Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

vslSSEditPartialCovCor

Modifies the pointers to partial covariance/correlation parameters.

Syntax

status
=
vslssseditpartialcovcor
(
task
,
p_idx_array
,
cov
,
cov_storage
,
cor
,
cor_storage
,
p_cov
,
p_cov_storage
,
p_cor
,
p_cor_storage
)
status
=
vsldsseditpartialcovcor
(
task
,
p_idx_array
,
cov
,
cov_storage
,
cor
,
cor_storage
,
p_cov
,
p_cov_storage
,
p_cor
,
p_cor_storage
)
Include Files
  • mkl_vsl.f90
Input Parameters
Name
Type
Description
task
TYPE(VSL_SS_TASK)
Descriptor of the task
p_idx_array
INTEGER
Pointer to the array that encodes indices of subcomponents
Z
and
Y
of the random vector as described in section Mathematical Notation and Definitions.
p_idx_array[i]
equals to
-1 if the
i
-th component of the random vector belongs to
Z
1, if the
i
-th component of the random vector belongs to
Y
.
cov
REAL(KIND=4) DIMENSION(*)
for
vslssseditpartialcovcor
REAL(KIND=8) DIMENSION(*)
for
vsldsseditpartialcovcor
Pointer to a covariance matrix
cov_storage
INTEGER
Pointer to the storage format of the covariance matrix
cor
REAL(KIND=4) DIMENSION(*)
for
vslssseditpartialcovcor
REAL(KIND=8) DIMENSION(*)
for
vsldsseditpartialcovcor
Pointer to a correlation matrix
cor_storage
INTEGER
Pointer to the storage format of the correlation matrix
p_cov
REAL(KIND=4) DIMENSION(*)
for
vslssseditpartialcovcor
REAL(KIND=8) DIMENSION(*)
for
vsldsseditpartialcovcor
Pointer to a partial covariance matrix
p_cov_storage
INTEGER
Pointer to the storage format of the partial covariance matrix
p_cor
REAL(KIND=4) DIMENSION(*)
for
vslssseditpartialcovcor
REAL(KIND=8) DIMENSION(*)
for
vsldsseditpartialcovcor
Pointer to a partial correlation matrix
p_cor_storage
INTEGER
Pointer to the storage format of the partial correlation matrix
Output Parameters
Name
Type
Description
status
INTEGER
Current status of the task
Description
The
vslSSEditPartialCovCor
routine replaces pointers to covariance/correlation arrays, partial covariance/correlation arrays, and their storage format with values passed as corresponding parameters of the routine. See Table
"Storage formats of a variance-covariance/correlation matrix"
for possible values of the
cov_storage
,
cor_storage
,
p_cov_storage
, and
p_cor_storage
parameters. If you pass a value of
NULL
for a specific input parameter, the value of that parameter in the task des