fsml_gpd_ppf Interface

public interface fsml_gpd_ppf

Percent point function/quantile function for generalised pareto distribution. Procedure uses bisection method. p must be between 0.0 and 1.0.

Calls

interface~~fsml_gpd_ppf~~CallsGraph interface~fsml_gpd_ppf fsml_gpd_ppf proc~f_dst_gpd_ppf f_dst_gpd_ppf interface~fsml_gpd_ppf->proc~f_dst_gpd_ppf proc~f_dst_gpd_ppf_core f_dst_gpd_ppf_core proc~f_dst_gpd_ppf->proc~f_dst_gpd_ppf_core proc~s_err_print s_err_print proc~f_dst_gpd_ppf->proc~s_err_print proc~f_utl_r2c f_utl_r2c proc~s_err_print->proc~f_utl_r2c

Module Procedures

public impure function f_dst_gpd_ppf(p, xi, mu, sigma) result(x)

Impure wrapper function for f_dst_gpd_ppf_core. Handles optional arguments and invalid values for arguments.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: p

probability between 0.0 - 1.0
real(kind=wp), intent(in), optional :: xi

distribution shape parameter
real(kind=wp), intent(in), optional :: mu

distribution location
real(kind=wp), intent(in), optional :: sigma

distribution dispersion/scale (must be positive)

Return Value real(kind=wp)

sample position