NAG Library Function Document

nag_anderson_darling_normal_prob (g08ckc)

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:    $\mathbf{issort}$ – 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:    $\mathbf{y}\left[\mathbf{n}\right]$ – 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:    $\mathbf{ybar}$ – double *Output

On exit: the maximum likelihood estimate of mean.

5:    $\mathbf{yvar}$ – double *Output

On exit: the maximum likelihood estimate of variance.

6:    $\mathbf{a2}$ – double *Output

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

7:    $\mathbf{aa2}$ – double *Output

On exit: the adjusted $A^2$.

8:    $\mathbf{p}$ – double *Output

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

9:    $\mathbf{fail}$ – 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.
See Section 3.2.1.2 in the Essential Introduction for further information.

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.

An unexpected error has been triggered by this function. Please contact NAG.
See Section 3.6.6 in the Essential Introduction for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 3.6.5 in the Essential Introduction for further information.

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)