NAG Library Function Document

nag_normal_pdf (g01kac)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{x}$ – doubleInput

On entry: $x$, the value at which the PDF is to be evaluated.

2:    $\mathbf{xmean}$ – doubleInput

On entry: $\mu$, the mean of the Normal distribution.

3:    $\mathbf{xstd}$ – doubleInput

On entry: $\sigma$, the standard deviation of the Normal distribution.

Constraint: $z<\mathbf{xstd}\sqrt{2\pi }<1.0/z$, where $z=\mathbf{nag\_real\_safe\_small\_number}$, the safe range parameter.

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

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

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 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_OVERFLOW

Computation abandoned owing to an internal calculation overflowing.

NE_REAL

On entry, $\mathbf{xstd}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{xstd}\times \sqrt{2.0\pi }>U$, where $U$ is the safe range parameter as defined by nag_real_safe_small_number (X02AMC).

NE_UNDERFLOW

Computation abandoned owing to underflow of $\frac{1}{\left(\sigma \times \sqrt{2\pi }\right)}$.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (g01kace.c)

10.2

Program Data

Program Data (g01kace.d)

10.3

Program Results

Program Results (g01kace.r)