fstats_descriptive_statistics

Uses

- iso_fortran_env
- ferror
- fstats_errors
- fstats_types
- linalg

Interfaces

pooled_variance

Functions

covariance mean median quantile standard_deviation trimmed_mean variance

Interfaces

public interface pooled_variance

Computes the pooled estimate of variance.

private pure function pooled_variance_1(si, ni) result(rst)

Computes the pooled estimate of variance.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in),		dimension(:)	::	si	An N-element array containing the estimates for each of the N variances.
integer(kind=int32),	intent(in),		dimension(size(si))	::	ni	An N-element array containing the number of data points in each of the data sets used to compute the variances in si.

Return Value real(kind=real64)

The pooled variance.

private pure function pooled_variance_2(x) result(rst)

Computes the pooled estimate of variance.

Arguments

Type	Intent	Optional	Attributes		Name
type(array_container),	intent(in),		dimension(:)	::	x	An array of arrays of data.

Return Value real(kind=real64)

The pooled variance.

Functions

public pure function covariance(x, y) result(rst)

Computes the sample covariance of two data sets.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in),		dimension(:)	::	x	The first N-element data set.
real(kind=real64),	intent(in),		dimension(size(x))	::	y	The second N-element data set.

Return Value real(kind=real64)

The covariance.

public pure function mean(x) result(rst)

Computes the mean of the values in an array.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in)			::	x(:)	The array of values to analyze.

Return Value real(kind=real64)

The result.

public function median(x) result(rst)

Computes the median of the values in an array.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(inout)			::	x(:)	The array of values to analyze. On output, this array is sorted into ascending order.

Return Value real(kind=real64)

The result.

public pure function quantile(x, q) result(rst)

Computes the specified quantile of a data set using the SAS Method 4.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in)			::	x(:)	An N-element array containing the data.
real(kind=real64),	intent(in)			::	q	The quantile to compute (e.g. 0.25 computes the 25% quantile).

Return Value real(kind=real64)

The result.

public pure function standard_deviation(x) result(rst)

Computes the sample standard deviation of the values in an array.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in)			::	x(:)	The array of values to analyze.

Return Value real(kind=real64)

The result.

public function trimmed_mean(x, p) result(rst)

Computes the trimmed mean of a data set.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(inout),		dimension(:)	::	x	An N-element array containing the data. On output, the array is sorted into ascending order.
real(kind=real64),	intent(in),	optional		::	p	An optional parameter specifying the percentage of values from either end of the distribution to remove. The default is 0.05 such that the bottom 5% and top 5% are removed.

Return Value real(kind=real64)

The trimmed mean.

public pure function variance(x) result(rst)

Computes the sample variance of the values in an array.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in)			::	x(:)	The array of values to analyze.

fstats_descriptive_statistics Module

Contents

Interfaces

Functions

Uses

Contents

Interfaces

Functions

Interfaces

public interface pooled_variance

private pure function pooled_variance_1(si, ni) result(rst)

Arguments

Return Value real(kind=real64)

private pure function pooled_variance_2(x) result(rst)

Arguments

Return Value real(kind=real64)

Functions

public pure function covariance(x, y) result(rst)

Arguments

Return Value real(kind=real64)

public pure function mean(x) result(rst)

Arguments

Return Value real(kind=real64)

public function median(x) result(rst)

Arguments

Return Value real(kind=real64)

public pure function quantile(x, q) result(rst)

Arguments

Return Value real(kind=real64)

public pure function standard_deviation(x) result(rst)

Arguments

Return Value real(kind=real64)

public function trimmed_mean(x, p) result(rst)

Arguments

Return Value real(kind=real64)

public pure function variance(x) result(rst)

Arguments

Return Value real(kind=real64)