NAG Library Routine Document

G08CJF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     $\mathrm{N}$ – INTEGERInput

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

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

2:     $\mathrm{ISSORT}$ – LOGICALInput

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

3:     $\mathrm{Y}\left(\mathbf{N}\right)$ – REAL (KIND=nag_wp) arrayInput/Output

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

On exit: if $\mathbf{ISSORT}=\mathrm{.FALSE.}$, the data sorted in ascending order; otherwise the array is unchanged.

Constraint: if $\mathbf{ISSORT}=\mathrm{.TRUE.}$, the values must be sorted in ascending order. Each $y_i$ must lie in the interval $\left(0,1\right)$.

4:     $\mathrm{A2}$ – REAL (KIND=nag_wp)Output

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

5:     $\mathrm{P}$ – REAL (KIND=nag_wp)Output

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

6:     $\mathrm{IFAIL}$ – 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, $\mathbf{N}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{N}>1$.

$\mathbf{IFAIL}=3$

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

$\mathbf{IFAIL}=9$

The data in Y must lie in the interval $\left(0,1\right)$.

$\mathbf{IFAIL}=-99$

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

See Section 3.8 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-399$

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

See Section 3.7 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-999$

Dynamic memory allocation failed.

See Section 3.6 in the Essential Introduction for further information.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (g08cjfe.f90)

10.2  Program Data

Program Data (g08cjfe.d)

10.3  Program Results

Program Results (g08cjfe.r)