Computes the cumulative normal distribution function values of vector elements.
Syntax
Fortran:
call vscdfnorm( n, a, y )
call vmscdfnorm( n, a, y, mode )
call vdcdfnorm( n, a, y )
call vmdcdfnorm( n, a, y, mode )
C:
vsCdfNorm( n, a, y );
vmsCdfNorm( n, a, y, mode );
vdCdfNorm( n, a, y );
vmdCdfNorm( n, a, y, mode );
Include Files
The FORTRAN 77 interfaces are specified in the mkl_vml.f77 include file, the Fortran 90 interfaces are specified in the mkl_vml.f90 include file, and the C interfaces are specified in the mkl_vml_functions.h include file.
Input Parameters
Name |
Type |
Description |
|---|---|---|
n |
FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int |
Specifies the number of elements to be calculated. |
a |
FORTRAN 77: REAL for vscdfnorm, vmscdfnorm DOUBLE PRECISION for vdcdfnorm, vmdcdfnorm Fortran 90: REAL, INTENT(IN) for vscdfnorm, vmscdfnorm DOUBLE PRECISION, INTENT(IN) for vdcdfnorm, vmdcdfnorm C: const float* for vsCdfNorm, vmsCdfNorm const double* for vdCdfNorm, vmdCdfNorm |
FORTRAN: Array that specifies the input vector a. C: Pointer to an array that contains the input vector a. |
mode |
FORTRAN 77: INTEGER*8 Fortran 90: INTEGER(KIND=8), INTENT(IN) C: const MKL_INT64 |
Overrides global VML mode setting for this function call. See SetMode for possible values and their description. |
Output Parameters
Name |
Type |
Description |
|---|---|---|
y |
FORTRAN 77: REAL for vscdfnorm, vmscdfnorm DOUBLE PRECISION for vdcdfnorm, vmdcdfnorm Fortran 90: REAL, INTENT(OUT) for vscdfnorm, vmscdfnorm DOUBLE PRECISION, INTENT(OUT) for vdcdfnorm, vmdcdfnorm C: float* for vsCdfNorm, vmsCdfNorm double* for vdCdfNorm, vmdCdfNorm |
FORTRAN: Array that specifies the output vector y. C: Pointer to an array that contains the output vector y. |
Description
The CdfNorm function computes the cumulative normal distribution function values for elements of the input vector a and writes them to the output vector y.
The cumulative normal distribution function is defined as given by:
Useful relations:
where Erf and Erfc are the error and complementary error functions.
See also Figure "Erf Family Functions Relationship" in Erf function description for CdfNorm function relationship with the other functions of Erf family.