statistics.finc File Reference

## Functions/Subroutines

real(fgsl_double) function | fgsl_stats_mean (data, stride, n)
real(fgsl_double) function | fgsl_stats_variance (data, stride, n)
real(fgsl_double) function | fgsl_stats_variance_m (data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_sd (data, stride, n)
real(fgsl_double) function | fgsl_stats_sd_m (data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_variance_with_fixed_mean (data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_sd_with_fixed_mean (data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_absdev (data, stride, n)
real(fgsl_double) function | fgsl_stats_absdev_m (data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_skew (data, stride, n)
real(fgsl_double) function | fgsl_stats_skew_m_sd (data, stride, n, mean, sd)
real(fgsl_double) function | fgsl_stats_kurtosis (data, stride, n)
real(fgsl_double) function | fgsl_stats_kurtosis_m_sd (data, stride, n, mean, sd)
real(fgsl_double) function | fgsl_stats_lag1_autocorrelation (data, stride, n)
real(fgsl_double) function | fgsl_stats_lag1_autocorrelation_m (data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_covariance (data1, stride1, data2, stride2, n)
real(fgsl_double) function | fgsl_stats_covariance_m (data1, stride1, data2, stride2, n, mean1, mean2)
real(fgsl_double) function | fgsl_stats_correlation (data1, stride1, data2, stride2, n)
real(fgsl_double) function | fgsl_stats_spearman (data1, stride1, data2, stride2, n, work)
real(fgsl_double) function | fgsl_stats_wmean (w, wstride, data, stride, n)
real(fgsl_double) function | fgsl_stats_wvariance (w, wstride, data, stride, n)
real(fgsl_double) function | fgsl_stats_wvariance_m (w, wstride, data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_wsd (w, wstride, data, stride, n)
real(fgsl_double) function | fgsl_stats_wsd_m (w, wstride, data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_wvariance_with_fixed_mean (w, wstride, data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_wsd_with_fixed_mean (w, wstride, data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_wabsdev (w, wstride, data, stride, n)
real(fgsl_double) function | fgsl_stats_wabsdev_m (w, wstride, data, stride, n, mean)
real(fgsl_double) function | fgsl_stats_wskew (w, wstride, data, stride, n)
real(fgsl_double) function | fgsl_stats_wskew_m_sd (w, wstride, data, stride, n, mean, sd)
real(fgsl_double) function | fgsl_stats_wkurtosis (w, wstride, data, stride, n)
real(fgsl_double) function | fgsl_stats_wkurtosis_m_sd (w, wstride, data, stride, n, mean, sd)
real(fgsl_double) function | fgsl_stats_max (data, stride, n)
real(fgsl_double) function | fgsl_stats_min (data, stride, n)
subroutine | fgsl_stats_minmax (min, max, data, stride, n)
integer(fgsl_size_t) function | fgsl_stats_max_index (data, stride, n)
integer(fgsl_size_t) function | fgsl_stats_min_index (data, stride, n)
subroutine | fgsl_stats_minmax_index (min_index, max_index, data, stride, n)
real(fgsl_double) function | fgsl_stats_median_from_sorted_data (data, stride, n)
real(fgsl_double) function | fgsl_stats_quantile_from_sorted_data (data, stride, n, f)

## Function/Subroutine Documentation

## fgsl_stats_absdev()

real(fgsl_double) function fgsl_stats_absdev | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_absdev_m()

real(fgsl_double) function fgsl_stats_absdev_m | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_correlation()

real(fgsl_double) function fgsl_stats_correlation | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data1,
|  | integer(fgsl_size_t), intent(in) | stride1,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data2,
|  | integer(fgsl_size_t), intent(in) | stride2,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_covariance()

real(fgsl_double) function fgsl_stats_covariance | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data1,
|  | integer(fgsl_size_t), intent(in) | stride1,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data2,
|  | integer(fgsl_size_t), intent(in) | stride2,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_covariance_m()

real(fgsl_double) function fgsl_stats_covariance_m | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data1,
|  | integer(fgsl_size_t), intent(in) | stride1,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data2,
|  | integer(fgsl_size_t), intent(in) | stride2,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean1,
|  | real(fgsl_double), intent(in) | mean2
| ) |  |

