Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

v?CdfNorm

Computes the cumulative normal distribution function values of vector elements.

Syntax

call vscdfnorm
(
n
,
a
,
y
)
call vscdfnormi(n, a, inca, y, incy)
call vmscdfnorm
(
n
,
a
,
y
,
mode
)
call vmscdfnormi(n, a, inca, y, incy, mode)
call vdcdfnorm
(
n
,
a
,
y
)
call vdcdfnormi(n, a, inca, y, incy)
call vmdcdfnorm
(
n
,
a
,
y
,
mode
)
call vmdcdfnormi(n, a, inca, y, incy, 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
.
inca
,
incy
INTEGER, INTENT(IN)
Specifies increments for the elements of
a
and
y
.
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:
Equation
Useful relations:
Sparse Matrices That Can be Solved With PARDISO
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.
Special Values for Real Function
v?CdfNorm(x)
Argument
Result
VM Error Status
Exception
X < underflow
+0
VML_STATUS_UNDERFLOW
UNDERFLOW
+
+1
 
 
-
+0
 
 
QNAN
QNAN
 
 
SNAN
QNAN
 
INVALID