NAG Library Routine Document

G01SEF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     LTAIL – INTEGERInput

On entry: the length of the array TAIL.

Constraint: $\mathbf{LTAIL}>0$.

2:     TAIL(LTAIL) – CHARACTER(1) arrayInput

On entry: indicates whether a lower or upper tail probabilities are required. For $j=\left(\left(\mathit{i}-1\right)\mathrm{ mod }\mathbf{LTAIL}\right)+1$, for $\mathit{i}=1,2,\dots ,\max \left(\mathbf{LTAIL},\mathbf{LBETA},\mathbf{LA},\mathbf{LB}\right)$:

$\mathbf{TAIL}\left(j\right)=\text{'L'}$

The lower tail probability is returned, i.e., $p_i=P\left(B_i\le {\beta }_i:a_i,b_i\right)$.

$\mathbf{TAIL}\left(j\right)=\text{'U'}$

The upper tail probability is returned, i.e., $p_i=P\left(B_i\ge {\beta }_i:a_i,b_i\right)$.

Constraint: $\mathbf{TAIL}\left(\mathit{j}\right)=\text{'L'}$ or $\text{'U'}$, for $\mathit{j}=1,2,\dots ,\mathbf{LTAIL}$.

3:     LBETA – INTEGERInput

On entry: the length of the array BETA.

Constraint: $\mathbf{LBETA}>0$.

4:     BETA(LBETA) – REAL (KIND=nag_wp) arrayInput

On entry: ${\beta }_i$, the value of the beta variate with ${\beta }_i=\mathbf{BETA}\left(j\right)$, $j=\left(\left(i-1\right)\mathrm{ mod }\mathbf{LBETA}\right)+1$.

Constraint: $0.0\le \mathbf{BETA}\left(\mathit{j}\right)\le 1.0$, for $\mathit{j}=1,2,\dots ,\mathbf{LBETA}$.

5:     LA – INTEGERInput

On entry: the length of the array A.

Constraint: $\mathbf{LA}>0$.

6:     A(LA) – REAL (KIND=nag_wp) arrayInput

On entry: $a_i$, the first parameter of the required beta distribution with $a_i=\mathbf{A}\left(j\right)$, $j=\left(\left(i-1\right)\mathrm{ mod }\mathbf{LA}\right)+1$.

Constraint: $\mathbf{A}\left(\mathit{j}\right)>0.0$, for $\mathit{j}=1,2,\dots ,\mathbf{LA}$.

7:     LB – INTEGERInput

On entry: the length of the array B.

Constraint: $\mathbf{LB}>0$.

8:     B(LB) – REAL (KIND=nag_wp) arrayInput

On entry: $b_i$, the second parameter of the required beta distribution with $b_i=\mathbf{B}\left(j\right)$, $j=\left(\left(i-1\right)\mathrm{ mod }\mathbf{LB}\right)+1$.

Constraint: $\mathbf{B}\left(\mathit{j}\right)>0.0$, for $\mathit{j}=1,2,\dots ,\mathbf{LB}$.

9:     P($*$) – REAL (KIND=nag_wp) arrayOutput

Note: the dimension of the array P must be at least $\max \left(\mathbf{LTAIL},\mathbf{LBETA},\mathbf{LA},\mathbf{LB}\right)$.

On exit: $p_i$, the probabilities for the beta distribution.

10:   IVALID($*$) – INTEGER arrayOutput

Note: the dimension of the array IVALID must be at least $\max \left(\mathbf{LTAIL},\mathbf{LBETA},\mathbf{LA},\mathbf{LB}\right)$.

On exit: $\mathbf{IVALID}\left(i\right)$ indicates any errors with the input arguments, with

$\mathbf{IVALID}\left(i\right)=0$

No error.

$\mathbf{IVALID}\left(i\right)=1$

On entry,

invalid value supplied in TAIL when calculating $p_i$.

$\mathbf{IVALID}\left(i\right)=2$

On entry,	${\beta }_i<0.0$,
or	${\beta }_i>1.0$.

$\mathbf{IVALID}\left(i\right)=3$

On entry,	$a_i\le 0.0$,
or	$b_i\le 0.0$,

11:   IFAIL – INTEGERInput/Output

On entry: IFAIL must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, because for this routine the values of the output parameters may be useful even if $\mathbf{IFAIL}\ne \mathbf{0}$ on exit, the recommended value is $-1$. When the value $-\mathbf{1}\text{ or }1$ is used it is essential to test the value of IFAIL on exit.

On exit: $\mathbf{IFAIL}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

$\mathbf{IFAIL}=1$

On entry, at least one value of BETA, A, B or TAIL was invalid.
Check IVALID for more information.

$\mathbf{IFAIL}=2$

On entry, $\text{array size}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{LTAIL}>0$.

$\mathbf{IFAIL}=3$

On entry, $\text{array size}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{LBETA}>0$.

$\mathbf{IFAIL}=4$

On entry, $\text{array size}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{LA}>0$.

$\mathbf{IFAIL}=5$

On entry, $\text{array size}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{LB}>0$.

$\mathbf{IFAIL}=-999$

Dynamic memory allocation failed.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (g01sefe.f90)

9.2  Program Data

Program Data (g01sefe.d)

9.3  Program Results

Program Results (g01sefe.r)