SUBROUTINE EV2PPF(P,GAMMA,PPF) C C PURPOSE--THIS SUBROUTINE COMPUTES THE PERCENT POINT C FUNCTION VALUE FOR THE EXTREME VALUE TYPE 2 C DISTRIBUTION WITH SINGLE PRECISION C TAIL LENGTH PARAMETER = GAMMA. C THE EXTREME VALUE TYPE 2 DISTRIBUTION USED C HEREIN IS DEFINED FOR ALL NON-NEGATIVE X, C AND HAS THE PROBABILITY DENSITY FUNCTION C F(X) = GAMMA * (X**(-GAMMA-1)) * EXP(-(X**(-GAMMA))). 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 (EXCLUSIVELY) C AND 1.0 (EXCLUSIVELY)) C AT WHICH THE PERCENT POINT C FUNCTION IS TO BE EVALUATED. C --GAMMA = THE SINGLE PRECISION VALUE C OF THE TAIL LENGTH PARAMETER. C GAMMA SHOULD BE POSITIVE. C OUTPUT ARGUMENTS--PPF = THE SINGLE PRECISION PERCENT C POINT FUNCTION VALUE. C OUTPUT--THE SINGLE PRECISION PERCENT POINT FUNCTION . C VALUE PPF FOR THE EXTREME VALUE TYPE 2 DISTRIBUTION C WITH TAIL LENGTH PARAMETER VALUE = GAMMA. C PRINTING--NONE UNLESS AN INPUT ARGUMENT ERROR CONDITION EXISTS. C RESTRICTIONS--GAMMA SHOULD BE POSITIVE. C --P SHOULD BE BETWEEN 0.0 (EXCLUSIVELY) C AND 1.0 (EXCLUSIVELY). C OTHER DATAPAC SUBROUTINES NEEDED--NONE. C FORTRAN LIBRARY SUBROUTINES NEEDED--ALOG. C MODE OF INTERNAL OPERATIONS--SINGLE PRECISION. C LANGUAGE--ANSI FORTRAN. C REFERENCES--JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE C DISTRIBUTIONS--1, 1970, PAGES 272-295. 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--NOVEMBER 1975. C C--------------------------------------------------------------------- C IPR=6 C C CHECK THE INPUT ARGUMENTS FOR ERRORS C IF(P.LE.0.0.OR.P.GE.1.0)GOTO50 IF(GAMMA.LE.0.0)GOTO55 GOTO90 50 WRITE(IPR,1) WRITE(IPR,46)P PPF=0.0 RETURN 55 WRITE(IPR,15) WRITE(IPR,46)GAMMA PPF=0.0 RETURN 90 CONTINUE 1 FORMAT(1H ,115H***** FATAL ERROR--THE FIRST INPUT ARGUMENT TO THE 1 EV2PPF SUBROUTINE IS OUTSIDE THE ALLOWABLE (0,1) INTERVAL *****) 15 FORMAT(1H , 91H***** FATAL ERROR--THE SECOND INPUT ARGUMENT TO THE 1 EV2PPF SUBROUTINE IS NON-POSITIVE *****) 46 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,E15.8,6H *****) C C-----START POINT----------------------------------------------------- C PPF=(-ALOG(P))**(-1.0/GAMMA) C RETURN END