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NAG[s15abc] NAG[nag_cumul_normal] - Cumulative Normal distribution function

Calling Sequence

s15abc(x)

nag_cumul_normal(. . .)

Parameters

x - float;

On entry: the argument of the function.

Description

	Purpose
	nag_cumul_normal (s15abc) returns the value of the cumulative Normal distribution function .

	Description
	nag_cumul_normal (s15abc) evaluates the cumulative Normal distribution function The function is based on the fact that

Error Indicators and Warnings

None.

Accuracy

If and are the relative errors in result and argument, respectively, they are in principle related by .

For small and for positive the multiplying factor is always less than one and accuracy is mainly limited by machine precision. For large negative 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 multiplying factor is always less than one, absolute accuracy can be guaranteed for all .

	Further Comments
	None.

Examples

>	x := -20: NAG:-s15abc(x);

	See Also
	Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications s Chapter Introduction. NAG Toolbox Overview. NAG Web Site.