TY - JOUR
AU - Schervish, Mark J.
AB - STATISTICAL ALGORITHMS Fortran 66 version which will give correct results for all valid arguments VAL and which only uses the intrinsic functions provided by standard Fortran 66". However Fortran 66 includes, as standard, basic external functions as well as intrinsic functions. Using one of these, the executable statement of Algorithm AS 193.3 may be replaced by DINT = VAL - DMOD(V AL, 1.0DO). Reference Hopkins T. R. (1983) Algorithm AS 193. A revised algorithm for the spectral test. Appl . Statist., 32, 328-335. Corrections By Mark J. Schervish t Carnegie-Mellon University, USA A few transcription errors appeared in the listing of this Fortran program. The statement immediately preceding statement 6 should read IF (C(L) .GE. D(L» RETURN This error will only have an impact if one of the ranges of integration is so extreme that the marginal probability of the corresponding coordinate being in the range of integration is less than 0.15*EPSIN. In the statements immediately preceding statement 100 and in those immediately following statement 100, the second arguments of F2, F3, F4, F5, and F6 should all be COND(L) rather than CONDL(L). The second argument of PHI is still CONDL(L). The affected section of code, without comments, should 
TI - Algorithm as 195: Multivariate Normal Probabilities with Error Bound
JF - Journal of the Royal Statistical Society Series C (Applied Statistics)
DO - 10.2307/2347897
DA - 1985-03-01
UR - https://www.deepdyve.com/lp/oxford-university-press/algorithm-as-195-multivariate-normal-probabilities-with-error-bound-eGVCLVR1HF
SP - 103
EP - 104
VL - 34
IS - 1
DP - DeepDyve
ER -