NAG CL Interface
g01muc returns the value of the Vavilov density function .
It is intended to be used after a call to g01zuc
||g01muc (double x,
const double comm_arr)
The function may be called by the names: g01muc, nag_stat_pdf_vavilov or nag_prob_density_vavilov.
evaluates an approximation to the Vavilov density function
is an arbitrary real constant and
is the exponential integral,
is Euler's constant.
The method used is based on Fourier expansions. Further details can be found in
For values of , the Vavilov distribution can be replaced by the Landau distribution since . For values of , the Vavilov distribution can be replaced by a Gaussian distribution with mean and variance .
Schorr B (1974) Programs for the Landau and the Vavilov distributions and the corresponding random numbers Comp. Phys. Comm. 7 215–224
On entry: the argument of the function.
– const double
: this must
be the same argument comm_arr
as returned by a previous call to g01zuc
Error Indicators and Warnings
At least five significant digits are usually correct.
Parallelism and Performance
g01muc is not threaded in any implementation.
can be called repeatedly with different values of
provided that the values of
remain unchanged between calls. Otherwise, g01zuc
must be called again. This is illustrated in Section 10
This example evaluates at ,
and , and prints the results.