NAG Library Function Document

nag_anderson_darling_normal_prob (g08ckc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     n – IntegerInput

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

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

2:     issort – Nag_BooleanInput

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

3:     y[n] – const doubleInput

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

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

4:     ybar – double *Output

On exit: the maximum likelihood estimate of mean.

5:     yvar – double *Output

On exit: the maximum likelihood estimate of variance.

6:     a2 – double *Output

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

7:     aa2 – double *Output

On exit: the adjusted $A^2$.

8:     p – double *Output

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

9:     fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.

NE_BAD_PARAM

On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{n}>1$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

NE_NOT_INCREASING

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

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (g08ckce.c)

10.2  Program Data

Program Data (g08ckce.d)

10.3  Program Results

Program Results (g08ckce.r)