SUBROUTINE LAMPPF(P,ALAMBA,PPF) C C PURPOSE--THIS SUBROUTINE COMPUTES THE PERCENT POINT C FUNCTION VALUE FOR THE (TUKEY) LAMBDA DISTRIBUTION C WITH TAIL LENGTH PARAMETER VALUE = ALAMBA. C IN GENERAL, THE PROBABILITY DENSITY FUNCTION C FOR THIS DISTRIBUTION IS NOT SIMPLE. C THE PERCENT POINT FUNCTION FOR THIS DISTRIBUTION IS C G(P) = ((P**ALAMBA)-((1-P)**ALAMBA))/ALAMBA 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 --ALAMBA = THE SINGLE PRECISION VALUE OF LAMBDA C (THE TAIL LENGTH PARAMETER). C OUTPUT ARGUMENTS--PPF = THE SINGLE PRECISION PERCENT C POINT FUNCTION VALUE. C OUTPUT--THE SINGLE PRECISION PERCENT POINT C FUNCTION VALUE PPF FOR THE TUKEY LAMBDA DISTRIBUTION C WITH TAIL LENGTH PARAMETER = ALAMBA. C PRINTING--NONE UNLESS AN INPUT ARGUMENT ERROR CONDITION EXISTS. C RESTRICTIONS--IF ALAMBA IS POSITIVE, C THEN P SHOULD BE BETWEEN 0.0 AND 1.0, INCLUSIVELY. C IF ALAMBA IS NON-POSITIVE, C THEN P SHOULD BE BETWEEN 0.0 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C REFERENCES--FILLIBEN, SIMPLE AND ROBUST LINEAR ESTIMATION C OF THE LOCATION PARAMETER OF A SYMMETRIC C DISTRIBUTION (UNPUBLISHED PH.D. DISSERTATION, C PRINCETON UNIVERSITY), 1969, PAGES 21-44, 229-231, C PAGES 53-58. C --FILLIBEN, 'THE PERCENT POINT FUNCTION', C (UNPUBLISHED MANUSCRIPT), 1970, PAGES 28-31. C --HASTINGS, MOSTELLER, TUKEY, AND WINDSOR, C 'LOW MOMENTS FOR SMALL SAMPLES: A COMPARATIVE C STUDY OF ORDER STATISTICS', ANNALS OF C MATHEMATICAL STATISTICS, 18, 1947, C PAGES 413-426. 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 IPR=6 C C CHECK THE INPUT ARGUMENTS FOR ERRORS C IF(ALAMBA.LE.0.0.AND.P.LE.0.0)GOTO50 IF(ALAMBA.LE.0.0.AND.P.GE.1.0)GOTO50 IF(ALAMBA.GT.0.0.AND.P.LT.0.0)GOTO50 IF(ALAMBA.GT.0.0.AND.P.GT.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 LAMPPF 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 IF(-0.001.LT.ALAMBA.AND.ALAMBA.LT.0.001)GOTO150 GOTO250 150 PPF=ALOG(P/(1.0-P)) RETURN C 250 PPF= (P**ALAMBA-(1.0-P)**ALAMBA)/ALAMBA RETURN C END