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Dataplot Vol 2 Vol 1

MCLPPF

Name:
    MCLPPF (LET)
Type:
    Library Function
Purpose:
    Compute the McLeish percent point function.
Description:
    The standard form of the McLeish distribution has the following probability density function:

      f(x;alpha) = [1/(SQRT(PI)*GAMMA(ALPHA))]*
(ABS(X)/2)**(ALPHA-1/2)*K(X,ALPHA-1/2)    ALPHA > 0

    with Klambda(.) denoting the modified Bessel function of the of the second kind of order lambda and GAMMA denoting the gamma function.

    The standard McLeish distribution can be generalized with location and scale parameters in the usual way.

    The cumulative distribution function is computed by numerically integrating the probability density function. Dataplot performs the integration using the DQAG routine from the Slatec library. The percent point function is then computed by numerically inverting the cumulative distribution function using the DFZERO subroutine from the Slatec library.

Syntax:
    LET <y> = MCLPPF(<p>,<alpha>,<loc>,<scale>)
                            <SUBSET/EXCEPT/FOR qualification>
    where <p> is a variable, a number, or a parameter in the range (0,1);
                <alpha> is a positive number of parameter that specifies the value of the shape parameter;
                <loc> is an optional number or parameter that specifies the value of the location parameter;
                <scale> is an optional positive number or parameter that specifies the value of the scale parameter;
                <y> is a variable or a parameter (depending on what <x> is) where the computed McLeish ppf value is stored;
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
    LET Y = MCLPPF(0.95,1.5)
    LET Y = MCLPPF(P1,ALPHA)
    PLOT MCLPPF(P,ALPHA) FOR P = 0.01 0.01 0.99
Note:
    DATAPLOT uses the routine BESK from the SLATEC Common Mathematical Library to compute the modified Bessel function of the third kind. SLATEC is a large set of high quality, portable, public domain Fortran routines for various mathematical capabilities maintained by seven federal laboratories.
Default:
    None
Synonyms:
    None
Related Commands:
    MCLPDF = Compute the McLeish probability density function.
    MCLPPF = Compute the McLeish percent point function.
    GALPDF = Compute the generalized asymmetric Laplace probability density function.
    GIGPDF = Compute the generalized inverse Gaussian probability density function.
    BEIPDF = Compute the Bessel I-function probability density function.
    BEKPDF = Compute the Bessel K-function probability density function.
Reference:
    Johnson, Kotz, and Balakrisnan, "Continuous Univariate Distributions--Volume I", Second Edition, Wiley, 1994, pp. 50-53.
Applications:
    Distributional Modeling
Implementation Date:
    8/2004
Program:
     
    X1LABEL Probability
    Y1LABEL X
    LABEL CASE ASIS
    TITLE CASE ASIS
    CASE ASIS
    Y1LABEL DISPLACEMENT 16
    MULTIPLOT 2 2
    MULTIPLOT CORNER COORDINATES 0 0 100 95
    MULTIPLOT SCALE FACTOR 2
    TITLE Alpha = 1
    PLOT MCLPPF(P,1) FOR P = 0.01  0.01  0.99
    TITLE Alpha = 2
    PLOT MCLPPF(P,2) FOR P = 0.01  0.01  0.99
    TITLE Alpha = 5
    PLOT MCLPPF(P,5) FOR P = 0.01  0.01  0.99
    TITLE Alpha = 10
    PLOT MCLPPF(P,10) FOR P = 0.01  0.01  0.99
    END OF MULTIPLOT
    MOVE 50 97
    JUSTIFICATION CENTER
    TEXT McLeish Percent Point Function
        
    plot generated by sample program

Date created: 4/20/2005
Last updated: 4/20/2005
Please email comments on this WWW page to alan.heckert@nist.gov.