NAG FL Interface
g01bkf (prob_​poisson)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{rlamda}$ – Real (Kind=nag_wp) Input

On entry: the parameter $\lambda$ of the Poisson distribution.

Constraint: $0.0<\mathbf{rlamda}\le {10}^6$.

2: $\mathbf{k}$ – Integer Input

On entry: the integer $k$ which defines the required probabilities.

Constraint: $\mathbf{k}\ge 0$.

3: $\mathbf{plek}$ – Real (Kind=nag_wp) Output

On exit: the lower tail probability, $\mathrm{Prob}\left\{X\le k\right\}$.

4: $\mathbf{pgtk}$ – Real (Kind=nag_wp) Output

On exit: the upper tail probability, $\mathrm{Prob}\left\{X>k\right\}$.

5: $\mathbf{peqk}$ – Real (Kind=nag_wp) Output

On exit: the point probability, $\mathrm{Prob}\left\{X=k\right\}$.

6: $\mathbf{ifail}$ – Integer Input/Output

On entry: ifail must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this argument you should refer to Section 4 in the Introduction to the NAG Library FL Interface 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 argument, 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, $\mathbf{rlamda}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{rlamda}>0.0$.

$\mathbf{ifail}=2$

On entry, $\mathbf{k}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{k}\ge 0$.

$\mathbf{ifail}=3$

On entry, $\mathbf{rlamda}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{rlamda}\le {10}^6$.

$\mathbf{ifail}=-99$

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

See Section 7 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-399$

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

See Section 8 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results