1: $p$ – double Input: On entry: $p$ , the lower tail probability from the required $χ^{2}$ -distribution.

Constraint: $0.0 \leq p < 1.0$ .
2: $df$ – double Input: On entry: $ν$ , the degrees of freedom of the $χ^{2}$ -distribution.

Constraint: $df > 0.0$ .
3: $fail$ – NagError * Input/Output: The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

fail . code =

0.0

On any of the error conditions listed below except $fail . code =$ NE_ALG_NOT_CONV g01fcc returns $0.0$ .
NE_ALG_NOT_CONV: The algorithm has failed to converge in $⟨ value ⟩$ iterations. The result should be a reasonable approximation.
NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_GAM_NOT_CONV: The series used to calculate the gamma function has failed to converge. This is an unlikely error exit.
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.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_PROBAB_CLOSE_TO_TAIL: The probability is too close to $0.0$ or $1.0$ .
NE_REAL_ARG_GE: On entry, $p = ⟨ value ⟩$ .
Constraint: $p < 1.0$ .
NE_REAL_ARG_LE: On entry, $df = ⟨ value ⟩$ .
Constraint: $df > 0.0$ .
NE_REAL_ARG_LT: On entry, $p = ⟨ value ⟩$ .
Constraint: $p \geq 0.0$ .

7 Accuracy

The results should be accurate to five significant digits for most argument values. Some accuracy is lost for

p

close to

0.0

g01fcc is not threaded in any implementation.

For higher accuracy the relationship described in Section 3 may be used and a direct call to g01ffc made.

This example reads lower tail probabilities for several

χ^{2}

-distributions, and calculates and prints the corresponding deviates until the end of data is reached.

g01fc: FL CL CPP AD