13 April 2012 1:01:52.604 PM OWENS_PRB: FORTRAN77 version Test the OWENS library. TEST01: T computes the Owen T function. Compare with tabulated values. H A T T DIFF (Tabulated) (TFN) 0.062500 0.250000 0.3891193023470137E-01 0.3891193023470137E-01 0.000 6.500000 0.437500 0.2000577304850831E-10 0.1001053592625534E-10 0.9995E-11 7.000000 0.968750 0.6399062719389869E-12 0.3199531359713401E-12 0.3200E-12 4.781250 0.062500 0.1063297480468746E-06 0.1063297480468747E-06 0.2647E-22 2.000000 0.500000 0.8625077985521507E-02 0.8625077985521508E-02 0.1735E-17 1.000000 0.999997 0.6674180897822860E-01 0.6674180897822860E-01 0.000 1.000000 0.500000 0.4306469112078537E-01 0.4306469112078537E-01 0.000 1.000000 1.000000 0.6674188216570097E-01 0.6674188216570097E-01 0.000 1.000000 2.000000 0.7846818699308410E-01 0.7846818699308410E-01 0.000 1.000000 3.000000 0.7929950474887260E-01 0.7929950474887258E-01 0.1388E-16 0.500000 0.500000 0.6448860284750375E-01 0.6448860284750377E-01 0.1388E-16 0.500000 1.000000 0.1066710629614485 0.1066710629614485 0.1388E-16 0.500000 2.000000 0.1415806036539784 0.1415806036539784 0.000 0.500000 3.000000 0.1510840430760184 0.1510840430760184 0.2776E-16 0.250000 0.500000 0.7134663382271778E-01 0.7134663382271780E-01 0.2776E-16 0.250000 1.000000 0.1201285306350883 0.1201285306350883 0.000 0.250000 2.000000 0.1666128410939293 0.1666128410939293 0.2776E-16 0.250000 3.000000 0.1847501847929859 0.1847501847929859 0.2776E-16 0.125000 0.500000 0.7317273327500386E-01 0.7317273327500386E-01 0.000 0.125000 1.000000 0.1237630544953746 0.1237630544953746 0.2776E-16 0.125000 2.000000 0.1737438887583106 0.1737438887583106 0.000 0.125000 3.000000 0.1951190307092811 0.1951190307092811 0.2776E-16 0.007813 0.500000 0.7378938035365545E-01 0.7378938035365547E-01 0.1388E-16 0.007813 1.000000 0.1249951430754052 0.1249951430754052 0.000 0.007813 2.000000 0.1761984774738108 0.1761984774738108 0.2776E-16 0.007813 3.000000 0.1987772386442824 0.1987772386442823 0.5551E-16 0.007813 10.000000 0.2340886964802671 0.2340886964802671 0.2776E-16 0.007813 100.000000 0.2479460829231492 0.2479460829231492 0.000 TEST02: BIVNOR computes the bivariate normal probability. Compare with tabulated values. X Y R P P DIFF (Tabulated) (BIVNOR) -2.000000 1.000000 0.500000 0.2260327218569867E-01 0.2260327218216498E-01 0.3534E-11 -1.000000 1.000000 0.500000 0.1548729518584100 0.1548729518586029 0.1929E-12 0.000000 1.000000 0.500000 0.4687428083352184 0.4687429526451681 0.1443E-06 1.000000 1.000000 0.500000 0.7452035868929476 0.7452035868467498 0.4620E-10 2.000000 1.000000 0.500000 0.8318608306874188 0.8318608311308804 0.4435E-09 3.000000 1.000000 0.500000 0.8410314261134202 0.8410314268855684 0.7721E-09 -0.200000 0.500000 -0.900000 0.1377019384919464 0.1377019384919554 0.9021E-14 -0.200000 0.500000 -0.800000 0.1621749501739030 0.1621749501739236 0.2065E-13 -0.200000 0.500000 -0.700000 0.1827411243233119 0.1827411243238370 0.5251E-12 -0.200000 0.500000 -0.600000 0.2010067421506235 0.2010067421350173 0.1561E-10 -0.200000 0.500000 -0.500000 0.2177751155265290 0.2177751156457083 0.1192E-09 -0.200000 0.500000 -0.400000 0.2335088436446962 0.2335088436667788 0.2208E-10 -0.200000 0.500000 -0.300000 0.2485057781834286 0.2485057781836367 0.2081E-12 -0.200000 0.500000 -0.200000 0.2629747825154868 0.2629747825156674 0.1806E-12 -0.200000 0.500000 -0.100000 0.2770729823404738 0.2770729823406180 0.1442E-12 -0.200000 0.500000 0.000000 0.2909261168683812 0.2909261168683812 0.000 -0.200000 0.500000 0.100000 0.3046406378726738 0.3046406378728856 0.2118E-12 -0.200000 0.500000 0.200000 0.3183113449213638 0.3183113553286480 0.1041E-07 -0.200000 0.500000 0.300000 0.3320262544108028 0.3320262544201822 0.9379E-11 -0.200000 0.500000 0.400000 0.3458686754647614 0.3458686754635103 0.1251E-11 -0.200000 0.500000 0.500000 0.3599150462310668 