NAG CL Interface
g01ecc (prob_​chisq)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

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

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

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

The lower tail probability is returned, i.e., $P\left(X\le x:\nu \right)$.

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

The upper tail probability is returned, i.e., $P\left(X\ge x:\nu \right)$.

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

2: $\mathbf{x}$ – double Input

On entry: $x$, the value of the ${\chi }^2$ variate with $\nu$ degrees of freedom.

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

3: $\mathbf{df}$ – double Input

On entry: $\nu$, the degrees of freedom of the ${\chi }^2$-distribution.

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

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

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

6 Error Indicators and Warnings

NE_ALG_NOT_CONV

The series used to calculate the gamma probabilities has failed to converge. The result returned should represent an 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, $\mathbf{df}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{df}>0.0$.

NE_REAL_ARG_LT

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

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results