C Library Functions  - parppf (3)

NAME
parppf(3f) - [M_datapac:PERCENT_POINT] compute the Pareto percent point function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS
SUBROUTINE PARPPF(P,Gamma,Ppf) 

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

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

The Pareto distribution used herein is defined for all X greater than or equal to 1, and has the probability density function 

       f(X) = GAMMA / (X**(GAMMA+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.
GAMMA The value of the tail length parameter. GAMMA should be positive.

OUTPUT ARGUMENTS

PPF The percent point function value for the Pareto distribution

EXAMPLES
Sample program: 

   program demo_parppf
   use M_datapac, only : parppf
   implicit none
   ! call parppf(x,y)
   end program demo_parppf
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 233-249.
o Hastings and Peacock, Statistical Distributions--A Handbook for Students and Practitioners, 1975, page 102.

Nemo Release 3.1 parppf (3) February 23, 2025
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