mo_moment::covariance Interface Reference

Covariance between vectors. More...

Public Member Functions
real(sp) function	covariance_sp (x, y, mask)
real(dp) function	covariance_dp (x, y, mask)

Detailed Description

Covariance between vectors.

Calculates the covariance between two input vectors:

\[Cov(x,y) = \sum_i\frac{(x_i-\bar x)(y_i-\bar y)}{N}\]

If an optional 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   = covariance(vec1, vec2, mask=((vec1 >= 0.) .and. (vec2 >= 0.)))

See also example in test directory.

Parameters

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

Return values

real(sp/dp) :: covariance

Covariance between x and y.

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 280 of file mo_moment.f90.

Member Function/Subroutine Documentation

covariance_dp()

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

Definition at line 961 of file mo_moment.f90.

covariance_sp()

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

Definition at line 993 of file mo_moment.f90.

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

• src/mo_moment.f90