NAG Library Routine Document

G01EAF

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

1:   TAIL – CHARACTER(1)Input

On entry: indicates which tail the returned probability should represent.

$\mathbf{TAIL}=\text{'L'}$

The lower tail probability is returned, i.e., $P\left(X\le x\right)$.

$\mathbf{TAIL}=\text{'U'}$

The upper tail probability is returned, i.e., $P\left(X\ge x\right)$.

$\mathbf{TAIL}=\text{'S'}$

The two tail (significance level) probability is returned, i.e., $P\left(X\ge \left|x\right|\right)+P\left(X\le -\left|x\right|\right)$.

$\mathbf{TAIL}=\text{'C'}$

The two tail (confidence interval) probability is returned, i.e., $P\left(X\le \left|x\right|\right)-P\left(X\le -\left|x\right|\right)$.

Constraint: $\mathbf{TAIL}=\text{'L'}$, $\text{'U'}$, $\text{'S'}$ or $\text{'C'}$.

2:   X – REAL (KIND=nag_wp)Input

On entry: $x$, the value of the standard Normal variate.

3:   IFAIL – INTEGERInput/Output

On entry: IFAIL must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$. When the value $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.

On exit: $\mathbf{IFAIL}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

$\mathbf{IFAIL}=1$

On entry, $\mathbf{TAIL}\ne \text{'L'}$, $\text{'U'}$, $\text{'S'}$ or $\text{'C'}$.

7 Accuracy

8 Further Comments

9 Example

9.1 Program Text

Program Text (g01eafe.f90)

9.2 Program Data

Program Data (g01eafe.d)

9.3 Program Results

Program Results (g01eafe.r)