NAG CL Interface
g01ecc (prob_chisq)

$tail = Nag_LowerTail$: The lower tail probability is returned, i.e., $P (X \leq x : ν)$ .
$tail = Nag_UpperTail$: The upper tail probability is returned, i.e., $P (X \geq x : ν)$ .

Constraint:

tail = Nag_LowerTail

Nag_UpperTail

2: $x$ – double Input

On entry:

x

, the value of the

χ^{2}

variate with

ν

degrees of freedom.

Constraint:

x \geq 0.0

3: $df$ – double Input

On entry:

ν

, the degrees of freedom of the

χ^{2}

-distribution.

Constraint:

df > 0.0

4: $fail$ – NagError * Input/Output

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

6 Error Indicators and Warnings

fail . code =

NE_CHARACTER, NE_REAL_ARG_LE or NE_REAL_ARG_LT on exit, then g01ecc returns

0.0

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 $⟨ value ⟩$ 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, $df = ⟨ value ⟩$ .
Constraint: $df > 0.0$ .
NE_REAL_ARG_LT: On entry, $x = ⟨ value ⟩$ .
Constraint: $x \geq 0.0$ .

A relative accuracy of five significant figures is obtained in most cases.

Background information to multithreading can be found in the Multithreading documentation.

g01ecc is not threaded in any implementation.

For higher accuracy the transformation described in Section 3 may be used with a direct call to s14bac.

Values from various

χ^{2}

-distributions are read, the lower tail probabilities calculated, and all these values printed out, until the end of data is reached.