program main !*****************************************************************************80 ! !! MAIN is the main program for TOMS462_TEST. ! ! Discussion: ! ! TOMS462_TEST tests the TOMS462 library. ! ! Licensing: ! ! This code is distributed under the GNU LGPL license. ! ! Modified: ! ! 24 May 2009 ! ! Author: ! ! John Burkardt ! implicit none call timestamp ( ) write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TOMS462_TEST' write ( *, '(a)' ) ' FORTRAN90 version' write ( *, '(a)' ) ' Test the TOMS462 library.' call test01 ( ) call test02 ( ) ! ! Terminate. ! write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TOMS462_TEST' write ( *, '(a)' ) ' Normal end of execution.' write ( *, '(a)' ) ' ' call timestamp ( ) stop 0 end subroutine test01 ( ) !*****************************************************************************80 ! !! TEST01 tests BIVNOR. ! ! Licensing: ! ! This code is distributed under the GNU LGPL license. ! ! Modified: ! ! 24 May 2009 ! ! Author: ! ! John Burkardt ! implicit none real ( kind = 8 ) bivnor real ( kind = 8 ) cdf real ( kind = 8 ) expect real ( kind = 8 ) r real ( kind = 8 ) x real ( kind = 8 ) 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)' ) & ' (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 stop 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 ( ) !*****************************************************************************80 ! !! TEST02 tests BIVNOR. ! ! Licensing: ! ! This code is distributed under the GNU LGPL license. ! ! Modified: ! ! 24 May 2009 ! ! Author: ! ! John Burkardt ! implicit none real ( kind = 8 ) bivnor real ( kind = 8 ) fxy1 real ( kind = 8 ) fxy2 integer ( kind = 4 ) n_data real ( kind = 8 ) r real ( kind = 8 ) x real ( kind = 8 ) y write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TEST02' write ( *, '(a)' ) ' Compare BIVNOR with some tabulated data.' write ( *, '(a)' ) ' ' write ( *, '(a,a,a)' ) & ' X Y ', & 'R P P', & ' DIFF' write ( *, '(a,a)' ) & ' ', & ' (Tabulated) (BIVNOR)' write ( *, '(a)' ) ' ' n_data = 0 do call bivariate_normal_cdf_values ( n_data, x, y, r, fxy1 ) if ( n_data == 0 ) then exit end if ! ! BIVNOR computes the "tail" of the probability, and we want the ! initial part! ! x = - x y = - y fxy2 = bivnor ( x, y, r ) x = - x y = - y write ( *, & '(2x,f8.4,2x,f8.4,2x,f8.4,2x,g24.16,2x,g24.16,2x,g10.4)' ) & x, y, r, fxy1, fxy2, abs ( fxy1 - fxy2 ) end do return end