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Addition of a function to compute the k-th order central moment of an array #153
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,265 @@ | ||
| #:include "common.fypp" | ||
| #:set RANKS = range(1, MAXRANK + 1) | ||
| #:set RC_KINDS_TYPES = REAL_KINDS_TYPES + CMPLX_KINDS_TYPES | ||
| submodule (stdlib_experimental_stats) stdlib_experimental_stats_moment | ||
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| use, intrinsic:: ieee_arithmetic, only: ieee_value, ieee_quiet_nan | ||
| use stdlib_experimental_error, only: error_stop | ||
| use stdlib_experimental_optval, only: optval | ||
| implicit none | ||
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| contains | ||
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| #:for k1, t1 in RC_KINDS_TYPES | ||
| #:for rank in RANKS | ||
| #:set RName = rname("moment_all",rank, t1, k1) | ||
| module function ${RName}$(x, order, mask) result(res) | ||
| ${t1}$, intent(in) :: x${ranksuffix(rank)}$ | ||
| integer, intent(in) :: order | ||
| logical, intent(in), optional :: mask | ||
| ${t1}$ :: res | ||
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| real(${k1}$) :: n | ||
| ${t1}$ :: mean | ||
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| if (.not.optval(mask, .true.)) then | ||
| res = ieee_value(1._${k1}$, ieee_quiet_nan) | ||
| return | ||
| end if | ||
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| n = size(x, kind = int64) | ||
| mean = sum(x) / n | ||
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| res = sum((x - mean)**order) / n | ||
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| end function ${RName}$ | ||
| #:endfor | ||
| #:endfor | ||
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| #:for k1, t1 in INT_KINDS_TYPES | ||
| #:for rank in RANKS | ||
| #:set RName = rname("moment_all",rank, t1, k1, 'dp') | ||
| module function ${RName}$(x, order, mask) result(res) | ||
| ${t1}$, intent(in) :: x${ranksuffix(rank)}$ | ||
| integer, intent(in) :: order | ||
| logical, intent(in), optional :: mask | ||
| real(dp) :: res | ||
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| real(dp) :: n, mean | ||
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| if (.not.optval(mask, .true.)) then | ||
| res = ieee_value(1._dp, ieee_quiet_nan) | ||
| return | ||
| end if | ||
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| n = size(x, kind = int64) | ||
| mean = sum(real(x, dp)) / n | ||
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| res = sum((real(x, dp) - mean)**order) / n | ||
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| end function ${RName}$ | ||
| #:endfor | ||
| #:endfor | ||
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| #:for k1, t1 in RC_KINDS_TYPES | ||
| #:for rank in RANKS | ||
| #:set RName = rname("moment",rank, t1, k1) | ||
| module function ${RName}$(x, order, dim, mask) result(res) | ||
| ${t1}$, intent(in) :: x${ranksuffix(rank)}$ | ||
| integer, intent(in) :: order | ||
| integer, intent(in) :: dim | ||
| logical, intent(in), optional :: mask | ||
| ${t1}$ :: res${reduced_shape('x', rank, 'dim')}$ | ||
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| integer :: i | ||
| real(${k1}$) :: n | ||
| ${t1}$ :: mean${reduced_shape('x', rank, 'dim')}$ | ||
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| if (.not.optval(mask, .true.)) then | ||
| res = ieee_value(1._${k1}$, ieee_quiet_nan) | ||
| return | ||
| end if | ||
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| n = size(x, dim) | ||
| mean = sum(x, dim) / n | ||
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| res = 0 | ||
| select case(dim) | ||
| #:for fi in range(1, rank+1) | ||
| case(${fi}$) | ||
| do i = 1, size(x, dim) | ||
| res = res + (x${select_subarray(rank, [(fi, 'i')])}$ - mean)**order | ||
| end do | ||
| #:endfor | ||
| case default | ||
| call error_stop("ERROR (moment): wrong dimension") | ||
| end select | ||
| res = res / n | ||
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| end function ${RName}$ | ||
| #:endfor | ||
| #:endfor | ||
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| #:for k1, t1 in INT_KINDS_TYPES | ||
| #:for rank in RANKS | ||
| #:set RName = rname("moment",rank, t1, k1, 'dp') | ||
| module function ${RName}$(x, order, dim, mask) result(res) | ||
| ${t1}$, intent(in) :: x${ranksuffix(rank)}$ | ||
| integer, intent(in) :: order | ||
| integer, intent(in) :: dim | ||
| logical, intent(in), optional :: mask | ||
| real(dp) :: res${reduced_shape('x', rank, 'dim')}$ | ||
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| integer :: i | ||
| real(dp) :: n | ||
| real(dp) :: mean${reduced_shape('x', rank, 'dim')}$ | ||
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| if (.not.optval(mask, .true.)) then | ||
| res = ieee_value(1._dp, ieee_quiet_nan) | ||
| return | ||
| end if | ||
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| n = size(x, dim) | ||
| mean = sum(real(x, dp), dim) / n | ||
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| res = 0 | ||
| select case(dim) | ||
| #:for fi in range(1, rank+1) | ||
| case(${fi}$) | ||
| do i = 1, size(x, dim) | ||
| res = res + (real(x${select_subarray(rank, [(fi, 'i')])}$, dp) - mean)**order | ||
| end do | ||
| #:endfor | ||
| case default | ||
| call error_stop("ERROR (moment): wrong dimension") | ||
| end select | ||
| res = res / n | ||
