NAG C Library Function Document

nag_prob_chi_sq (g01ecc)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{tail}$ – Nag_TailProbabilityInput

On entry: indicates whether the upper or lower tail probability is required.

$\mathbf{tail}=\mathrm{Nag\_LowerTail}$

The lower tail probability is returned, i.e., $P\left(X\le x:\nu \right)$.

$\mathbf{tail}=\mathrm{Nag\_UpperTail}$

The upper tail probability is returned, i.e., $P\left(X\ge x:\nu \right)$.

Constraint: $\mathbf{tail}=\mathrm{Nag\_LowerTail}$ or $\mathrm{Nag\_UpperTail}$.

2:    $\mathbf{x}$ – doubleInput

On entry: $x$, the value of the ${\chi }^2$ variate with $\nu$ degrees of freedom.

Constraint: $\mathbf{x}\ge 0.0$.

3:    $\mathbf{df}$ – doubleInput

On entry: $\nu$, the degrees of freedom of the ${\chi }^2$-distribution.

Constraint: $\mathbf{df}>0.0$.

4:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALG_NOT_CONV

The series used to calculate the gamma probabilities has failed to converge. The result returned should represent an approximation to the solution.

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INTERNAL_ERROR

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 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_REAL_ARG_LE

On entry, $\mathbf{df}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{df}>0.0$.

NE_REAL_ARG_LT

On entry, $\mathbf{x}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{x}\ge 0.0$.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (g01ecce.c)

10.2

Program Data

Program Data (g01ecce.d)

10.3

Program Results

Program Results (g01ecce.r)