13 April 2012 04:16:05 PM
OWENS_PRB:
C++ version
Test the OWENS library.
TEST01:
T computes Owen's T function.
Compare to tabulated values.
H A T T
(Tabulated) (TFN) DIFF
0.0625 0.25 0.03891193023470137 0.03891193023470137 0
6.5 0.4375 2.000577304850831e-11 1.001053592625534e-11 9.995e-12
7 0.9688 6.399062719389869e-13 3.199531359713401e-13 3.2e-13
4.781 0.0625 1.063297480468746e-07 1.063297480468747e-07 2.647e-23
2 0.5 0.008625077985521507 0.008625077985521508 1.735e-18
1 1 0.0667418089782286 0.0667418089782286 0
1 0.5 0.04306469112078537 0.04306469112078537 0
1 1 0.06674188216570097 0.06674188216570097 0
1 2 0.0784681869930841 0.0784681869930841 0
1 3 0.0792995047488726 0.07929950474887258 1.388e-17
0.5 0.5 0.06448860284750375 0.06448860284750377 1.388e-17
0.5 1 0.1066710629614485 0.1066710629614485 1.388e-17
0.5 2 0.1415806036539784 0.1415806036539784 0
0.5 3 0.1510840430760184 0.1510840430760184 2.776e-17
0.25 0.5 0.07134663382271778 0.0713466338227178 2.776e-17
0.25 1 0.1201285306350883 0.1201285306350883 0
0.25 2 0.1666128410939293 0.1666128410939293 2.776e-17
0.25 3 0.1847501847929859 0.1847501847929859 2.776e-17
0.125 0.5 0.07317273327500386 0.07317273327500386 0
0.125 1 0.1237630544953746 0.1237630544953746 2.776e-17
0.125 2 0.1737438887583106 0.1737438887583106 0
0.125 3 0.1951190307092811 0.1951190307092811 2.776e-17
0.007812 0.5 0.07378938035365545 0.07378938035365547 1.388e-17
0.007812 1 0.1249951430754052 0.1249951430754052 0
0.007812 2 0.1761984774738108 0.1761984774738108 2.776e-17
0.007812 3 0.1987772386442824 0.1987772386442823 5.551e-17
0.007812 10 0.2340886964802671 0.2340886964802671 2.776e-17
0.007812 100 0.2479460829231492 0.2479460829231492 0
TEST02:
BIVNOR computes the bivariate normal probability.
Compare to tabulated values.
X Y R P P DIFF
(Tabulated) (BIVNOR)
-2 1 0.5 0.02260327218569867 0.02260327218216498 3.534e-12
-1 1 0.5 0.15487295185841 0.1548729518586029 1.929e-13
0 1 0.5 0.4687428083352184 0.4687429526451681 1.443e-07
1 1 0.5 0.7452035868929476 0.7452035868467498 4.62e-11
2 1 0.5 0.8318608306874188 0.8318608311308804 4.435e-10
3 1 0.5 0.8410314261134202 0.8410314268855684 7.721e-10
-0.2 0.5 -0.9 0.1377019384919464 0.1377019384919554 9.021e-15
-0.2 0.5 -0.8 0.162174950173903 0.1621749501739237 2.071e-14
-0.2 0.5 -0.7 0.1827411243233119 0.182741124323837 5.251e-13
-0.2 0.5 -0.6 0.2010067421506235 0.2010067421350173 1.561e-11
-0.2 0.5 -0.5 0.217775115526529 0.2177751156457083 1.192e-10
-0.2 0.5 -0.4 0.2335088436446962 0.2335088436667788 2.208e-11
-0.2 0.5 -0.3 0.2485057781834286 0.2485057781836367 2.081e-13
-0.2 0.5 -0.2 0.2629747825154868 0.2629747825156674 1.806e-13
-0.2 0.5 -0.1 0.2770729823404738 0.277072982340618 1.442e-13
-0.2 0.5 0 0.2909261168683812 0.2909261168683812 0
-0.2 0.5 0.1 0.3046406378726738 0.3046406378728856 2.118e-13
-0.2 0.5 0.2 0.3183113449213638 0.318311355328648 1.041e-08
-0.2 0.5 0.3 0.3320262544108028 0.3320262544201822 9.379e-12
-0.2 0.5 0.4 0.3458686754647614 0.3458686754635103 1.251e-12
