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C Library Functions  - cauppf (3)

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NAME

cauppf(3f) - [M_datapac:PERCENT_POINT] compute the Cauchy percent point function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE CAUPPF(P,Ppf)

       REAL(kind=wp) :: P
       REAL(kind=wp) :: Ppf
       REAL(kind=wp) :: arg

DESCRIPTION

CAUPPF(3f) computes the percent point function value for the cauchy distribution with median = 0 and 75% point = 1.

This distribution is defined for all x and has the probability density function

       f(X) = (1/pi)*(1/(1+X*X))

Note that the percent point function of a distribution is identically the same as the inverse cumulative distribution function of the distribution.

INPUT ARGUMENTS

P	The value (between 0.0 and 1.0) at which the percent point function is to be evaluated. P should be between 0.0 and 1.0, exclusively.

OUTPUT ARGUMENTS

PPF	The percent point function value.

EXAMPLES

Sample program:

   program demo_cauppf
   use M_datapac, only : cauppf, label
   implicit none
   call label(’cauppf’)
   ! call cauppf(x,y)
   end program demo_cauppf

Results:

AUTHOR

The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.

MAINTAINER

John Urban, 2022.05.31

LICENSE

CC0-1.0

REFERENCES

o	Filliben, Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution (Unpublished PH.D. Dissertation, Princeton University), 1969, pages 21-44, 229-231.
o	Filliben, ’The Percent Point Function’, (Unpublished Manuscript), 1970, pages 28-31.
o	Johnson and Kotz, Continuous Univariate Distributions -- 1, 1970, pages 154-165.

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Nemo Release 3.1

cauppf (3)

February 23, 2025

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