mo_moment.f90 File Reference

Statistical moments. More...

Go to the source code of this file.

Data Types
interface	mo_moment::absdev
	Mean absolute deviation from mean. More...
interface	mo_moment::average
	Mean of vector. More...
interface	mo_moment::central_moment
	R-central moment. More...
interface	mo_moment::central_moment_var
	R-central moment variance. More...
interface	mo_moment::correlation
	Correlation between two vectors. More...
interface	mo_moment::covariance
	Covariance between vectors. More...
interface	mo_moment::kurtosis
	Kurtosis of a vector. More...
interface	mo_moment::mean
	Mean of a vector. More...
interface	mo_moment::mixed_central_moment
	R-s mixed central moment between vectors. More...
interface	mo_moment::mixed_central_moment_var
	Mixed central moment variance. More...
interface	mo_moment::moment
	First four moments, stddev and mean absolute devation. More...
interface	mo_moment::skewness
	Skewness of a vector. More...
interface	mo_moment::stddev
	Standard deviation of a vector. More...
interface	mo_moment::variance
	Standard deviation of a vector. More...

Modules
module	mo_moment
	Statistical moments.

Functions/Subroutines
real(dp) function	mo_moment::absdev_dp (dat, mask)
real(sp) function	mo_moment::absdev_sp (dat, mask)
real(dp) function	mo_moment::average_dp (dat, mask)
real(sp) function	mo_moment::average_sp (dat, mask)
real(dp) function	mo_moment::central_moment_dp (x, r, mask)
real(sp) function	mo_moment::central_moment_sp (x, r, mask)
real(dp) function	mo_moment::central_moment_var_dp (x, r, mask)
real(sp) function	mo_moment::central_moment_var_sp (x, r, mask)
real(dp) function	mo_moment::correlation_dp (x, y, mask)
real(sp) function	mo_moment::correlation_sp (x, y, mask)
real(dp) function	mo_moment::covariance_dp (x, y, mask)
real(sp) function	mo_moment::covariance_sp (x, y, mask)
real(dp) function	mo_moment::kurtosis_dp (dat, mask)
real(sp) function	mo_moment::kurtosis_sp (dat, mask)
real(dp) function	mo_moment::mean_dp (dat, mask)
real(sp) function	mo_moment::mean_sp (dat, mask)
	Mean of a vector.
real(dp) function	mo_moment::mixed_central_moment_dp (x, y, r, s, mask)
real(sp) function	mo_moment::mixed_central_moment_sp (x, y, r, s, mask)
real(dp) function	mo_moment::mixed_central_moment_var_dp (x, y, r, s, mask)
real(sp) function	mo_moment::mixed_central_moment_var_sp (x, y, r, s, mask)
subroutine	mo_moment::moment_dp (dat, average, variance, skewness, kurtosis, mean, stddev, absdev, mask, sample)
subroutine	mo_moment::moment_sp (dat, average, variance, skewness, kurtosis, mean, stddev, absdev, mask, sample)
real(dp) function	mo_moment::stddev_dp (dat, mask)
real(sp) function	mo_moment::stddev_sp (dat, mask)
real(dp) function	mo_moment::skewness_dp (dat, mask)
real(sp) function	mo_moment::skewness_sp (dat, mask)
real(dp) function	mo_moment::variance_dp (dat, mask)
real(sp) function	mo_moment::variance_sp (dat, mask)

Detailed Description

Statistical moments.

This module contains routines for the masked calculation of statistical properties such as moments and mixed moments of input vectors

Note

all except variance and standard deviation are population and not sample moments, i.e. they are normally divided by n and not (n-1)

Literature

Central moments and error variances LH Benedict & RD Gould, Towards better uncertainty estimates for turbulence statistics, Experiments in Fluids 22, 129-136, 1996

Changelog

• Matthias Cuntz, Nov 2011
  • written
• Matthias Cuntz, Dec 2011
  • mod. correlation, covariance
• M. Schroen, Sep 2015
  • average/mean for single value
• S. Mueller, Dec 2019
  • remove citations for common sence

Copyright

Copyright 2005-2024, the CHS Developers, Sabine Attinger: All rights reserved. FORCES is released under the LGPLv3+ license

The UFZ (CHS) FORCES code is free software. You can redistribute it and/or modify it under the terms of the GNU General Public License as published by the free Software Foundation either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You received a copy of the GNU Lesser General Public License along with the UFZ CHS FORCES code. It can be found in the files COPYING and COPYING.LESSER provided with this software. The complete GNU license text can also be found at http://www.gnu.org/licenses/.

Definition in file mo_moment.f90.