program main c*********************************************************************72 c cc MAIN is the main program for TOMS462_PRB. c c Discussion: c c TOMS462_PRB tests the TOMS462 library. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 24 May 2009 c c Author: c c John Burkardt c implicit none call timestamp ( ) write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TOMS462_PRB' write ( *, '(a)' ) ' FORTRAN77 version' write ( *, '(a)' ) ' Test the TOMS462 library.' call test01 ( ) call test02 ( ) c c Terminate. c write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TOMS462_PRB' write ( *, '(a)' ) ' Normal end of execution.' write ( *, '(a)' ) ' ' call timestamp ( ) stop end subroutine test01 ( ) c*********************************************************************72 c cc TEST01 tests BIVNOR. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 24 May 2009 c c Author: c c John Burkardt c implicit none double precision bivnor double precision cdf double precision expect double precision r double precision x double precision y write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TEST01' write ( *, '(a)' ) ' Compare BIVNOR with some simple data' write ( *, '(a)' ) ' with 3 digit accuracy.' write ( *, '(a)' ) ' ' write ( *, '(a)' ) & ' X Y R P P' write ( *, '(a)' ) & ' X Y R (Tabulated) (BIVNOR)' write ( *, '(a)' ) ' ' x = 0.8D+00 y = -1.5D+00 r = -0.9D+00 expect = 0.148D+00 cdf = bivnor ( x, y, r ) write ( *, '(2x,f9.5,2x,f9.5,2x,f9.5,2x,g14.6,2x,g14.6)' ) & x, y, r, expect, cdf x = 0.6D+00 y = -1.4D+00 r = -0.7D+00 expect = 0.208D+00 cdf = bivnor ( x, y, r ) write ( *, '(2x,f9.5,2x,f9.5,2x,f9.5,2x,g14.6,2x,g14.6)' ) & x, y, r, expect, cdf x = 0.2D+00 y = -1.0D+00 r = -0.5D+00 expect = 0.304D+00 cdf = bivnor ( x, y, r ) write ( *, '(2x,f9.5,2x,f9.5,2x,f9.5,2x,g14.6,2x,g14.6)' ) & x, y, r, expect, cdf x = -1.2D+00 y = 0.1D+00 r = 0.0D+00 expect = 0.407D+00 cdf = bivnor ( x, y, r ) write ( *, '(2x,f9.5,2x,f9.5,2x,f9.5,2x,g14.6,2x,g14.6)' ) & x, y, r, expect, cdf x = -1.2D+00 y = -0.1D+00 r = 0.3D+00 expect = 0.501D+00 cdf = bivnor ( x, y, r ) write ( *, '(2x,f9.5,2x,f9.5,2x,f9.5,2x,g14.6,2x,g14.6)' ) & x, y, r, expect, cdf x = -0.4D+00 y = -0.9D+00 r = 0.6D+00 expect = 0.601D+00 cdf = bivnor ( x, y, r ) write ( *, '(2x,f9.5,2x,f9.5,2x,f9.5,2x,g14.6,2x,g14.6)' ) & x, y, r, expect, cdf return end subroutine test02 ( ) c*********************************************************************72 c cc TEST02 tests BIVNOR. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 24 May 2009 c c Author: c c John Burkardt c implicit none double precision bivnor double precision fxy1 double precision fxy2 integer n_data double precision r double precision x double precision y write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TEST02' write ( *, '(a)' ) ' Compare BIVNOR with some simple data.' write ( *, '(a)' ) ' ' write ( *, '(a,a,a)' ) & ' X Y ', & 'R P P', & ' DIFF' write ( *, '(a,a)' ) & ' ', & ' (Tabulated) (BIVNOR)' write ( *, '(a)' ) ' ' n_data = 0 10 continue call bivariate_normal_cdf_values ( n_data, x, y, r, fxy1 ) if ( n_data .eq. 0 ) then go to 20 end if c c BIVNOR computes the "tail" of the probability, and we want the c initial part! c x = - x y = - y fxy2 = bivnor ( x, y, r ) x = - x y = - y write ( *, & '(2x,f9.5,2x,f9.5,2x,f9.5,2x,g24.16,2x,g24.16,2x,g10.4)' ) & x, y, r, fxy1, fxy2, dabs ( fxy1 - fxy2 ) go to 10 20 continue return end