NAG Library Routine Document

G01KQF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     ILOG – INTEGERInput

On entry: the value of ILOG determines whether the logarithmic value is returned in PDF.

$\mathbf{ILOG}=0$

$f\left(x_i,{\mu }_i,{\sigma }_i\right)$, the probability density function is returned.

$\mathbf{ILOG}=1$

$\log \left(f\left(x_i,{\mu }_i,{\sigma }_i\right)\right)$, the logarithm of the probability density function is returned.

Constraint: $\mathbf{ILOG}=0$ or $1$.

2:     LX – INTEGERInput

On entry: the length of the array X.

Constraint: $\mathbf{LX}>0$.

3:     X(LX) – REAL (KIND=nag_wp) arrayInput

On entry: $x_i$, the values at which the PDF is to be evaluated with $x_i=\mathbf{X}\left(j\right)$, $j=\left(\left(i-1\right)\mathrm{ mod }\mathbf{LX}\right)+1$, for $i=1,2,\dots ,\max \left(\mathbf{LX},\mathbf{LXSTD},\mathbf{LXMU}\right)$.

4:     LXMU – INTEGERInput

On entry: the length of the array XMU.

Constraint: $\mathbf{LXMU}>0$.

5:     XMU(LXMU) – REAL (KIND=nag_wp) arrayInput

On entry: ${\mu }_i$, the means with ${\mu }_i=\mathbf{XMU}\left(j\right)$, $j=\left(\left(i-1\right)\mathrm{ mod }\mathbf{LXMU}\right)+1$.

6:     LXSTD – INTEGERInput

On entry: the length of the array XSTD.

Constraint: $\mathbf{LXSTD}>0$.

7:     XSTD(LXSTD) – REAL (KIND=nag_wp) arrayInput

On entry: ${\sigma }_i$, the standard deviations with ${\sigma }_i=\mathbf{XSTD}\left(j\right)$, $j=\left(\left(i-1\right)\mathrm{ mod }\mathbf{LXSTD}\right)+1$.

Constraint: $\mathbf{XSTD}\left(\mathit{j}\right)\ge 0.0$, for $\mathit{j}=1,2,\dots ,\mathbf{LXSTD}$.

8:     PDF($*$) – REAL (KIND=nag_wp) arrayOutput

Note: the dimension of the array PDF must be at least $\max \left(\mathbf{LX},\mathbf{LXSTD},\mathbf{LXMU}\right)$.

On exit: $f\left(x_i,{\mu }_i,{\sigma }_i\right)$ or $\log \left(f\left(x_i,{\mu }_i,{\sigma }_i\right)\right)$.

9:     IVALID($*$) – INTEGER arrayOutput

Note: the dimension of the array IVALID must be at least $\max \left(\mathbf{LX},\mathbf{LXSTD},\mathbf{LXMU}\right)$.

On exit: $\mathbf{IVALID}\left(i\right)$ indicates any errors with the input arguments, with

$\mathbf{IVALID}\left(i\right)=0$

No error.

$\mathbf{IVALID}\left(i\right)=1$

${\sigma }_i<0$.

10:   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, at least one value of XSTD was invalid.
Check IVALID for more information.

$\mathbf{IFAIL}=2$

On entry, $\mathbf{ILOG}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{ILOG}=0$ or $1$.

$\mathbf{IFAIL}=3$

On entry, $\text{array size}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{LX}>0$.

$\mathbf{IFAIL}=4$

On entry, $\text{array size}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{LXMU}>0$.

$\mathbf{IFAIL}=5$

On entry, $\text{array size}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{LXSTD}>0$.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (g01kqfe.f90)

9.2  Program Data

Program Data (g01kqfe.d)

9.3  Program Results

Program Results (g01kqfe.r)