nag_prob_density_vavilov (g01muc) returns the value of the Vavilov density function .
It is intended to be used after a call to
nag_init_vavilov (g01zuc).
nag_prob_density_vavilov (g01muc) evaluates an approximation to the Vavilov density function
given by
where
and
,
is an arbitrary real constant and
is the exponential integral,
and
is Euler's constant.
The method used is based on Fourier expansions. Further details can be found in
Schorr (1974).
Schorr B (1974) Programs for the Landau and the Vavilov distributions and the corresponding random numbers Comp. Phys. Comm. 7 215–224
None.
At least five significant digits are usually correct.
Not applicable.
nag_prob_density_vavilov (g01muc) can be called repeatedly with different values of
provided that the values of
and
remain unchanged between calls. Otherwise,
nag_init_vavilov (g01zuc) must be called again. This is illustrated in
Section 10.