01 November 2010 08:28:57 AM

ASA066_PRB:
C++ version
Test the ASA066 library.

TEST01:
Compare tabulated values of the normal
Cumulative Density Function against values
computed by ALNORM.

X CDF CDF DIFF

(tabulated) (ALNORM)

0.0000 0.5000000000000000 0.5000000000000000

0.0000e+00
0.1000 0.5398278372770290 0.5398278372727792
4.2498e-12
0.2000 0.5792597094391030 0.5792597093809396
5.8163e-11
0.3000 0.6179114221889526 0.6179114219830535
2.0590e-10
0.4000 0.6554217416103242 0.6554217411248666
4.8546e-10
0.5000 0.6914624612740131 0.6914624603416568
9.3236e-10
0.6000 0.7257468822499270 0.7257468806679227
1.5820e-09
0.7000 0.7580363477769270 0.7580363453106433
2.4663e-09
0.8000 0.7881446014166033 0.7881445978094612
3.6071e-09
0.9000 0.8159398746532405 0.8159398696376543
5.0156e-09
1.0000 0.8413447460685429 0.8413447393693563
6.6992e-09
1.5000 0.9331927987311419 0.9331927987330156
1.8737e-12
2.0000 0.9772498680518208 0.9772498680509744
8.4643e-13
2.5000 0.9937903346742240 0.9937903346744605
2.3659e-13
3.0000 0.9986501019683699 0.9986501019683744
4.5519e-15
3.5000 0.9997673709209645 0.9997673709209559
8.5487e-15
4.0000 0.9999683287581669 0.9999683287581664
4.4409e-16

TEST02:
Compare tabulated values of the normal
Cumulative Density Function against values
computed by NORMP.

X CDF CDF DIFF

(tabulated) (NORMP)

0.0000 0.5000000000000000 0.5000000000000000

0.0000e+00
0.1000 0.5398278372770290 0.5398278372770290
0.0000e+00
0.2000 0.5792597094391030 0.5792597094391031
1.1102e-16
0.3000 0.6179114221889526 0.6179114221889526
0.0000e+00
0.4000 0.6554217416103242 0.6554217416103243
1.1102e-16
0.5000 0.6914624612740131 0.6914624612740130
1.1102e-16
0.6000 0.7257468822499270 0.7257468822499265
5.5511e-16
0.7000 0.7580363477769270 0.7580363477769270
0.0000e+00
0.8000 0.7881446014166033 0.7881446014166034
1.1102e-16
0.9000 0.8159398746532405 0.8159398746532405
0.0000e+00
1.0000 0.8413447460685429 0.8413447460685430
1.1102e-16
1.5000 0.9331927987311419 0.9331927987311419
0.0000e+00
2.0000 0.9772498680518208 0.9772498680518208
0.0000e+00
2.5000 0.9937903346742240 0.9937903346742238
1.1102e-16
3.0000 0.9986501019683699 0.9986501019683699
0.0000e+00
3.5000 0.9997673709209645 0.9997673709209645
0.0000e+00
4.0000 0.9999683287581669 0.9999683287581669
0.0000e+00

TEST03
Compare tabulated values of the normal
Cumulative Density Function against values
computed by NPROBP.

X CDF CDF DIFF

(tabulated) (NPROB)

0.0000 0.5000000000000000 0.5000000000000000

0.0000e+00
0.1000 0.5398278372770290 0.5398278372805048
3.4758e-12
0.2000 0.5792597094391030 0.5792597094424672
3.3642e-12
0.3000 0.6179114221889526 0.6179114221891665
2.1394e-13
0.4000 0.6554217416103242 0.6554217416083834
1.9408e-12
0.5000 0.6914624612740131 0.6914624612735877
4.2544e-13
0.6000 0.7257468822499270 0.7257468822526401
2.7131e-12
0.7000 0.7580363477769270 0.7580363477802913
3.3643e-12
0.8000 0.7881446014166033 0.7881446014178579
1.2547e-12
0.9000 0.8159398746532405 0.8159398746539517
7.1121e-13
1.0000 0.8413447460685429 0.8413447460717163
3.1734e-12
1.5000 0.9331927987311419 0.9331927964149251
2.3162e-09
2.0000 0.9772498680518208 0.9772498680509744
8.4643e-13
2.5000 0.9937903346742240 0.9937903346744605
2.3659e-13
3.0000 0.9986501019683699 0.9986501019683744
4.5519e-15
3.5000 0.9997673709209645 0.9997673709209559
8.5487e-15
4.0000 0.9999683287581669 0.9999683287581664
4.4409e-16

ASA066_PRB:
Normal end of execution.

01 November 2010 08:28:57 AM