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C Library Functions  - ev2ppf (3)

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NAME

ev2ppf(3f) - [M_datapac:PERCENT_POINT] compute the extreme value type 2 (Frechet) percent point function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE EV2PPF(P,Gamma,Ppf)

       REAL(kind=wp),intent(in) :: P
       REAL(kind=wp),intent(in) :: Gamma
       REAL(kind=wp),intent(out) :: Ppf

DESCRIPTION

EV2PPF(3f) computes the percent point function value for the extreme value type 2 distribution with REAL tail length parameter = GAMMA.

The extreme value type 2 distribution used herein is defined for all non-negative X, and has the probability density function

       f(X) = GAMMA * (X**(-GAMMA-1)) * exp(-(X**(-GAMMA)))

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 (exclusively) and 1.0 (exclusively)) at which the percent point function is to be evaluated.
GAMMA	The value of the tail length parameter. GAMMA should be positive.

OUTPUT ARGUMENTS

PPF	The percent point function value for the extreme value type 2 distribution with tail length parameter value = GAMMA.

EXAMPLES

Sample program:

   program demo_ev2ppf
   use M_datapac, only : ev2ppf
   implicit none
   ! call ev2ppf(x,y)
   end program demo_ev2ppf

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	Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 272-295.

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Nemo Release 3.1

ev2ppf (3)

July 22, 2023

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