statistics.finc File Reference

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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

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

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

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

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

real(fgsl_double) function fgsl_stats_covariance_m	(	real(fgsl_double), dimension(:), intent(in), target	data1,
		integer(fgsl_size_t), intent(in)	stride1,
		real(fgsl_double), dimension(:), intent(in), target	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
	)

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

real(fgsl_double) function fgsl_stats_kurtosis_m_sd	(	real(fgsl_double), dimension(:), intent(in), target	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
	)

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

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

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

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

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

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

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

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

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

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	data,
		integer(fgsl_size_t), intent(in)	stride,
		integer(fgsl_size_t), intent(in)	n
	)

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

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

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

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

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

real(fgsl_double) function fgsl_stats_skew_m_sd	(	real(fgsl_double), dimension(:), intent(in), target	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
	)

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

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

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

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

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

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

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

real(fgsl_double) function fgsl_stats_wkurtosis_m_sd	(	real(fgsl_double), dimension(:), intent(in), target	w,
		integer(fgsl_size_t), intent(in)	wstride,
		real(fgsl_double), dimension(:), intent(in), target	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
	)

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

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

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

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

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

real(fgsl_double) function fgsl_stats_wskew_m_sd	(	real(fgsl_double), dimension(:), intent(in), target	w,
		integer(fgsl_size_t), intent(in)	wstride,
		real(fgsl_double), dimension(:), intent(in), target	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
	)

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

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

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