NormDist.f90 File Reference

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Functions/Subroutines
subroutine	normdist (val, mu, s, x)
	NormDist.

Function/Subroutine Documentation

normdist()

subroutine normdist	(	real, intent(out)	val,
		real, intent(in)	mu,
		real, intent(in)	s,
		real, intent(in)	x )

NormDist.

---

Evaluates the (cumulative) distribution function of the Normal Distribution with mean mu and standard deviation s at the value x. Result returns in val. Fast discrete version

1. Transforms the value where the Normal Distr. distribution function is to be evaluated, to standard normal distribution
2. If transformed evaluation point is outside critical values, set the result to 1 or 0
3. Gets the value from stored lookup table
4. Interpolates linearily

IN:

• Parameters

  mu	: mean
  s	: standard deviation
  x	: value of random variable at which distribution is to be evaluated

OUT:

• Parameters

  val	: value of the Normal Distribution at s

CALLED FROM:

• Lfcalc in Lfcalc.f90

Definition at line 23 of file NormDist.f90.