PDAF_diag_compute_moments

This page documents the routine PDAF_diag_compute_moments of PDAF, which was introduced with PDAF V3.0.

This routine computes the mean, the unbiased variance, the unbiased skewness, and the unbiased excess kurtosis from an ensemble. All moments are stored in a single array. kmax controls the highest order that should be computed.

The routine can be called in the pre/poststep routine of PDAF both before and after the analysis step to compute the ensemble statistics.

The interface is the following:

SUBROUTINE PDAF_diag_compute_moments(dim_p, dim_ens, ens, kmax, moments, bias) 

with the following arguments:

• dim_p : INTEGER, INTENT(IN)
  Size of the state vector

• dim_ens : INTEGER, INTENT(IN)
  Ensemble size

• ens : REAL, DIMENSION(dim_p,dim_ens), INTENT(IN)
  Ensemble matrix

• kmax : INTEGER, INTENT(IN)
  Highest order of statistical moment (1-4)

• moments : REAL, DIMENSION(dim_p,kmax), INTENT(OUT)
  The statistical moments up to order kmax with
  • column 1: mean
  • column 2: variance
  • column 3: skewness
  • colmnu 4: excess kurtosis

• bias : INTEGER, OPTIONAL, INTENT(IN)
  If 0 bias-corrected values are computed (default)