Documentation for module statistical_methods

Methods to perform on the fly statistical analysis of data -) Schiferl and Wallace, J. Chem. Phys. 83 (10) 1985

source: statistical_methods.F
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public Subroutines/Functions:

SUBROUTINE
k_test (xdata, istart, n, tau, z, prob)
Kandall's test for correlation
SUBROUTINE
sw_test (ix, n, w, pw)
Shapiro - Wilk's test or W-statistic to test normality of a distribution R94 APPL. STATIST. (1995) VOL.44, NO.4 Calculates the Shapiro-Wilk W test and its significance level
SUBROUTINE
vn_test (xdata, n, r, u, prob)
Von Neumann test for serial correlation

Parameters:

INTEGER
:: min_sample_size = 20

SUBROUTINEk_test(xdata, istart, n, tau, z, prob)

Kandall's test for correlation

Arguments:
REAL(dp),
POINTER
:: xdata(:) ...
INTEGER,
INTENT(in)
:: istart ...
INTEGER,
INTENT(in)
:: n ...
REAL(dp)
:: tau ...
REAL(dp)
:: z ...
REAL(dp)
:: prob ...

SUBROUTINEsw_test(ix, n, w, pw)

Shapiro - Wilk's test or W-statistic to test normality of a distribution R94 APPL. STATIST. (1995) VOL.44, NO.4 Calculates the Shapiro-Wilk W test and its significance level

Arguments:
REAL(dp),
POINTER
:: ix(:) ...
INTEGER,
INTENT(in)
:: n ...
REAL(dp),
INTENT(out)
:: w ...
REAL(dp),
INTENT(out)
:: pw ...

SUBROUTINEvn_test(xdata, n, r, u, prob)

Von Neumann test for serial correlation

Arguments:
REAL(dp),
POINTER
:: xdata(:) ...
INTEGER,
INTENT(in)
:: n ...
REAL(dp)
:: r ...
REAL(dp)
:: u ...
REAL(dp)
:: prob ...