NAG Library Function Document

nag_anderson_darling_exp_prob (g08clc)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{n}$ – IntegerInput

On entry: $n$, the number of observations.

Constraint: $\mathbf{n}>1$.

2:    $\mathbf{issort}$ – Nag_BooleanInput

On entry: set $\mathbf{issort}=\mathrm{Nag\_TRUE}$ if the observations are sorted in ascending order; otherwise the function will sort the observations.

3:    $\mathbf{y}\left[\mathbf{n}\right]$ – const doubleInput

On entry: $y_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,n$, the $n$ observations.

Constraint: if $\mathbf{issort}=\mathrm{Nag\_TRUE}$, values must be sorted in ascending order. Each $y_i$ must be greater than zero.

4:    $\mathbf{ybar}$ – double *Output

On exit: the maximum likelihood estimate of mean.

5:    $\mathbf{a2}$ – double *Output

On exit: $A^2$, the Anderson–Darling test statistic.

6:    $\mathbf{aa2}$ – double *Output

On exit: the adjusted $A^2$.

7:    $\mathbf{p}$ – double *Output

On exit: $p$, the upper tail probability for the adjusted $A^2$.

8:    $\mathbf{fail}$ – 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_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_BOUND

The data in y must be greater than zero.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}>1$.

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_NOT_INCREASING

$\mathbf{issort}=\mathrm{Nag\_TRUE}$ and the data in y is not sorted in ascending order.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (g08clce.c)

10.2

Program Data

Program Data (g08clce.d)

10.3

Program Results

Program Results (g08clce.r)