The routine may be called by the names g01ftf or nagf_stat_inv_cdf_landau.
g01ftf evaluates an approximation to the inverse of the Landau distribution function given by
(where is described in g01etfandg01mtf), using either linear or quadratic interpolation or rational approximations which mimic the asymptotic behaviour. Further details can be found in Kölbig and Schorr (1984).
It can also be used to generate Landau distributed random numbers in the range .
Kölbig K S and Schorr B (1984) A program package for the Landau distribution Comp. Phys. Comm.31 97–111
1: – Real (Kind=nag_wp)Input
On entry: the argument of the function.
2: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended. When the value or is used it is essential to test the value of ifail on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
On entry, .
On entry, .
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
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.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
At least significant digits are correct. Such accuracy is normally considered to be adequate for applications in large scale Monte Carlo simulations.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g01ftf is not threaded in any implementation.
This example evaluates at , and prints the results.