statistical_methods Module Reference

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

Functions/Subroutines
subroutine, public	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, public	k_test (xdata, istart, n, tau, z, prob)
	Kandall's test for correlation.
subroutine, public	vn_test (xdata, n, r, u, prob)
	Von Neumann test for serial correlation.

Variables
integer, parameter, public	min_sample_size = 20

Detailed Description

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

Author

Teodoro Laino (01.2007) [tlaino]

History

• Teodoro Laino (10.2008) [tlaino] - University of Zurich module made publicly available

Function/Subroutine Documentation

sw_test()

subroutine, public statistical_methods::sw_test	(	real(kind=dp), dimension(:), pointer	ix,
		integer, intent(in)	n,
		real(kind=dp), intent(out)	w,
		real(kind=dp), intent(out)	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.

Parameters

ix	...
n	...
w	...
pw	...

History

Teodoro Laino (02.2007) [tlaino]

Definition at line 46 of file statistical_methods.F.

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k_test()

subroutine, public statistical_methods::k_test	(	real(kind=dp), dimension(:), pointer	xdata,
		integer, intent(in)	istart,
		integer, intent(in)	n,
		real(kind=dp)	tau,
		real(kind=dp)	z,
		real(kind=dp)	prob
	)

Kandall's test for correlation.

Parameters

xdata	...
istart	...
n	...
tau	...
z	...
prob	...

History

Teodoro Laino (02.2007) [tlaino]

Note

tau: Kendall's Tau z: number of std devs from 0 of tau prob: tau's probability

Definition at line 355 of file statistical_methods.F.

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vn_test()

subroutine, public statistical_methods::vn_test	(	real(kind=dp), dimension(:), pointer	xdata,
		integer, intent(in)	n,
		real(kind=dp)	r,
		real(kind=dp)	u,
		real(kind=dp)	prob
	)

Von Neumann test for serial correlation.

Parameters

xdata	...
n	...
r	...
u	...
prob	...

History

Teodoro Laino (02.2007) [tlaino]

Definition at line 397 of file statistical_methods.F.

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Variable Documentation

min_sample_size

integer, parameter, public statistical_methods::min_sample_size = 20

Definition at line 28 of file statistical_methods.F.