1 : C NORCDF SOURCE CHAT 05/01/13 01:59:40 5004 2 : SUBROUTINE NORCDF(X,CDF) 3 : IMPLICIT INTEGER(I-N) 4 : IMPLICIT REAL*8 (A-H,O-Z) 5 : DATA B1,B2,B3,B4,B5,P /.319381530D0,-0.356563782D0, 6 : $ 1.781477937D0, -1.8212515978D0, 7 : $ 1.330274429D0, .2316419D0/ 8 : DATA UR2PI /0.39894228D0/ 9 : Z=X 10 : IF(X.LT.0.D0)Z=-Z 11 : T=1.D0/(1.D0+P*Z) 12 : CDF = 1.D0-UR2PI*DEXP(-0.5D0*Z*Z)* 13 : $ (B1*T+B2*T**2+B3*T**3+B4*T**4+B5*T**5) 14 : IF(X.LT.0.D0) CDF=1.D0-CDF 15 : RETURN 16 : END 17 : 18 :
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