0.3599150462316804 0.6136E-12 -0.200000 0.500000 0.600000 0.3742210899871168 0.3742210899873292 0.2124E-12 -0.200000 0.500000 0.700000 0.3887706405282320 0.3887706405285500 0.3180E-12 -0.200000 0.500000 0.800000 0.4032765198361344 0.4032765198363307 0.1963E-12 -0.200000 0.500000 0.900000 0.4162100291953678 0.4162100291976345 0.2267E-11 1.000000 0.500000 0.673000 0.6508271498838664 0.6508271498843442 0.4778E-12 2.000000 1.000000 0.500000 0.8318608306874188 0.8318608311308804 0.4435E-09 0.000000 0.000000 -1.000000 0.000000000000000 0.000000000000000 0.000 0.000000 0.000000 -0.500000 0.1666666666539970 0.1666666666666667 0.1267E-10 0.000000 0.000000 0.000000 0.2500000000000000 0.2500000000000000 0.000 0.000000 0.000000 0.500000 0.3333333333328906 0.3333333333333333 0.4427E-12 0.000000 0.000000 1.000000 0.5000000000000000 0.5000000000000000 0.000 1.000000 1.000000 0.500000 0.7452035868929476 0.7452035868467498 0.4620E-10 1.000000 -1.000000 0.500000 0.1548729518584100 0.1548729518586028 0.1928E-12 -1.000000 1.000000 0.500000 0.1548729518584100 0.1548729518586029 0.1929E-12 -1.000000 -1.000000 0.500000 0.6251409470431653E-01 0.6251409470966388E-01 0.5347E-11 1.000000 1.000000 0.500000 0.7452035868929476 0.7452035868467498 0.4620E-10 1.000000 -1.000000 0.500000 0.1548729518584100 0.1548729518586028 0.1928E-12 -1.000000 1.000000 0.500000 0.1548729518584100 0.1548729518586029 0.1929E-12 -1.000000 -1.000000 0.500000 0.6251409470431653E-01 0.6251409470966388E-01 0.5347E-11 0.707107 0.707107 0.500000 0.6337020457912916 0.6337020457780796 0.1321E-10 TEST03: ZNORM1 computes the normal CDF starting at 0. Compare with tabulated values. X P P DIFF DIFF (Tabulated) (ZNORM1) 0.000000 0.000000000000000 0.000000000000000 0.000 0.100000 0.3982783727702899E-01 0.3982783727702897E-01 0.1388E-16 0.200000 0.7925970943910299E-01 0.7925970943910303E-01 0.4163E-16 0.300000 0.1179114221889526 0.1179114221889526 0.4163E-16 0.400000 0.1554217416103242 0.1554217416103242 0.2776E-16 0.500000 0.1914624612740131 0.1914624612740131 0.5551E-16 0.600000 0.2257468822499270 0.2257468822499264 0.6384E-15 0.700000 0.2580363477769270 0.2580363477769270 0.000 0.800000 0.2881446014166033 0.2881446014166034 0.1110E-15 0.900000 0.3159398746532405 0.3159398746532405 0.000 1.000000 0.3413447460685429 0.3413447460685429 0.000 1.500000 0.4331927987311419 0.4331927987311419 0.000 2.000000 0.4772498680518208 0.4772498680518208 0.000 2.500000 0.4937903346742240 0.4937903346742238 0.1110E-15 3.000000 0.4986501019683699 0.4986501019683699 0.000 3.500000 0.4997673709209645 0.4997673709209645 0.000 4.000000 0.4999683287581669 0.4999683287581669 0.000 TEST04: ZNORM2 computes the complementary normal CDF. Compare with tabulated values. X P P DIFF DIFF (Tabulated) (ZNORM2) 0.000000 0.5000000000000000 0.5000000000000000 0.000 0.100000 0.4601721627229710 0.4601721627229710 0.000 0.200000 0.4207402905608970 0.4207402905608970 0.5551E-16 0.300000 0.3820885778110474 0.3820885778110474 0.5551E-16 0.400000 0.3445782583896758 0.3445782583896758 0.000 0.500000 0.3085375387259869 0.3085375387259869 0.5551E-16 0.600000 0.2742531177500730 0.2742531177500737 0.6661E-15 0.700000 0.2419636522230730 0.2419636522230731 0.2776E-16 0.800000 0.2118553985833967 0.2118553985833967 0.8327E-16 0.900000 0.1840601253467595 0.1840601253467595 0.2776E-16 1.000000 0.1586552539314571 0.1586552539314570 0.2776E-16 1.500000 0.6680720126885809E-01 0.6680720126885809E-01 0.000 2.000000 0.2275013194817921E-01 0.2275013194817922E-01 0.6939E-17 2.500000 0.6209665325776048E-02 0.6209665325776137E-02 0.8934E-16 3.000000 0.1349898031630103E-02 0.1349898031630096E-02 0.7806E-17 3.500000 0.2326290790355401E-03 0.2326290790355250E-03 0.1507E-16 4.000000 0.3167124183311998E-04 0.3167124183311996E-04 0.2033E-19 OWENS_PRB: Normal end of execution. 13 April 2012 1:01:52.605 PM