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DOUBLE PRECISION FUNCTION dlanor(x)
C**********************************************************************
C
C DOUBLE PRECISION FUNCTION DLANOR( X )
C Double precision Logarith of the Asymptotic Normal
C
C
C Function
C
C
C Computes the logarithm of the cumulative normal distribution
C from abs( x ) to infinity for abs( x ) >= 5.
C
C
C Arguments
C
C
C X --> Value at which cumulative normal to be evaluated
C DOUBLE PRECISION X
C
C
C Method
C
C
C 23 term expansion of formula 26.2.12 of Abramowitz and Stegun.
C The relative error at X = 5 is about 0.5E-5.
C
C
C Note
C
C
C ABS(X) must be >= 5 else there is an error stop.
C
C**********************************************************************
include '../stack.h'
C .. Parameters ..
DOUBLE PRECISION dlsqpi
PARAMETER (dlsqpi=0.91893853320467274177D0)
C ..
C .. Scalar Arguments ..
DOUBLE PRECISION x
C ..
C .. Local Scalars ..
DOUBLE PRECISION approx,correc,xx,xx2
C ..
C .. Local Arrays ..
DOUBLE PRECISION coef(12)
C ..
C .. External Functions ..
DOUBLE PRECISION devlpl,dln1px
EXTERNAL devlpl,dln1px
C ..
C .. Intrinsic Functions ..
INTRINSIC abs,log
C ..
C .. Data statements ..
DATA coef/-1.0D0,3.0D0,-15.0D0,105.0D0,-945.0D0,10395.0D0,
+ -135135.0D0,2027025.0D0,-34459425.0D0,654729075.0D0,
+ -13749310575D0,316234143225.0D0/
C ..
C .. Executable Statements ..
xx = abs(x)
IF (xx.LT.5.0D0) then
call basout(io,wte,'Argument too small in DLANOR')
status = -100
dlanor=0.0d0
return
endif
approx = -dlsqpi - 0.5D0*xx*xx - log(xx)
xx2 = xx*xx
correc = devlpl(coef,12,1.0D0/xx2)/xx2
correc = dln1px(correc)
dlanor = approx + correc
RETURN
END
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