13 August 2022 09:41:41 AM

asa066_test():
  C++ version
  Test asa066().

test01():
  Compare tabulated values of the normal
  Cumulative Density Function against values
  computed by alnorm().

         X        CDF                       CDF                    DIFF
               (tabulated)                 (ALNORM)

           0                       0.5                       0.5           0
         0.1         0.539827837277029        0.5398278372727792    4.25e-12
         0.2         0.579259709439103        0.5792597093809396   5.816e-11
         0.3        0.6179114221889526        0.6179114219830535   2.059e-10
         0.4        0.6554217416103242        0.6554217411248666   4.855e-10
         0.5        0.6914624612740131        0.6914624603416568   9.324e-10
         0.6         0.725746882249927        0.7257468806679227   1.582e-09
         0.7         0.758036347776927        0.7580363453106433   2.466e-09
         0.8        0.7881446014166033        0.7881445978094612   3.607e-09
         0.9        0.8159398746532405        0.8159398696376543   5.016e-09
           1        0.8413447460685429        0.8413447393693563   6.699e-09
         1.5        0.9331927987311419        0.9331927987330156   1.874e-12
           2        0.9772498680518208        0.9772498680509744   8.464e-13
         2.5         0.993790334674224        0.9937903346744605   2.366e-13
           3        0.9986501019683699        0.9986501019683744   4.552e-15
         3.5        0.9997673709209645        0.9997673709209559   8.549e-15
           4        0.9999683287581669        0.9999683287581664   4.441e-16

test02():
  Compare tabulated values of the normal
  Cumulative Density Function against values
  computed by normp().

         X        CDF                       CDF                    DIFF
               (tabulated)                 (NORMP)

           0                       0.5                       0.5           0
         0.1         0.539827837277029         0.539827837277029           0
         0.2         0.579259709439103        0.5792597094391031    1.11e-16
         0.3        0.6179114221889526        0.6179114221889526           0
         0.4        0.6554217416103242        0.6554217416103243    1.11e-16
         0.5        0.6914624612740131         0.691462461274013    1.11e-16
         0.6         0.725746882249927        0.7257468822499265   5.551e-16
         0.7         0.758036347776927         0.758036347776927           0
         0.8        0.7881446014166033        0.7881446014166034    1.11e-16
         0.9        0.8159398746532405        0.8159398746532405           0
           1        0.8413447460685429         0.841344746068543    1.11e-16
         1.5        0.9331927987311419        0.9331927987311419           0
           2        0.9772498680518208        0.9772498680518208           0
         2.5         0.993790334674224        0.9937903346742238    1.11e-16
           3        0.9986501019683699        0.9986501019683699           0
         3.5        0.9997673709209645        0.9997673709209645           0
           4        0.9999683287581669        0.9999683287581669           0

test03():
  Compare tabulated values of the normal
  Cumulative Density Function against values
  computed by nprob().

         X        CDF                       CDF                    DIFF
               (tabulated)                 (NPROB)

           0                       0.5                       0.5           0
         0.1         0.539827837277029        0.5398278372805048   3.476e-12
         0.2         0.579259709439103        0.5792597094424672   3.364e-12
         0.3        0.6179114221889526        0.6179114221891665   2.139e-13
         0.4        0.6554217416103242        0.6554217416083834   1.941e-12
         0.5        0.6914624612740131        0.6914624612735877   4.254e-13
         0.6         0.725746882249927        0.7257468822526401   2.713e-12
         0.7         0.758036347776927        0.7580363477802913   3.364e-12
         0.8        0.7881446014166033        0.7881446014178579   1.255e-12
         0.9        0.8159398746532405        0.8159398746539517   7.112e-13
           1        0.8413447460685429        0.8413447460717163   3.173e-12
         1.5        0.9331927987311419        0.9331927987330156   1.874e-12
           2        0.9772498680518208        0.9772498680509744   8.464e-13
         2.5         0.993790334674224        0.9937903346744605   2.366e-13
           3        0.9986501019683699        0.9986501019683744   4.552e-15
         3.5        0.9997673709209645        0.9997673709209559   8.549e-15
           4        0.9999683287581669        0.9999683287581664   4.441e-16

asa066_test():
  Normal end of execution.

13 August 2022 09:41:41 AM