* G01HBF Example Program Text * Mark 15 Release. NAG Copyright 1991. * .. Parameters .. INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) INTEGER NMAX, LWK PARAMETER (NMAX=10,LWK=2000) * .. Local Scalars .. DOUBLE PRECISION PROB, TOL INTEGER I, IFAIL, J, N CHARACTER TAIL * .. Local Arrays .. DOUBLE PRECISION A(NMAX), B(NMAX), SIG(NMAX,NMAX), WK(LWK), + XMU(NMAX) * .. External Functions .. DOUBLE PRECISION G01HBF EXTERNAL G01HBF * .. Executable Statements .. WRITE (NOUT,*) 'G01HBF Example Program Results' * Skip heading in data file READ (NIN,*) READ (NIN,*) N, TOL, TAIL IF (N.LE.NMAX) THEN READ (NIN,*) (XMU(J),J=1,N) DO 20 I = 1, N READ (NIN,*) (SIG(I,J),J=1,N) 20 CONTINUE IF (TAIL.EQ.'C' .OR. TAIL.EQ.'c' .OR. TAIL.EQ.'U' .OR. TAIL.EQ. + 'u') READ (NIN,*) (A(J),J=1,N) IF (TAIL.EQ.'C' .OR. TAIL.EQ.'c' .OR. TAIL.EQ.'L' .OR. TAIL.EQ. + 'l') READ (NIN,*) (B(J),J=1,N) IFAIL = -1 * PROB = G01HBF(TAIL,N,A,B,XMU,SIG,NMAX,TOL,WK,LWK,IFAIL) * IF (IFAIL.EQ.0 .OR. IFAIL.GT.3) THEN WRITE (NOUT,*) WRITE (NOUT,99999) 'Multivariate Normal probability = ', + PROB END IF END IF STOP * 99999 FORMAT (1X,A,F6.4) END