s15aqf evaluates approximate values for the complement of the cumulative Normal distribution function
for an array of arguments
, for
.
The routine is based on the fact that
and it calls
s15adf to obtain the necessary value of
, the complementary error function.
If on entry
or
, explanatory error messages are output on the current error message unit (as defined by
x04aaf).
Because of its close relationship with
the accuracy of this routine is very similar to that in
s15adf. If
and
are the relative errors in result and argument, respectively, then in principle they are related by
For
negative or small positive this factor is always less than
and accuracy is mainly limited by
machine precision. For large positive
we find
and hence to a certain extent relative accuracy is unavoidably lost. However, the absolute error in the result,
, is given by
and since this factor is always less than one absolute accuracy can be guaranteed for all
.
Background information to multithreading can be found in the
Multithreading documentation.
None.