Hastings N A J and Peacock J B (1975) Statistical Distributions Butterworth
1: – Character(1)Input
On entry: indicates whether the upper or lower tail probability is required.
The lower tail probability is returned, i.e., .
The upper tail probability is returned, i.e., .
2: – Real (Kind=nag_wp)Input
On entry: , the value of the variate with degrees of freedom.
3: – Real (Kind=nag_wp)Input
On entry: , the degrees of freedom of the -distribution.
4: – 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 since useful values can be provided in some output arguments even when on exit. 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:
Note: in some cases g01ecf may return useful information.
If , or on exit, then g01ecf returns .
On entry, .
Constraint: or .
On entry, .
On entry, .
The series used to calculate the gamma probabilities has failed to converge. The result returned should represent an approximation to the solution.
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.
A relative accuracy of five significant figures is obtained in most cases.
8Parallelism and Performance
g01ecf is not threaded in any implementation.
For higher accuracy the transformation described in Section 3 may be used with a direct call to s14baf.
Values from various -distributions are read, the lower tail probabilities calculated, and all these values printed out, until the end of data is reached.