normcdf Subroutine

public subroutine normcdf(x, mu, sigma, cum, ccum)

This function evaluates the normal distribution function:

Arguments

Type IntentOptional Attributes Name
real(kind=rk), intent(in) :: x

Input: argument x to compute P(X <= x)

real(kind=rk), intent(in) :: mu

Input: mean of the gaussian

real(kind=rk), intent(in) :: sigma

Input: standard deviation (sqrt of variance)

real(kind=rk), intent(out) :: cum

Output: P(X <= x)

real(kind=rk), intent(out) :: ccum