SUBROUTINE CAUPPF(P,PPF) C C PURPOSE--THIS SUBROUTINE COMPUTES THE PERCENT POINT C FUNCTION VALUE FOR THE CAUCHY DISTRIBUTION C WITH MEDIAN = 0 AND 75% POINT = 1. C THIS DISTRIBUTION IS DEFINED FOR ALL X AND HAS C THE PROBABILITY DENSITY FUNCTION C F(X) = (1/PI)*(1/(1+X*X)). C NOTE THAT THE PERCENT POINT FUNCTION OF A DISTRIBUTION C IS IDENTICALLY THE SAME AS THE INVERSE CUMULATIVE C DISTRIBUTION FUNCTION OF THE DISTRIBUTION. C INPUT ARGUMENTS--P = THE SINGLE PRECISION VALUE C (BETWEEN 0.0 AND 1.0) C AT WHICH THE PERCENT POINT C FUNCTION IS TO BE EVALUATED. C OUTPUT ARGUMENTS--PPF = THE SINGLE PRECISION PERCENT C POINT FUNCTION VALUE. C OUTPUT--THE SINGLE PRECISION PERCENT POINT C FUNCTION VALUE PPF. C PRINTING--NONE UNLESS AN INPUT ARGUMENT ERROR CONDITION EXISTS. C RESTRICTIONS--P SHOULD BE BETWEEN 0.0 AND 1.0, EXCLUSIVELY. C OTHER DATAPAC SUBROUTINES NEEDED--NONE. C FORTRAN LIBRARY SUBROUTINES NEEDED--SIN, COS. C MODE OF INTERNAL OPERATIONS--SINGLE PRECISION. C LANGUAGE--ANSI FORTRAN. C REFERENCES--FILLIBEN, SIMPLE AND ROBUST LINEAR ESTIMATION C OF THE LOCATION PARAMETER OF A SYMMETRIC C DISTRIBUTION (UNPUBLISHED PH.D. DISSERTATION, C PRINCETON UNIVERSITY), 1969, PAGES 21-44, 229-231. C --FILLIBEN, 'THE PERCENT POINT FUNCTION', C (UNPUBLISHED MANUSCRIPT), 1970, PAGES 28-31. C --JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE C DISTRIBUTIONS--1, 1970, PAGES 154-165. C WRITTEN BY--JAMES J. FILLIBEN C STATISTICAL ENGINEERING LABORATORY (205.03) C NATIONAL BUREAU OF STANDARDS C WASHINGTON, D. C. 20234 C PHONE: 301-921-2315 C ORIGINAL VERSION--JUNE 1972. C UPDATED --SEPTEMBER 1975. C UPDATED --NOVEMBER 1975. C C--------------------------------------------------------------------- C DATA PI/3.14159265358979/ C IPR=6 C C CHECK THE INPUT ARGUMENTS FOR ERRORS C IF(P.LE.0.0.OR.P.GE.1.0)GOTO50 GOTO90 50 WRITE(IPR,1) WRITE(IPR,46)P RETURN 90 CONTINUE 1 FORMAT(1H ,115H***** FATAL ERROR--THE FIRST INPUT ARGUMENT TO THE 1 CAUPPF SUBROUTINE IS OUTSIDE THE ALLOWABLE (0,1) INTERVAL *****) 46 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,E15.8,6H *****) C C-----START POINT----------------------------------------------------- C ARG=PI*P PPF=-COS(ARG)/SIN(ARG) C RETURN END