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C Library Functions  - gamppf (3)

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NAME

gamppf(3f) - [M_datapac:PERCENT_POINT] compute the gamma percent point function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE GAMPPF(P,Gamma,Ppf)

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

DESCRIPTION

GAMPPF(3f) computes the percent point function value for the gamma distribution with REAL tail length parameter = GAMMA.

The gamma distribution used herein has mean = GAMMA and standard deviation = sqrt(GAMMA). This distribution is defined for all positive X, and has the probability density function

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

where the constant = the gamma function evaluated at the value 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 gamma distribution

EXAMPLES

Sample program:

   program demo_gamppf
   use M_datapac, only : gamppf
   implicit none
   ! call gamppf(x,y)
   end program demo_gamppf

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	Wilk, Gnanadesikan, and Huyett, ’Probability Plots for the Gamma Distribution’, Technometrics, 1962, pages 1-15, especially pages 3-5.
o	National Bureau of Standards Applied Mathematics Series 55, 1964, page 257, Formula 6.1.41.
o	Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 166-206.
o	Hastings and Peacock, Statistical Distributions--A Handbook for Students and Practitioners, 1975, pages 68-73.

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Nemo Release 3.1

gamppf (3)

July 22, 2023

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