Normal Distribution

• PDA_DERF (SLATEC/CAMSUN)
  Calculates the double precision error function for double precision argument X.
• PDA_DERFC (SLATEC/CAMSUN)
  Calculates the double precision complementary error function for double precision argument X.
• PDA_PPND16
  Returns the normal deviate corresponding to a given lower tail area of P.

The error function erf() in NAG is S15AEF. In SLATEC it is replaced by PDA_DERF. The NAG code might look like

      INTEGER IFAIL
      DOUBLE PRECISION X, P
      DOUBLE PRECISION S15AEF
      IFAIL = 1
      P = S15AEF( X, IFAIL )
      IF ( IFAIL .NE. 0 ) THEN
         An error has occurred
      END IF

The new code would be

      INTEGER IFAIL
      DOUBLE PRECISION X, P
      DOUBLE PRECISION PDA_DERF
      IFAIL = 0
      P = PDA_DERF( X, IFAIL )
      IF ( IFAIL .NE. 0 ) THEN
         An error has occurred
      END IF

The complementary error function erfc() in NAG is S15ADF. In SLATEC it is replaced by PDA_DERFC. Migration hints are not yet available, but the replacement of calls to S15ADF with PDA_DERF should be very similar to replacing S15AEF with PDA_DERF.