NAG C Library Function Document

nag_deviates_f_dist (g01fdc)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{p}$ – doubleInput

On entry: $p$, the lower tail probability from the required $F$-distribution.

Constraint: $0.0\le \mathbf{p}<1.0$.

2:    $\mathbf{df1}$ – doubleInput

On entry: the degrees of freedom of the numerator variance, ${\nu }_1$.

Constraint: $\mathbf{df1}>0.0$.

3:    $\mathbf{df2}$ – doubleInput

On entry: the degrees of freedom of the denominator variance, ${\nu }_2$.

Constraint: $\mathbf{df2}>0.0$.

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

On any of the error conditions listed below except $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_SOL_NOT_CONV nag_deviates_f_dist (g01fdc) returns $0.0$.

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_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_PROBAB_CLOSE_TO_TAIL

The probability is too close to $0.0$ or $1.0$. The value of $f_p$ cannot be computed. This will only occur when the large sample approximations are used.

NE_REAL_ARG_GE

On entry, $\mathbf{p}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{p}<1.0$.

NE_REAL_ARG_LE

On entry, $\mathbf{df1}=〈\mathit{\text{value}}〉$ and $\mathbf{df2}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{df1}>0.0$ and $\mathbf{df2}>0.0$.

NE_REAL_ARG_LT

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

NE_SOL_NOT_CONV

The solution has failed to converge. However, the result should be a reasonable approximation. Alternatively, nag_deviates_beta (g01fec) can be used with a suitable setting of the argument tol.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (g01fdce.c)

10.2

Program Data

Program Data (g01fdce.d)

10.3

Program Results

Program Results (g01fdce.r)