norcdf
C NORCDF SOURCE CB215821 16/04/21 21:17:52 8920 IMPLICIT INTEGER(I-N) IMPLICIT REAL*8 (A-H,O-Z) DATA B1,B2,B3,B4,B5,P /.319381530D0,-0.356563782D0, $ 1.781477937D0, -1.8212515978D0, $ 1.330274429D0, .2316419D0/ DATA UR2PI /0.39894228D0/ Z=X IF(X.LT.0.D0)Z=-Z T=1.D0/(1.D0+P*Z) CDF = 1.D0-UR2PI*EXP(-0.5D0*Z*Z)* $ (B1*T+B2*T**2+B3*T**3+B4*T**4+B5*T**5) IF(X.LT.0.D0) CDF=1.D0-CDF RETURN END
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