Hastings N A J and Peacock J B (1975) Statistical Distributions Butterworth
Wichura (1988) Algorithm AS 241: the percentage points of the Normal distribution Appl. Statist.37 477–484
1: – Character(1)Input
On entry: indicates which tail the supplied probability represents.
The lower probability, i.e., .
The upper probability, i.e., .
The two tail (significance level) probability, i.e., .
The two tail (confidence interval) probability, i.e., .
, , or .
2: – Real (Kind=nag_wp)Input
On entry: , the probability from the standard Normal distribution as defined by tail.
3: – 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:
If on exit , then g01faf returns .
On entry, .
Constraint: , , or .
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.
The accuracy is mainly limited by the machine precision.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g01faf is not threaded in any implementation.
Four values of tail and p are input and the deviates calculated and printed.