## fgsl_stats_kurtosis()

real(fgsl_double) function fgsl_stats_kurtosis | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_kurtosis_m_sd()

real(fgsl_double) function fgsl_stats_kurtosis_m_sd | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean,
|  | real(fgsl_double), intent(in) | sd
| ) |  |

## fgsl_stats_lag1_autocorrelation()

real(fgsl_double) function fgsl_stats_lag1_autocorrelation | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_lag1_autocorrelation_m()

real(fgsl_double) function fgsl_stats_lag1_autocorrelation_m | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_max()

real(fgsl_double) function fgsl_stats_max | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_max_index()

integer(fgsl_size_t) function fgsl_stats_max_index | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_mean()

real(fgsl_double) function fgsl_stats_mean | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_median_from_sorted_data()

real(fgsl_double) function fgsl_stats_median_from_sorted_data | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_min()

real(fgsl_double) function fgsl_stats_min | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_min_index()

integer(fgsl_size_t) function fgsl_stats_min_index | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_minmax()

subroutine fgsl_stats_minmax | ( | real(fgsl_double), intent(out) | min,
|  | real(fgsl_double), intent(out) | max,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_minmax_index()

subroutine fgsl_stats_minmax_index | ( | integer(fgsl_size_t), intent(out) | min_index,
|  | integer(fgsl_size_t), intent(out) | max_index,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_quantile_from_sorted_data()

real(fgsl_double) function fgsl_stats_quantile_from_sorted_data | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | f
| ) |  |

## fgsl_stats_sd()

real(fgsl_double) function fgsl_stats_sd | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_sd_m()

real(fgsl_double) function fgsl_stats_sd_m | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_sd_with_fixed_mean()

real(fgsl_double) function fgsl_stats_sd_with_fixed_mean | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_skew()

real(fgsl_double) function fgsl_stats_skew | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_skew_m_sd()

real(fgsl_double) function fgsl_stats_skew_m_sd | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean,
|  | real(fgsl_double), intent(in) | sd
| ) |  |

## fgsl_stats_spearman()

real(fgsl_double) function fgsl_stats_spearman | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data1,
|  | integer(fgsl_size_t), intent(in) | stride1,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data2,
|  | integer(fgsl_size_t), intent(in) | stride2,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), dimension(:), intent(inout), target, contiguous | work
| ) |  |

## fgsl_stats_variance()

real(fgsl_double) function fgsl_stats_variance | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_variance_m()

real(fgsl_double) function fgsl_stats_variance_m | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_variance_with_fixed_mean()

real(fgsl_double) function fgsl_stats_variance_with_fixed_mean | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_wabsdev()

real(fgsl_double) function fgsl_stats_wabsdev | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_wabsdev_m()

real(fgsl_double) function fgsl_stats_wabsdev_m | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_wkurtosis()

real(fgsl_double) function fgsl_stats_wkurtosis | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_wkurtosis_m_sd()

real(fgsl_double) function fgsl_stats_wkurtosis_m_sd | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean,
|  | real(fgsl_double), intent(in) | sd
| ) |  |

## fgsl_stats_wmean()

real(fgsl_double) function fgsl_stats_wmean | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_wsd()

real(fgsl_double) function fgsl_stats_wsd | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_wsd_m()

real(fgsl_double) function fgsl_stats_wsd_m | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_wsd_with_fixed_mean()

real(fgsl_double) function fgsl_stats_wsd_with_fixed_mean | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_wskew()

real(fgsl_double) function fgsl_stats_wskew | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_wskew_m_sd()

real(fgsl_double) function fgsl_stats_wskew_m_sd | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean,
|  | real(fgsl_double), intent(in) | sd
| ) |  |

## fgsl_stats_wvariance()

real(fgsl_double) function fgsl_stats_wvariance | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n
| ) |  |

## fgsl_stats_wvariance_m()

real(fgsl_double) function fgsl_stats_wvariance_m | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |

## fgsl_stats_wvariance_with_fixed_mean()

real(fgsl_double) function fgsl_stats_wvariance_with_fixed_mean | ( | real(fgsl_double), dimension(:), intent(in), target, contiguous | w,
|  | integer(fgsl_size_t), intent(in) | wstride,
|  | real(fgsl_double), dimension(:), intent(in), target, contiguous | data,
|  | integer(fgsl_size_t), intent(in) | stride,
|  | integer(fgsl_size_t), intent(in) | n,
|  | real(fgsl_double), intent(in) | mean
| ) |  |