Uses

  • module~~fsml_sts~~UsesGraph module~fsml_sts fsml_sts module~fsml_con fsml_con module~fsml_sts->module~fsml_con module~fsml_err fsml_err module~fsml_sts->module~fsml_err module~fsml_ini fsml_ini module~fsml_sts->module~fsml_ini module~fsml_utl fsml_utl module~fsml_sts->module~fsml_utl module~fsml_con->module~fsml_ini module~fsml_err->module~fsml_con module~fsml_err->module~fsml_ini module~fsml_err->module~fsml_utl ieee_arithmetic ieee_arithmetic module~fsml_ini->ieee_arithmetic iso_fortran_env iso_fortran_env module~fsml_ini->iso_fortran_env stdlib_linalg stdlib_linalg module~fsml_ini->stdlib_linalg module~fsml_utl->module~fsml_con module~fsml_utl->module~fsml_ini

Used by

  • module~~fsml_sts~~UsedByGraph module~fsml_sts fsml_sts module~fsml fsml module~fsml->module~fsml_sts module~fsml_lin fsml_lin module~fsml->module~fsml_lin module~fsml_nlp fsml_nlp module~fsml->module~fsml_nlp module~fsml_tst fsml_tst module~fsml->module~fsml_tst module~fsml_lin->module~fsml_sts module~fsml_nlp->module~fsml_sts module~fsml_nlp->module~fsml_lin module~fsml_tst->module~fsml_sts

Functions

public impure function f_sts_cov(x, y, ddf) result(cov)

Impure wrapper function for f_sts_cov_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: y(:)

y vector (assumed size array)
real(kind=wp), intent(in), optional :: ddf

delta degrees of freedom

Return Value real(kind=wp)

covariance

public pure function f_sts_cov_core(x, y, ddf) result(cov)

Computes covariance.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: y(:)

y vector (assumed size array)
real(kind=wp), intent(in) :: ddf

delta degrees of freedom

Return Value real(kind=wp)

covariance

public impure function f_sts_mean(x) result(mean)

Impure wrapper function for f_sts_mean_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)

Return Value real(kind=wp)

arithmetic mean

public pure function f_sts_mean_core(x) result(mean)

Computes arithmetic mean.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)

Return Value real(kind=wp)

arithmetic mean

public impure function f_sts_median(x) result(median)

Impure wrapper function for f_sts_median_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)

Return Value real(kind=wp)

median

public pure function f_sts_median_core(x) result(median)

Computes median using s_utl_rank for tie-aware ranking

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)

Return Value real(kind=wp)

median

public impure function f_sts_pcc(x, y) result(corr)

Impure wrapper function for f_sts_trend_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: y(:)

y vector (assumed size array)

Return Value real(kind=wp)

Pearson correlation coefficient

public pure function f_sts_pcc_core(x, y) result(corr)

Computes Pearson correlation coefficient.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: y(:)

y vector (assumed size array)

Return Value real(kind=wp)

Pearson correlation coefficient

public impure function f_sts_scc(x, y) result(corr)

Impure wrapper for f_sts_scc_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: y(:)

y vector (assumed size array)

Return Value real(kind=wp)

Spearman correlation coefficient

public pure function f_sts_scc_core(x, y) result(corr)

Computes Spearman rank correlation coefficient between x and y. Uses f_sts_pcc_core on ranks.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: y(:)

y vector (assumed size array)

Return Value real(kind=wp)

Spearman correlation coefficient

public impure function f_sts_std(x, ddf) result(std)

Impure wrapper function for f_sts_std_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in), optional :: ddf

delta degrees of freedom

Return Value real(kind=wp)

standard deviation

public pure function f_sts_std_core(x, ddf) result(std)

Computes standard deviation.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: ddf

delta degrees of freedom

Return Value real(kind=wp)

standard deviation

public impure function f_sts_trend(x, y) result(trend)

Impure wrapper function for f_sts_trend_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: y(:)

y vector (assumed size array)

Return Value real(kind=wp)

trend/regression slope

public pure function f_sts_trend_core(x, y) result(trend)

Computes regression coefficient/trend.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: y(:)

y vector (assumed size array)

Return Value real(kind=wp)

trend/regression slope

public impure function f_sts_var(x, ddf) result(var)

Impure wrapper function for f_sts_var_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in), optional :: ddf

delta degrees of freedom

Return Value real(kind=wp)

variance

public pure function f_sts_var_core(x, ddf) result(var)

Computes (sample) variance.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x(:)

x vector (assumed size array)
real(kind=wp), intent(in) :: ddf

delta degrees of freedom

Return Value real(kind=wp)

variance