NAG Library Routine Document
s15acf returns the value of the complement of the cumulative Normal distribution function, , via the function name.
|Real (Kind=nag_wp)||:: ||s15acf|
|Integer, Intent (Inout)||:: ||ifail|
|Real (Kind=nag_wp), Intent (In)||:: ||x|C Header Interface
s15acf_ (const double *x, Integer *ifail)|
evaluates an approximate value for the complement of the cumulative Normal distribution function
The routine is based on the fact that
and it calls s15adf
to obtain the necessary value of
, the complementary error function.
Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications
- 1: – Real (Kind=nag_wp)Input
On entry: the argument of the function.
- 2: – IntegerInput/Output
must be set to
. If you are unfamiliar with this argument you should refer to Section 3.4
in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
is recommended. If the output of error messages is undesirable, then the value
is recommended. Otherwise, if you are not familiar with this argument, the recommended value is
. When the value is used it is essential to test the value of ifail on exit.
unless the routine detects an error or a warning has been flagged (see Section 6
Error Indicators and Warnings
There are no failure exits from this routine. The argument ifail
is included for consistency with other routines in this chapter.
Because of its close relationship with
the accuracy of this routine is very similar to that in s15adf
are the relative errors in result and argument, respectively, then in principle they are related by
For negative or small positive this factor is always less than one and accuracy is mainly limited by machine precision. For large positive we find and hence to a certain extent relative accuracy is unavoidably lost. However the absolute error in the result, , is given by
and since this factor is always less than one absolute accuracy can be guaranteed for all
Parallelism and Performance
s15acf is not threaded in any implementation.
This example reads values of the argument from a file, evaluates the function at each value of and prints the results.
Program Text (s15acfe.f90)
Program Data (s15acfe.d)
Program Results (s15acfe.r)