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| end function ${RName}$ | ||
| #:endfor | ||
| #:endfor | ||
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| #:for k1, t1 in RC_KINDS_TYPES | ||
| #:for rank in RANKS | ||
| #:set RName = rname("moment_mask_all",rank, t1, k1) | ||
| module function ${RName}$(x, order, mask) result(res) | ||
| ${t1}$, intent(in) :: x${ranksuffix(rank)}$ | ||
| integer, intent(in) :: order | ||
| logical, intent(in) :: mask${ranksuffix(rank)}$ | ||
| ${t1}$ :: res | ||
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| real(${k1}$) :: n | ||
| ${t1}$ :: mean | ||
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| n = count(mask, kind = int64) | ||
| mean = sum(x, mask) / n | ||
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| res = sum((x - mean)**order, mask) / n | ||
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| end function ${RName}$ | ||
| #:endfor | ||
| #:endfor | ||
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| #:for k1, t1 in INT_KINDS_TYPES | ||
| #:for rank in RANKS | ||
| #:set RName = rname("moment_mask_all",rank, t1, k1, 'dp') | ||
| module function ${RName}$(x, order, mask) result(res) | ||
| ${t1}$, intent(in) :: x${ranksuffix(rank)}$ | ||
| integer, intent(in) :: order | ||
| logical, intent(in) :: mask${ranksuffix(rank)}$ | ||
| real(dp) :: res | ||
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| real(dp) :: n, mean | ||
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| n = count(mask, kind = int64) | ||
| mean = sum(real(x, dp), mask) / n | ||
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| res = sum((real(x, dp) - mean)**order, mask) / n | ||
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| end function ${RName}$ | ||
| #:endfor | ||
| #:endfor | ||
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| #:for k1, t1 in RC_KINDS_TYPES | ||
| #:for rank in RANKS | ||
| #:set RName = rname("moment_mask",rank, t1, k1) | ||
| module function ${RName}$(x, order, dim, mask) result(res) | ||
| ${t1}$, intent(in) :: x${ranksuffix(rank)}$ | ||
| integer, intent(in) :: order | ||
| integer, intent(in) :: dim | ||
| logical, intent(in) :: mask${ranksuffix(rank)}$ | ||
| ${t1}$ :: res${reduced_shape('x', rank, 'dim')}$ | ||
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| integer :: i | ||
| real(${k1}$) :: n${reduced_shape('x', rank, 'dim')}$ | ||
| ${t1}$ :: mean${reduced_shape('x', rank, 'dim')}$ | ||
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| n = count(mask, dim) | ||
| mean = sum(x, dim, mask) / n | ||
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| res = 0 | ||
| select case(dim) | ||
| #:for fi in range(1, rank+1) | ||
| case(${fi}$) | ||
| do i = 1, size(x, dim) | ||
| res = res + merge( (x${select_subarray(rank, [(fi, 'i')])}$ - mean)**order,& | ||
| #:if t1[0] == 'r' | ||
| 0._${k1}$,& | ||
| #:else | ||
| cmplx(0,0,kind=${k1}$),& | ||
| #:endif | ||
| mask${select_subarray(rank, [(fi, 'i')])}$) | ||
| end do | ||
| #:endfor | ||
| case default | ||
| call error_stop("ERROR (moment): wrong dimension") | ||
| end select | ||
| res = res / n | ||
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| end function ${RName}$ | ||
| #:endfor | ||
| #:endfor | ||
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| #:for k1, t1 in INT_KINDS_TYPES | ||
| #:for rank in RANKS | ||
| #:set RName = rname("moment_mask",rank, t1, k1, 'dp') | ||
| module function ${RName}$(x, order, dim, mask) result(res) | ||
| ${t1}$, intent(in) :: x${ranksuffix(rank)}$ | ||
| integer, intent(in) :: order | ||
| integer, intent(in) :: dim | ||
| logical, intent(in) :: mask${ranksuffix(rank)}$ | ||
| real(dp) :: res${reduced_shape('x', rank, 'dim')}$ | ||
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| integer :: i | ||
| real(dp) :: n${reduced_shape('x', rank, 'dim')}$ | ||
| real(dp) :: mean${reduced_shape('x', rank, 'dim')}$ | ||
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| n = count(mask, dim) | ||
| mean = sum(real(x, dp), dim, mask) / n | ||
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| res = 0 | ||
| select case(dim) | ||
| #:for fi in range(1, rank+1) | ||
| case(${fi}$) | ||
| do i = 1, size(x, dim) | ||
| res = res + merge((real(x${select_subarray(rank, [(fi, 'i')])}$, dp) - mean)**order,& | ||
| 0._dp, mask${select_subarray(rank, [(fi, 'i')])}$) | ||
| end do | ||
| #:endfor | ||
| case default | ||
| call error_stop("ERROR (moment): wrong dimension") | ||
| end select | ||
| res = res / n | ||
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| end function ${RName}$ | ||
| #:endfor | ||
| #:endfor | ||
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| end submodule | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,4 +1,5 @@ | ||
| ADDTEST(mean) | ||
| ADDTEST(moment) | ||
| ADDTEST(var) | ||
| ADDTEST(varn) | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,3 +1,3 @@ | ||
| PROGS_SRC = test_mean.f90 test_var.f90 | ||
| PROGS_SRC = test_mean.f90 test_moment.f90 test_var.f90 | ||
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| include ../Makefile.manual.test.mk |
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Why not
here? Is there a concern about the overhead from calling
mean()?There was a problem hiding this comment.
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It was indeed to avoid the overhead of calling
mean(especially whenmeanis an array).