NAG FL Interface
g01fcf (inv_​cdf_​chisq)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

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

On entry: $p$, the lower tail probability from the required ${\chi }^2$-distribution.

Constraint: $0.0\le \mathbf{p}<1.0$.

2: $\mathbf{df}$ – Real (Kind=nag_wp) Input

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

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

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

On entry: ifail must be set to $0$, $-1$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.

A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $-1$ means that an error message is printed while a value of $1$ means that it is not.

If halting is not appropriate, the value $-1$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $-1$ is recommended since useful values can be provided in some output arguments even when $\mathbf{ifail}\ne \mathbf{0}$ on exit. When the value $-\mathbf{1}$ 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, $\mathbf{p}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{p}<1.0$.

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

$\mathbf{ifail}=2$

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

$\mathbf{ifail}=3$

The probability is too close to $0.0$ or $1.0$.

$\mathbf{ifail}=4$

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

$\mathbf{ifail}=5$

The series used to calculate the gamma function has failed to converge. This is an unlikely error exit.

$\mathbf{ifail}=-99$

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