Computes the cumulative normal distribution function values of vector elements.
Syntax
call vscdfnorm( n, a, y )
call vmscdfnorm( n, a, y, mode )
call vdcdfnorm( n, a, y )
call vmdcdfnorm( n, a, y, mode )
Include Files
- mkl_vml.f90
Input Parameters
Name |
Type |
Description |
|---|---|---|
n |
INTEGER, INTENT(IN) |
Specifies the number of elements to be calculated. |
a |
DOUBLE PRECISION for vdcdfnorm, vmdcdfnorm REAL, INTENT(IN) for vscdfnorm, vmscdfnorm DOUBLE PRECISION, INTENT(IN) for vdcdfnorm, vmdcdfnorm |
Array that specifies the input vector a. |
mode |
INTEGER(KIND=8), INTENT(IN) |
Overrides global VM mode setting for this function call. See vmlSetMode for possible values and their description. |
Output Parameters
Name |
Type |
Description |
|---|---|---|
y |
DOUBLE PRECISION for vdcdfnorm, vmdcdfnorm REAL, INTENT(OUT) for vscdfnorm, vmscdfnorm DOUBLE PRECISION, INTENT(OUT) for vdcdfnorm, vmdcdfnorm |
Array that specifies the output vector y. |
Description
The CdfNorm function computes the cumulative normal distribution function values for elements of the input vector a and writes them to the output vector y.
The cumulative normal distribution function is defined as given by:
Useful relations:
where Erf and Erfc are the error and complementary error functions.
See also Figure "Erf Family Functions Relationship" in Erf function description for CdfNorm function relationship with the other functions of Erf family.
| Argument | Result | VM Error Status | Exception |
|---|---|---|---|
| X < underflow | +0 | VML_STATUS_UNDERFLOW | UNDERFLOW |
| +∞ | +1 | ||
| -∞ | +0 | ||
| QNAN | QNAN | ||
| SNAN | QNAN | INVALID |