NAG FL Interface
g08ckf (gofstat_​anddar_​normal)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{n}$ – Integer Input

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

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

2: $\mathbf{issort}$ – Logical Input

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

3: $\mathbf{y}\left(\mathbf{n}\right)$ – Real (Kind=nag_wp) array Input

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

Constraint: if $\mathbf{issort}=\mathrm{.TRUE.}$, the values must be sorted in ascending order.

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

On exit: the maximum likelihood estimate of mean.

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

On exit: the maximum likelihood estimate of variance.

6: $\mathbf{a2}$ – Real (Kind=nag_wp) Output

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

7: $\mathbf{aa2}$ – Real (Kind=nag_wp) Output

On exit: the adjusted $A^2$.

8: $\mathbf{p}$ – Real (Kind=nag_wp) Output

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

9: $\mathbf{ifail}$ – 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, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}>1$.

$\mathbf{ifail}=3$

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

$\mathbf{ifail}=-99$

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