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