-0.2 0.5 0.5 0.3599150462310668 0.3599150462316804 6.136e-13
-0.2 0.5 0.6 0.3742210899871168 0.3742210899873292 2.124e-13
-0.2 0.5 0.7 0.388770640528232 0.38877064052855 3.18e-13
-0.2 0.5 0.8 0.4032765198361344 0.4032765198363306 1.962e-13
-0.2 0.5 0.9 0.4162100291953678 0.4162100291976345 2.267e-12
1 0.5 0.673 0.6508271498838664 0.6508271498843442 4.778e-13
2 1 0.5 0.8318608306874188 0.8318608311308804 4.435e-10
0 0 -1 0 0 0
0 0 -0.5 0.166666666653997 0.1666666666666667 1.267e-11
0 0 0 0.25 0.25 0
0 0 0.5 0.3333333333328906 0.3333333333333333 4.427e-13
0 0 1 0.5 0.5 0
1 1 0.5 0.7452035868929476 0.7452035868467498 4.62e-11
1 -1 0.5 0.15487295185841 0.1548729518586028 1.928e-13
-1 1 0.5 0.15487295185841 0.1548729518586029 1.929e-13
-1 -1 0.5 0.06251409470431653 0.06251409470966388 5.347e-12
1 1 0.5 0.7452035868929476 0.7452035868467498 4.62e-11
1 -1 0.5 0.15487295185841 0.1548729518586028 1.928e-13
-1 1 0.5 0.15487295185841 0.1548729518586029 1.929e-13
-1 -1 0.5 0.06251409470431653 0.06251409470966388 5.347e-12
0.7071 0.7071 0.5 0.6337020457912916 0.6337020457780796 1.321e-11
TEST03:
ZNORM1 computes the normal CDF starting at 0.
Compare to tabulated values.
X P P DIFF
(Tabulated) (ZNORM1)
0 0 0 0
0.1 0.03982783727702899 0.03982783727702897 1.388e-17
0.2 0.07925970943910299 0.07925970943910303 4.163e-17
0.3 0.1179114221889526 0.1179114221889526 4.163e-17
0.4 0.1554217416103242 0.1554217416103242 2.776e-17
0.5 0.1914624612740131 0.1914624612740131 5.551e-17
0.6 0.225746882249927 0.2257468822499264 6.384e-16
0.7 0.258036347776927 0.258036347776927 0
0.8 0.2881446014166033 0.2881446014166034 1.11e-16
0.9 0.3159398746532405 0.3159398746532405 0
1 0.3413447460685429 0.3413447460685429 0
1.5 0.4331927987311419 0.4331927987311419 0
2 0.4772498680518208 0.4772498680518208 0
2.5 0.493790334674224 0.4937903346742238 1.11e-16
3 0.4986501019683699 0.4986501019683699 0
3.5 0.4997673709209645 0.4997673709209645 0
4 0.4999683287581669 0.4999683287581669 0
TEST04:
ZNORM2 computes the complementary normal CDF.
Compare to tabulated values.
X P P DIFF
(Tabulated) (ZNORM2)
0 0.5 0.5 0
0.1 0.460172162722971 0.460172162722971 0
0.2 0.420740290560897 0.420740290560897 5.551e-17
0.3 0.3820885778110474 0.3820885778110474 5.551e-17
0.4 0.3445782583896758 0.3445782583896758 0
0.5 0.3085375387259869 0.3085375387259869 5.551e-17
0.6 0.274253117750073 0.2742531177500737 6.661e-16
0.7 0.241963652223073 0.2419636522230731 2.776e-17
0.8 0.2118553985833967 0.2118553985833967 8.327e-17
0.9 0.1840601253467595 0.1840601253467595 2.776e-17
1 0.1586552539314571 0.158655253931457 2.776e-17
1.5 0.06680720126885809 0.06680720126885809 0
2 0.02275013194817921 0.02275013194817922 6.939e-18
2.5 0.006209665325776048 0.006209665325776137 8.934e-17
3 0.001349898031630103 0.001349898031630096 7.806e-18
3.5 0.0002326290790355401 0.000232629079035525 1.507e-17
4 3.167124183311998e-05 3.167124183311996e-05 2.033e-20
OWENS_PRB:
Normal end of execution.
13 April 2012 04:16:05 PM