NAG CL Interface
g01efc (prob_​gamma)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{tail}$ – Nag_TailProbability Input

On entry: indicates whether an upper or lower tail probability is required.

$\mathbf{tail}=\mathrm{Nag\_LowerTail}$

The lower tail probability is returned, that is $P\left(G\le g:\alpha ,\beta \right)$.

$\mathbf{tail}=\mathrm{Nag\_UpperTail}$

The upper tail probability is returned, that is $P\left(G\ge g:\alpha ,\beta \right)$.

Constraint: $\mathbf{tail}=\mathrm{Nag\_LowerTail}$ or $\mathrm{Nag\_UpperTail}$.

2: $\mathbf{g}$ – double Input

On entry: $g$, the value of the gamma variate.

Constraint: $\mathbf{g}\ge 0.0$.

3: $\mathbf{a}$ – double Input

On entry: the parameter $\alpha$ of the gamma distribution.

Constraint: $\mathbf{a}>0.0$.

4: $\mathbf{b}$ – double Input

On entry: the parameter $\beta$ of the gamma distribution.

Constraint: $\mathbf{b}>0.0$.

5: $\mathbf{fail}$ – NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

On any of the error conditions listed below except $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_ALG_NOT_CONV g01efc returns $0.0$.

NE_ALG_NOT_CONV

The algorithm has failed to converge in $〈\mathit{\text{value}}〉$ iterations. The probability returned should be a reasonable approximation to the solution.

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

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.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

NE_REAL_ARG_LE

On entry, $\mathbf{a}=〈\mathit{\text{value}}〉$ and $\mathbf{b}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{a}>0.0$ and $\mathbf{b}>0.0$.

NE_REAL_ARG_LT

On entry, $\mathbf{g}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{g}\ge 0.0$.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results