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NAG Toolbox: nag_stat_prob_vavilov (g01eu)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_stat_prob_vavilov (g01eu) returns the value of the Vavilov distribution function ΦVλ;κ,β2.
It is intended to be used after a call to nag_stat_init_vavilov (g01zu).

Syntax

[result, ifail] = g01eu(x, rcomm)
[result, ifail] = nag_stat_prob_vavilov(x, rcomm)

Description

nag_stat_prob_vavilov (g01eu) evaluates an approximation to the Vavilov distribution function ΦVλ;κ,β2 given by
ΦVλ;κ,β2=-λϕVλ;κ,β2dλ,  
where ϕλ is described in nag_stat_pdf_vavilov (g01mu). The method used is based on Fourier expansions. Further details can be found in Schorr (1974).

References

Schorr B (1974) Programs for the Landau and the Vavilov distributions and the corresponding random numbers Comp. Phys. Comm. 7 215–224

Parameters

Compulsory Input Parameters

1:     x – double scalar
The argument λ of the function.
2:     rcomm322 – double array
This must be the same argument rcomm as returned by a previous call to nag_stat_init_vavilov (g01zu).

Optional Input Parameters

None.

Output Parameters

1:     result – double scalar
The result of the function.
2:     ifail int64int32nag_int scalar
ifail=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:
   ifail=1
Either the initialization function has not been called prior to the first call of this function or a communication array has become corrupted.
   ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
   ifail=-399
Your licence key may have expired or may not have been installed correctly.
   ifail=-999
Dynamic memory allocation failed.

Accuracy

At least five significant digits are usually correct.

Further Comments

nag_stat_prob_vavilov (g01eu) can be called repeatedly with different values of λ provided that the values of κ and β2 remain unchanged between calls. Otherwise, nag_stat_init_vavilov (g01zu) must be called again. This is illustrated in Example.

Example

This example evaluates ΦVλ;κ,β2 at λ=0.1, κ=2.5 and β2=0.7, and prints the results.
function g01eu_example


fprintf('g01eu example results\n\n');

% Vavilov distribution function
rkappa = 2.5;
beta2 = 0.7;
mode = int64(1);
x = 0.1;

[xl, xu, work, ifail] = g01zu( ...
			       rkappa, beta2, mode);

[p, ifail] = g01eu(x, work);

fprintf('Phi_v(%5.1f;%5.1f,%6.2f) = %7.4f\n',x,rkappa,beta2,p);


g01eu example results

Phi_v(  0.1;  2.5,  0.70) =  0.9998

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