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  • Committer: Bazaar Package Importer
  • Author(s): Daniel T. Chen (new)
  • Date: 2005-03-16 02:15:29 UTC
  • Revision ID: james.westby@ubuntu.com-20050316021529-xrjlowsejs0cijig
Tags: upstream-0.3.2
Import upstream version 0.3.2

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Lib/special/cdflib/stvaln.f
 
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      DOUBLE PRECISION FUNCTION stvaln(p)
 
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C
 
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C**********************************************************************
 
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C
 
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C     DOUBLE PRECISION FUNCTION STVALN(P)
 
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C                    STarting VALue for Neton-Raphon
 
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C                calculation of Normal distribution Inverse
 
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C
 
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C
 
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C                              Function
 
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C
 
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C
 
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C     Returns X  such that CUMNOR(X)  =   P,  i.e., the  integral from -
 
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C     infinity to X of (1/SQRT(2*PI)) EXP(-U*U/2) dU is P
 
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C
 
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C
 
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C                              Arguments
 
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C
 
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C
 
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C     P --> The probability whose normal deviate is sought.
 
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C                    P is DOUBLE PRECISION
 
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C
 
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C
 
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C                              Method
 
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C
 
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C
 
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C     The  rational   function   on  page 95    of Kennedy  and  Gentle,
 
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C     Statistical Computing, Marcel Dekker, NY , 1980.
 
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C
 
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C**********************************************************************
 
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C
 
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C     .. Scalar Arguments ..
 
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      DOUBLE PRECISION p
 
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C     ..
 
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C     .. Local Scalars ..
 
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      DOUBLE PRECISION sign,y,z
 
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C     ..
 
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C     .. Local Arrays ..
 
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      DOUBLE PRECISION xden(5),xnum(5)
 
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C     ..
 
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C     .. External Functions ..
 
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      DOUBLE PRECISION devlpl
 
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      EXTERNAL devlpl
 
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C     ..
 
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C     .. Intrinsic Functions ..
 
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      INTRINSIC dble,log,sqrt
 
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C     ..
 
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C     .. Data statements ..
 
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      DATA xnum/-0.322232431088D0,-1.000000000000D0,-0.342242088547D0,
 
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     +     -0.204231210245D-1,-0.453642210148D-4/
 
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      DATA xden/0.993484626060D-1,0.588581570495D0,0.531103462366D0,
 
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     +     0.103537752850D0,0.38560700634D-2/
 
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C     ..
 
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C     .. Executable Statements ..
 
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      IF (.NOT. (p.LE.0.5D0)) GO TO 10
 
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      sign = -1.0D0
 
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      z = p
 
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      GO TO 20
 
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   10 sign = 1.0D0
 
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      z = 1.0D0 - p
 
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   20 y = sqrt(-2.0D0*log(z))
 
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      stvaln = y + devlpl(xnum,5,y)/devlpl(xden,5,y)
 
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      stvaln = sign*stvaln
 
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      RETURN
 
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      END