fsml_norm_ppf Interface

public interface fsml_norm_ppf

Percent point function/quantile function for normal distribution.

The probability (p)must be between 0.0 and 1.0. The location parameter (mu) is an optional argument and will default to 0.0 if not passed. The scale parameter (sigma) is an optional argument. If passed, it must be non-zero positive. It will default to 1.0 if not passed.

The procedure uses bisection method. Conditions p=0.0 and p=1.0 cannot return negative and positive infinity; will return large negative or positive numbers (highly dependent on the tolerance threshold).

Calls

interface~~fsml_norm_ppf~~CallsGraph interface~fsml_norm_ppf fsml_norm_ppf proc~f_dst_norm_ppf f_dst_norm_ppf interface~fsml_norm_ppf->proc~f_dst_norm_ppf proc~f_dst_norm_ppf_core f_dst_norm_ppf_core proc~f_dst_norm_ppf->proc~f_dst_norm_ppf_core proc~s_err_print s_err_print proc~f_dst_norm_ppf->proc~s_err_print proc~s_err_warn s_err_warn proc~f_dst_norm_ppf->proc~s_err_warn proc~f_dst_norm_cdf_core f_dst_norm_cdf_core proc~f_dst_norm_ppf_core->proc~f_dst_norm_cdf_core proc~f_utl_r2c f_utl_r2c proc~s_err_print->proc~f_utl_r2c

Module Procedures

public impure function f_dst_norm_ppf(p, mu, sigma) result(x)

Impure wrapper function for f_dst_norm_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 :: mu

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

distribution dispersion/scale (standard deviation)

Return Value real(kind=wp)

sample position