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: – Nag_TailProbabilityInput
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: – doubleInput
On entry: , the probability from the standard Normal distribution as defined by tail.
3: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
If on exit NE_NOERROR, then g01fac returns .
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument had an illegal value.
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.
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.
On entry, .
On entry, .
The accuracy is mainly limited by the machine precision.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g01fac is not threaded in any implementation.
Four values of tail and p are input and the deviates calculated and printed.