SUBROUTINE NCDFV(M,XN,CDF) C ---------------------------------------- C SUBROUTINE NCDFV EVALUATES THE TAIL AREA C OF THE STANDARD NORMAL CURVE C FROM X TO INFINITY C VARIABLES: C XN : INPUT ARRAY OF M X'S C CDF: OUTPUT ARRAY OF M CDFN'S C REFERENCE: C ALGORITHM AS66 APPL. STATIST.(1973) C VOL.22, PP.424 BY HILL C C availabel via the statlib archive, at http://lib.stat.cmu.edu/apstat/ C and in Applied Statistics Algorithms, C http://lib.stat.cmu.edu/griffiths-hill/ C edited by Griffiths and Hill, C published by Wiley C C LAST REVISION: 05-26-88 WCS C ---------------------------------------- IMPLICIT DOUBLEPRECISION(A-H,O-Z) C6 IMPLICIT REAL*8(A-H,O-Z) PARAMETER(CON=1.280D0,LTONE=7.0D0) C ----------------------------------------- C LTONE SHOULD BE SET TO THE VALUE AT WHICH C THE UPPER TAIL AREA BECOMES 1.0 C IF A MACHINE PRODUCES N DECIMAL DIGITS IN C ITS REAL NUMBERS, THEN SET LTONE=(N+9)/3 C FOR EXAMPLE, ON CRAY X-MP/28, SET LTONE=7 C ON PYRAMID 90X, SET LTONE=8 C ----------------------------------------- DIMENSION XN(1152),CDF(1152),AH(7),BH(12) COMMON/LIST12/AH,BH C DO 100 J=1,M Z= XN(J) I= 1 IF ( Z .GE. 0.0D0 ) GOTO 20 I= 0 Z= -Z C 20 IF ( Z .LE. LTONE ) GOTO 40 CDF(J)= 0.0D0 GOTO 60 C 40 Y= 0.50D0*Z*Z IF ( Z .LE. CON ) & CDF(J)= 0.50D0-Z*(AH(1)-AH(2)*Y/(Y+AH(3)-AH(4) & /(Y+AH(5)+AH(6)/(Y+AH(7))))) C IF ( Z .GT. CON ) & CDF(J)= BH(1)*DEXP(-Y)/(Z-BH(2)+BH(3)/(Z+BH(4)+BH(5) & /(Z-BH(6)+BH(7)/(Z+BH(8)-BH(9) & /(Z+BH(10)+BH(11)/(Z+BH(12))))))) C 60 IF ( I .EQ. 0 ) CDF(J)= 1.0D0-CDF(J) C 100 CONTINUE C RETURN END C