NAG CL Interface
g01euc returns the value of the Vavilov distribution function .
It is intended to be used after a call to g01zuc
||g01euc (double x,
const double comm_arr)
The function may be called by the names: g01euc, nag_stat_prob_vavilov or nag_prob_vavilov.
evaluates an approximation to the Vavilov distribution function
is described in 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
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
Background information to multithreading can be found in the Multithreading
g01euc 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 example evaluates at , and , and prints the results.