NAG Library Routine Document

G08CKF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     N – INTEGERInput

On entry: $n$, the number of observations.

Constraint: $\mathbf{N}>1$.

2:     ISSORT – LOGICALInput

On entry: set $\mathbf{ISSORT}=\mathrm{.TRUE.}$ if the observations are sorted in ascending order; otherwise the routine will sort the observations.

3:     Y(N) – REAL (KIND=nag_wp) arrayInput

On entry: $y_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,n$, the $n$ observations.

Constraint: if $\mathbf{ISSORT}=\mathrm{.TRUE.}$, the values must be sorted in ascending order.

4:     YBAR – REAL (KIND=nag_wp)Output

On exit: the maximum likelihood estimate of mean.

5:     YVAR – REAL (KIND=nag_wp)Output

On exit: the maximum likelihood estimate of variance.

6:     A2 – REAL (KIND=nag_wp)Output

On exit: $A^2$, the Anderson–Darling test statistic.

7:     AA2 – REAL (KIND=nag_wp)Output

On exit: the adjusted $A^2$.

8:     P – REAL (KIND=nag_wp)Output

On exit: $p$, the upper tail probability for the adjusted $A^2$.

9:     IFAIL – INTEGERInput/Output

On entry: IFAIL must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$. When the value $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.

On exit: $\mathbf{IFAIL}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

$\mathbf{IFAIL}=1$

On entry,

$\mathbf{N}<2$.

$\mathbf{IFAIL}=3$

The data in Y is not sorted in ascending order.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (g08ckfe.f90)

9.2  Program Data

Program Data (g08ckfe.d)

9.3  Program Results

Program Results (g08ckfe.r)