NAG CL Interface
g01euc (prob_​vavilov)

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1 Purpose

g01euc returns the value of the Vavilov distribution function ΦV(λ;κ,β2).
It is intended to be used after a call to g01zuc.

2 Specification

#include <nag.h>
double  g01euc (double x, const double comm_arr[])
The function may be called by the names: g01euc, nag_stat_prob_vavilov or nag_prob_vavilov.

3 Description

g01euc evaluates an approximation to the Vavilov distribution function ΦV(λ;κ,β2) given by
where ϕ(λ) is described in g01muc. The method used is based on Fourier expansions. Further details can be found in Schorr (1974).

4 References

Schorr B (1974) Programs for the Landau and the Vavilov distributions and the corresponding random numbers Comp. Phys. Comm. 7 215–224

5 Arguments

1: x double Input
On entry: the argument λ of the function.
2: comm_arr[322] const double Communication Array
On entry: this must be the same argument comm_arr as returned by a previous call to g01zuc.

6 Error Indicators and Warnings


7 Accuracy

At least five significant digits are usually correct.

8 Parallelism and Performance

g01euc is not threaded in any implementation.

9 Further Comments

g01euc can be called repeatedly with different values of λ provided that the values of κ and β2 remain unchanged between calls. Otherwise, g01zuc must be called again. This is illustrated in Section 10.

10 Example

This example evaluates ΦV(λ;κ,β2) at λ=0.1, κ=2.5 and β2=0.7, and prints the results.

10.1 Program Text

Program Text (g01euce.c)

10.2 Program Data

Program Data (g01euce.d)

10.3 Program Results

Program Results (g01euce.r)