The function may be called by the names: g01kac, nag_stat_pdf_normal or nag_normal_pdf.
The Normal distribution has probability density function (PDF)
1: – doubleInput
On entry: , the value at which the PDF is to be evaluated.
2: – doubleInput
On entry: , the mean of the Normal distribution.
3: – doubleInput
On entry: , the standard deviation of the Normal distribution.
, where , the safe range parameter.
4: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
If NE_NOERROR, then g01kac returns .
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
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.
Computation abandoned owing to an internal calculation overflowing.
On entry, .
Constraint: , where is the safe range parameter as defined by X02AMC.
Computation abandoned owing to underflow of .
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g01kac is not threaded in any implementation.
This example prints the value of the Normal distribution PDF at four different points x with differing xmean and xstd.