mo_moment::correlation Interface Reference

Correlation between two vectors. More...

Public Member Functions
real(sp) function	correlation_sp (x, y, mask)
real(dp) function	correlation_dp (x, y, mask)

Detailed Description

Correlation between two vectors.

Calculates the correlation between two input vectors, i.e. the covariance divided by the standard deviations:

\[\langle x y\rangle = \sum_i\frac{(x_i-\bar x)(y_i-\bar y)}{N\sqrt{\mu_2(x)\mu_2(y)}}\]

If an optinal mask is given, the average is only over those locations that correspond to true values in the mask. \(x\) can be single or double precision. The result will have the same numerical precision.

Example

vec1 = (/ 1., 2, 3., -999., 5., 6. /)
vec2 = (/ 1.3, 2.7, 3.9, 5.1, 6., 8. /)
m   = correlation(vec1, vec2, mask=((vec1 >= 0.) .and. (vec2 >= 0.)))

See also example in pf_tests directory.

Parameters

[in]	real(sp/dp) :: x(:)	First 1D-array with input numbers.
[in]	real(sp/dp) :: y(:)	Second 1D-array with input numbers.

Return values

real(sp/dp) :: correlation

Correlation between \(x\) and \(y\).

Parameters

[in]

logical, optional :: mask(:)

1D-array of logical values with size(x). If present, only those locations in dat corresponding to the true values in mask are used.

Note

Input values must be floating points.

Author

Matthias Cuntz

Date

Nov 2011

Dec 2011

• covariance as <(x-<x>)(y-<y>)> instead of <xy>-<x><y>

Definition at line 240 of file mo_moment.f90.

Member Function/Subroutine Documentation

correlation_dp()

real(dp) function mo_moment::correlation::correlation_dp	(	real(dp), dimension(:), intent(in)	x,
		real(dp), dimension(:), intent(in)	y,
		logical, dimension(:), intent(in), optional	mask
	)

Definition at line 890 of file mo_moment.f90.

correlation_sp()

real(sp) function mo_moment::correlation::correlation_sp	(	real(sp), dimension(:), intent(in)	x,
		real(sp), dimension(:), intent(in)	y,
		logical, dimension(:), intent(in), optional	mask
	)

Definition at line 925 of file mo_moment.f90.

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The documentation for this interface was generated from the following file:

• src/mo_moment.f90