PROGRAM g01hbfe ! G01HBF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g01hbf, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: prob, tol INTEGER :: i, ifail, ldsig, lwk, n CHARACTER (1) :: tail ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:), b(:), sig(:,:), wk(:), xmu(:) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'G01HBF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) ! Read in the problem size READ (nin,*) n, tol, tail ! Use more workspace, unless N is very large ! as LWK also defines the number of sub-intervals lwk = max(2000,4*n) ldsig = n ALLOCATE (a(n),b(n),xmu(n),sig(ldsig,n),wk(lwk)) ! Read in the means READ (nin,*) xmu(1:n) ! Read in the variance covariance matrix READ (nin,*) (sig(i,1:n),i=1,n) ! Read in bounds IF (tail=='C' .OR. tail=='c' .OR. tail=='U' .OR. tail=='u') THEN READ (nin,*) a(1:n) END IF IF (tail=='C' .OR. tail=='c' .OR. tail=='L' .OR. tail=='l') THEN READ (nin,*) b(1:n) END IF ! Calculate probability ifail = -1 prob = g01hbf(tail,n,a,b,xmu,sig,ldsig,tol,wk,lwk,ifail) IF (ifail/=0) THEN IF (ifail<=3) THEN GO TO 20 END IF END IF ! Display results WRITE (nout,99999) 'Multivariate Normal probability =', prob 20 CONTINUE 99999 FORMAT (1X,A,F7.4) END PROGRAM g01hbfe