NAG Library Function Document
nag_prob_vavilov (g01euc) returns the value of the Vavilov distribution function .
It is intended to be used after a call to nag_init_vavilov (g01zuc)
||nag_prob_vavilov (double x,
const double comm_arr)
nag_prob_vavilov (g01euc) evaluates an approximation to the Vavilov distribution function
is described in nag_prob_density_vavilov (g01muc)
. The method used is based on Fourier expansions. Further details can be found in Schorr (1974)
Schorr B (1974) Programs for the Landau and the Vavilov distributions and the corresponding random numbers Comp. Phys. Comm. 7 215–224
x – doubleInput
On entry: the argument of the function.
comm_arr – const doubleCommunication Array
: this must
be the same argument comm_arr
as returned by a previous call to nag_init_vavilov (g01zuc)
6 Error Indicators and Warnings
At least five significant digits are usually correct.
8 Parallelism and Performance
nag_prob_vavilov (g01euc) can be called repeatedly with different values of
provided that the values of
remain unchanged between calls. Otherwise, nag_init_vavilov (g01zuc)
must be called again. This is illustrated in Section 10
This example evaluates at , and , and prints the results.
10.1 Program Text
Program Text (g01euce.c)
10.2 Program Data
Program Data (g01euce.d)
10.3 Program Results
Program Results (g01euce.r)