NAG Library Function Document

nag_normal_pdf (g01kac)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     x – doubleInput

On entry: $x$, the value at which the PDF is to be evaluated.

2:     xmean – doubleInput

On entry: $\mu$, the mean of the Normal distribution.

3:     xstd – doubleInput

On entry: $\sigma$, the standard deviation of the Normal distribution.

Constraint: $z<\mathbf{xstd}\sqrt{2\pi }<1.0/z$, where $z=\mathbf{nag\_real\_safe\_small\_number}$, the safe range parameter.

4:     fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

NE_OVERFLOW

Computation abandoned owing to an internal calculation overflowing.

NE_REAL

On entry, $\mathbf{xstd}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{xstd}\times \sqrt{2.0\pi }>\mathbf{nag\_real\_safe\_small\_number}$.

NE_UNDERFLOW

Computation abandoned owing to underflow of $\frac{1}{\left(\sigma \times \sqrt{2\pi }\right)}$.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (g01kace.c)

10.2  Program Data

Program Data (g01kace.d)

10.3  Program Results

Program Results (g01kace.r)