Knüsel L (1986) Computation of the chi-square and Poisson distribution SIAM J. Sci. Statist. Comput.7 1022–1036
1: – Real (Kind=nag_wp)Input
On entry: the parameter of the Poisson distribution.
2: – IntegerInput
On entry: the integer which defines the required probabilities.
3: – Real (Kind=nag_wp)Output
On exit: the lower tail probability, .
4: – Real (Kind=nag_wp)Output
On exit: the upper tail probability, .
5: – Real (Kind=nag_wp)Output
On exit: the point probability, .
6: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended. When the value or is used it is essential to test the value of ifail on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
On entry, .
On entry, .
On entry, .
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
Results are correct to a relative accuracy of at least on machines with a precision of or more decimal digits, and to a relative accuracy of at least on machines of lower precision (provided that the results do not underflow to zero).
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g01bkf is not threaded in any implementation.
The time taken by g01bkf depends on and . For given , the time is greatest when , and is then approximately proportional to .
This example reads values of and from a data file until end-of-file is reached, and prints the corresponding probabilities.