NAG Library Routine Document

G01AEF

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

G01AEF constructs a frequency distribution of a variable, according to either user-supplied, or routine-calculated class boundary values.

2 Specification

SUBROUTINE G01AEF (

N, K, X, ICLASS, CB, IFREQ, XMIN, XMAX, IFAIL)

INTEGER	N, K, ICLASS, IFREQ(K), IFAIL
REAL (KIND=nag_wp)	X(N), CB(K), XMIN, XMAX

3 Description

The data consists of a sample of

n

observations of a continuous variable, denoted by

x_{i}

, for

i = 1, 2, \dots, n

. Let

a = \min (x_{1}, \dots, x_{n})

and

b = \max (x_{1}, \dots, x_{n})

G01AEF constructs a frequency distribution with

k (> 1)

classes denoted by

f_{i}

, for

i = 1, 2, \dots, k

The boundary values may be either user-supplied, or routine-calculated, and are denoted by

y_{j}

, for

j = 1, 2, \dots, k - 1

If the boundary values of the classes are to be routine-calculated, then they are determined in one of the following ways:

(a)	if $k > 2$ , the range of $x$ values is divided into $k - 2$ intervals of equal length, and two extreme intervals, defined by the class boundary values $y_{1}, y_{2}, \dots, y_{k - 1}$ ;
(b)	if $k = 2$ , $y_{1} = \frac{1}{2} (a + b)$ .

However formed, the values

y_{1}, \dots, y_{k - 1}

are assumed to be in ascending order. The class frequencies are formed with

$f_{1} =$ the number of $x$ values in the interval $(- \infty, y_{1})$
$f_{i} =$ the number of $x$ values in the interval $[y_{i - 1}, y_{i})$ , $i = 2, \dots, k - 1$
$f_{k} =$ the number of $x$ values in the interval $[y_{k - 1}, \infty)$ ,

where [ means inclusive, and ) means exclusive. If the class boundary values are routine-calculated and

k > 2

, then

f_{1} = f_{k} = 0

, and

y_{1}

and

y_{k - 1}

are chosen so that

y_{1} < a

and

y_{k - 1} > b

If a frequency distribution is required for a discrete variable, then it is suggested that you supply the class boundary values; routine-calculated boundary values may be slightly imprecise (due to the adjustment of

y_{1}

and

y_{k - 1}

outlined above) and cause values very close to a class boundary to be assigned to the wrong class.

4 References

None.

5 Parameters

1: N – INTEGERInput: On entry: $n$ , the number of observations.

Constraint: $N \geq 1$ .
2: K – INTEGERInput: On entry: $k$ , the number of classes desired in the frequency distribution. Whether or not class boundary values are user-supplied, K must include the two extreme classes which stretch to $\pm \infty$ .
Constraint: $K \geq 2$ .
3: X(N) – REAL (KIND=nag_wp) arrayInput: On entry: the sample of observations of the variable for which the frequency distribution is required, $x_{i}$ , for $i = 1, 2, \dots, n$ . The values may be in any order.
4: ICLASS – INTEGERInput: On entry: indicates whether class boundary values are to be calculated within G01AEF, or are supplied by you.
If $ICLASS = 0$ , then the class boundary values are to be calculated within the routine.

If $ICLASS = 1$ , they are user-supplied.

Constraint: $ICLASS = 0$ or $1$ .
5: CB(K) – REAL (KIND=nag_wp) arrayInput/Output: On entry: if $ICLASS = 0$ , then the elements of CB need not be assigned values, as G01AEF calculates $k - 1$ class boundary values.
If $ICLASS = 1$ , the first $k - 1$ elements of CB must contain the class boundary values you supplied, in ascending order.

In both cases, the element $CB (k)$ need not be assigned, as it is not used in the routine.

On exit: the first $k - 1$ elements of CB contain the class boundary values in ascending order.

Constraint: if $ICLASS = 1$ , $CB (i) < CB (i + 1)$ , for $i = 1, 2, \dots, k - 2$ .
6: IFREQ(K) – INTEGER arrayOutput: On exit: the elements of IFREQ contain the frequencies in each class, $f_{i}$ , for $i = 1, 2, \dots, k$ . In particular $IFREQ (1)$ contains the frequency of the class up to $CB (1)$ , $f_{1}$ , and $IFREQ (k)$ contains the frequency of the class greater than $CB (k - 1)$ , $f_{k}$ .
7: XMIN – REAL (KIND=nag_wp)Output: On exit: the smallest value in the sample, $a$ .
8: XMAX – REAL (KIND=nag_wp)Output: On exit: the largest value in the sample, $b$ .
9: IFAIL – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . 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 $- 1 or 1$ 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 $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

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

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$

On entry,

K < 2

$IFAIL = 2$

On entry,

N < 1

$IFAIL = 3$

On entry,

the user-supplied class boundary values are not in ascending order.

7 Accuracy

The method used is believed to be stable.

8 Further Comments

The time taken by G01AEF increases with K and N. It also depends on the distribution of the sample observations.

9 Example

This example summarises a number of datasets. For each dataset the sample observations and optionally class boundary values are read. G01AEF is then called and the frequency distribution and largest and smallest observations printed.

NAG Library Routine DocumentG01AEF

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

NAG Library Routine Document

G01AEF