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subroutine prbnormtndpc(rho,a,b,NDF,N,abseps,IERC,HNC,PRB,BOUND,
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* IFAULT)
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double precision A(N),B(N),rho(N),D(N)
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integer INFIN(N)
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integer NDF,N,IERC
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integer IFAULT
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double precision HNC
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C double precision EPS
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double precision PRB, BOUND
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double precision, parameter :: infinity = 37.0d0
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Cf2py integer, intent(hide), depend(rho) :: N = len(rho)
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Cf2py depend(N) a
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Cf2py depend(N) b
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Cf2py integer, optional :: NDF = 0
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Cf2py double precision, optional :: abseps = 0.001
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Cf2py double precision, optional :: HNC = 0.24
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Cf2py integer, optional :: IERC =0
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Cf2py double precision, intent(out) :: PRB
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Cf2py double precision, intent(out) :: BOUND
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Cf2py integer, intent(out) :: IFAULT
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CCf2py intent(in) N,IERC
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CCf2py intent(in) HINC,EPS
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CCf2py intent(in) INF
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CCf2py intent(in) A,B,rho
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* Set INFIN INTEGER, array of integration limits flags:
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* if INFIN(I) < 0, Ith limits are (-infinity, infinity);
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* if INFIN(I) = 0, Ith limits are [LOWER(I), infinity);
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* if INFIN(I) = 1, Ith limits are (-infinity, UPPER(I)];
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* if INFIN(I) = 2, Ith limits are [LOWER(I), UPPER(I)].
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Ndim = 0
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DO K = 1,N
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Ndim = Ndim + 1
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INFIN(Ndim) = 2
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D(k) = 0.0
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if (A(K)-D(K).LE.-INFINITY) THEN
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if (B(K)-D(K) .GE. INFINITY) THEN
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Ndim = Ndim - 1
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!INFIN(K) = -1
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else
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INFIN(Ndim) = 1
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endif
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else if (B(K)-D(K).GE.INFINITY) THEN
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INFIN(Ndim) = 0
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endif
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if (ndim<k) then
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RHO(Ndim) = RHO(k)
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A(Ndim) = A(K)
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B(Ndim) = B(K)
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C D(Ndim) = D(K)
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endif
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ENDDO
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CALL MVSTUD(NDF,B,A,RHO,ABSEPS,Ndim,INFIN,D,IERC,HNC,
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& PRB,BOUND,IFAULT)
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C CALL MVNPRD(A, B, BPD, EPS, N, INF, IERC, HINC, PROB, BOUND,
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C * IFAULT)
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return
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end subroutine prbnormtndpc
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subroutine prbnormndpc(prb,abserr,IFT,rho,a,b,N,abseps,releps,
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& useBreakPoints, useSimpson)
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use mvnProdCorrPrbMod, ONLY : mvnprodcorrprb
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integer :: N
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double precision,dimension(N),intent(in) :: rho,a,b
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double precision,intent(in) :: abseps
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double precision,intent(in) :: releps
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logical, intent(in) :: useBreakPoints
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logical, intent(in) :: useSimpson
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double precision,intent(out) :: abserr,prb
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integer, intent(out) :: IFT
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Cf2py integer, intent(hide), depend(rho) :: N = len(rho)
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Cf2py depend(N) a
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Cf2py depend(N) b
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Cf2py double precision, optional :: abseps = 0.001
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Cf2py double precision, optional :: releps = 0.001
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Cf2py logical, optional :: useBreakPoints =1
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Cf2py logical, optional :: useSimpson = 1
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CALL mvnprodcorrprb(rho,a,b,abseps,releps,useBreakPoints,
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& useSimpson,abserr,IFT,prb)
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end subroutine prbnormndpc
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