EditCovCor

Modifies the pointers to covariance/correlation parameters.

Syntax

Fortran:

status = vslssseditcovcor(task, mean, cov, cov_storage, cor, cor_storage)

status = vsldsseditcovcor(task, mean, cov, cov_storage, cor, cor_storage)

C:

status = vslsSSEditCovCor(task, mean, cov, cov_storage, cor, cor_storage);

status = vsldSSEditCovCor(task, mean, cov, cov_storage, cor, cor_storage);

Include Files

The Fortran 90 interfaces are specified in the mkl_vsl.f90 include file, and the C interfaces are specified in the mkl_vsl_functions.h include file.

Input Parameters

Name

Type

Description

task

Fortran: TYPE(VSL_SS_TASK)

C: VSLSSTaskPtr

Descriptor of the task

mean

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditcovcor

C: float* for vslsSSEditCovCor

double* for vsldSSEditCovCor

Pointer to the array of means

cov

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditcovcor

C: float* for vslsSSEditCovCor

double* for vsldSSEditCovCor

Pointer to a covariance matrix

cov_storage

Fortran: INTEGER

C: MKL_INT*

Pointer to the storage format of the covariance matrix

cor

Fortran: REAL(KIND=4) DIMENSION(*) for vslssseditcovcor

REAL(KIND=8) DIMENSION(*) for vsldsseditcovcor

C: float* for vslsSSEditCovCor

double* for vsldSSEditCovCor

Pointer to a correlation matrix

cor_storage

Fortran: INTEGER

C: MKL_INT*

Pointer to the storage format of the correlation matrix

Output Parameters

Name

Type

Description

status

Fortran: INTEGER

C: int

Current status of the task

Description

The EditCovCor routine replaces pointers to the array of means, 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 and cor_storage parameters. If an input parameter is NULL, the old value of the parameter remains unchanged in the VSL Summary Statistics task descriptor.

Storage formats of a variance-covariance/correlation matrix

Parameter

Description

VSL_SS_MATRIX_STORAGE_FULL

A symmetric variance-covariance/correlation matrix is a one-dimensional array with elements c(i,j) stored as cp(i*p + j). The size of the array is p*p.

VSL_SS_MATRIX_STORAGE_L_PACKED

A symmetric variance-covariance/correlation matrix with elements c(i,j) is packed as a one-dimensional array cp(i + (2n - j)*(j - 1)/2) for j i. The size of the array is p*(p+ 1)/2.

VSL_SS_MATRIX_STORAGE_U_PACKED

A symmetric variance-covariance/correlation matrix with elements c(i,j) is packed as a one-dimensional array cp(i + j*(j - 1)/2) for i j. The size of the array is p*(p+ 1)/2.


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