NAG Library Routine Document

g08ckf (gofstat_anddar_normal)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:     $\mathbf{n}$ – IntegerInput

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

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

2:     $\mathbf{issort}$ – LogicalInput

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

3:     $\mathbf{y}\left(\mathbf{n}\right)$ – 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:     $\mathbf{ybar}$ – Real (Kind=nag_wp)Output

On exit: the maximum likelihood estimate of mean.

5:     $\mathbf{yvar}$ – Real (Kind=nag_wp)Output

On exit: the maximum likelihood estimate of variance.

6:     $\mathbf{a2}$ – Real (Kind=nag_wp)Output

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

7:     $\mathbf{aa2}$ – Real (Kind=nag_wp)Output

On exit: the adjusted $A^2$.

8:     $\mathbf{p}$ – Real (Kind=nag_wp)Output

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

9:     $\mathbf{ifail}$ – IntegerInput/Output

On entry: ifail must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this argument you should refer to Section 3.4 in How to Use the NAG Library and its Documentation 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 argument, 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, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}>1$.

$\mathbf{ifail}=3$

$\mathbf{issort}=\mathrm{.TRUE.}$ and the data in y is not sorted in ascending order.

$\mathbf{ifail}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 3.9 in How to Use the NAG Library and its Documentation for further information.

$\mathbf{ifail}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 3.8 in How to Use the NAG Library and its Documentation for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 3.7 in How to Use the NAG Library and its Documentation for further information.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (g08ckfe.f90)

10.2

Program Data

Program Data (g08ckfe.d)

10.3

Program Results

Program Results (g08ckfe.r)