C Library Functions - ev1ppf (3)
NAME
ev1ppf(3f) - [M_datapac:PERCENT_POINT] compute the extreme value type 1 (Gumbel) percent point function
CONTENTS
Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References
SYNOPSIS
SUBROUTINE EV1PPF(P,Ppf)
REAL(kind=wp),intent(in) :: P REAL(kind=wp),intent(out) :: Ppf
DESCRIPTION
EV1PPF(3f) computes the percent point function value for the extreme value type 1 distribution.The extreme value type 1 distribution used herein has mean = Euler’s number = 0.57721566 and standard deviation = pi/sqrt(6) = 1.28254983.
This distribution is defined for all x and has the probability density function
f(x) = (exp(-x)) * (exp(-(exp(-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 exclusively) at which the percent point function is to be evaluated.
OUTPUT ARGUMENTS
PPF The percent point function value for the extreme value type 1 distribution with mean = Euler’s number = 0.57721566 and standard deviation = pi/sqrt(6) = 1.28254983.
EXAMPLES
Sample program:
program demo_ev1ppf use M_datapac, only : ev1ppf implicit none ! call ev1ppf(x,y) end program demo_ev1ppfResults:
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 Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 272-295.
| Nemo Release 3.1 | ev1ppf (3) | February 23, 2025 |
