Program g01hbfe ! G01HBF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g01hbf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: prob, tol Integer :: i, ifail, ldsig, lwk, n Character (1) :: tail ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: a(:), b(:), sig(:,:), wk(:), xmu(:) ! .. Intrinsic Procedures .. Intrinsic :: max ! .. Executable Statements .. Write (nout,*) 'G01HBF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) ! Read in the problem size Read (nin,*) n, tol, tail ! Use more workspace, unless N is very large ! as LWK also defines the number of sub-intervals lwk = max(2000,4*n) ldsig = n Allocate (a(n),b(n),xmu(n),sig(ldsig,n),wk(lwk)) ! Read in the means Read (nin,*) xmu(1:n) ! Read in the variance covariance matrix Read (nin,*)(sig(i,1:n),i=1,n) ! Read in bounds If (tail=='C' .Or. tail=='c' .Or. tail=='U' .Or. tail=='u') Then Read (nin,*) a(1:n) End If If (tail=='C' .Or. tail=='c' .Or. tail=='L' .Or. tail=='l') Then Read (nin,*) b(1:n) End If ! Calculate probability ifail = -1 prob = g01hbf(tail,n,a,b,xmu,sig,ldsig,tol,wk,lwk,ifail) If (ifail/=0) Then If (ifail<=3) Then Go To 100 End If End If ! Display results Write (nout,99999) 'Multivariate Normal probability =', prob 100 Continue 99999 Format (1X,A,F7.4) End Program g01hbfe