toms462_test

toms462_test, a FORTRAN77 code which calls toms462(), which evaluates the upper right tail of the bivariate normal distribution; that is, the probability that normal variables X and Y with correlation R will satisfy H <= X and K <= Y.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Related Data and Programs:

toms462, a FORTRAN77 code which evaluates the upper right tail of the bivariate normal distribution; that is, the probability that normal variables X and Y with correlation R will satisfy H <= X and K <= Y.

Source Code:

• toms462_test.f, a sample calling program.
• toms462_test.sh, commands to compile and run the sample program.
• toms462_test.txt, the output from a run of the sample program.