14 Normal Distribution
- PDA_DERF (SLATEC/CAMSUN)
Calculates the double precision error function for double precision argument X.
- PDA_DERFC (SLATEC/CAMSUN)
Calculates the double precision complementary error function for double precision
argument X.
- PDA_PPND16
Returns the normal deviate corresponding to a given lower tail area of P.
The error function erf() in NAG is S15AEF. In SLATEC it is replaced by PDA_DERF. The NAG code
might look like
INTEGER IFAIL
DOUBLE PRECISION X, P
DOUBLE PRECISION S15AEF
IFAIL = 1
P = S15AEF( X, IFAIL )
IF ( IFAIL .NE. 0 ) THEN
An error has occurred
END IF
The new code would be
INTEGER IFAIL
DOUBLE PRECISION X, P
DOUBLE PRECISION PDA_DERF
IFAIL = 0
P = PDA_DERF( X, IFAIL )
IF ( IFAIL .NE. 0 ) THEN
An error has occurred
END IF
The complementary error function erfc() in NAG is S15ADF. In SLATEC it is replaced by
PDA_DERFC. Migration hints are not yet available, but the replacement of calls to S15ADF with
PDA_DERF should be very similar to replacing S15AEF with PDA_DERF.