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C Library Functions  - hfnppf (3)

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NAME

hfnppf(3f) - [M_datapac:PERCENT_POINT] compute the half-normal percent point function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE HFNPPF(P,Ppf)

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

DESCRIPTION

HFNPPF(3f) computes the percent point function value for the halfnormal distribution.

The halfnormal distribution used herein has mean = sqrt(2/pi) = 0.79788456 and standard deviation = 1. this distribution is defined for all non-negative X and has the probability density function

f(X) = (2/sqrt(2*pi)) * exp(-X*X/2).

The halfnormal distribution used herein is the distribution of the variate X = abs(Z) where the variate Z is normally distributed with mean = 0 and standard deviation = 1.

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 (inclusively) and 1.0 (exclusively)) at which the percent point function is to be evaluated.

OUTPUT ARGUMENTS

PPF	The percent point function value for the halfnormal distribution

EXAMPLES

Sample program:

   program demo_hfnppf
   use M_datapac, only : hfnppf
   implicit none
   ! call hfnppf(x,y)
   end program demo_hfnppf

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 53, 59, 81, 83.
o	Daniel, ’Use of Half-Normal Plots in Interpreting Factorial Two-Level Experiments’, Technometrics, 1959, pages 311-341.

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Nemo Release 3.1

hfnppf (3)

July 22, 2023

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