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49 lines
1.2 KiB
FortranFixed

PROGRAM TST_FIMOD
! USE ERFCOREMOD
USE FIMOD
*
* Test program for fimod
*
DOUBLE PRECISION X, XI, XI2, VAL, P, Q, CORREL
DOUBLE PRECISION A(3), B(3), R(3), EPSI
INTEGER I, INFIN(3)
PRINT '('' Results for: FI'')'
X = -1.0
DO I = 1,5
VAL = FI(X)
CALL NORMPRB(X, P, Q)
XI = FIINV(VAL)
XI2 = -FIINV(Q)
PRINT *, 'X=',X, ' P=', VAL, ' XI=', XI
PRINT *, 'X=',X, ' P2=', P, ' XI2=', XI2, ' Q=', Q
X = X + I
!PRINT '('' Error Estimate : '', '' ('', F8.6'')'' )', ERR
ENDDO
PRINT '('' Results for: BVNMVN'')'
CORREL = -0.2D0
DO I = 1,6
CORREL = CORREL + 0.2D0
A(:) = 0.0D0
B(:) = 5.0D0
INFIN(:) = 1
VAL = BVNMVN( A, B, INFIN, CORREL )
PRINT *, ' P=', VAL, ' R=', CORREL
END DO
PRINT '('' Results for: TVNMVN'')'
EPSI = 1D-10
CORREL = -0.2D0
DO I = 1,6
CORREL = CORREL + 0.2D0
A(:) = 0.0D0
B(:) = 5.0D0
INFIN(:) = 1
R(:) = CORREL !(/ 0.3D0, R13, R23 /)
VAL = TVNMVN(A, B, INFIN, R, EPSI)
PRINT *, ' P=', VAL, ' R=', CORREL
END DO
END