Note
Generic cost function: difference between the imposed statistical moments and those obtained. The optimization problem must be turned into a maximization problem (as often in the optimization routines).
The closer cost to 100 the better series.
Type | Intent | Optional | Attributes | Name | ||
---|---|---|---|---|---|---|
integer(kind=I4), | intent(in) | :: | n |
number of unknowns |
||
real(kind=R8), | intent(in), | dimension(1:n) | :: | x |
vector of unknowns |