fsml_t_ppf Interface

public interface fsml_t_ppf

Percent point function/quantile function for t distribution.

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).

The value for degrees of freedom (df) must be 1.0 or higher. 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.

Calls

interface~~fsml_t_ppf~~CallsGraph interface~fsml_t_ppf fsml_t_ppf proc~f_dst_t_ppf f_dst_t_ppf interface~fsml_t_ppf->proc~f_dst_t_ppf proc~f_dst_t_ppf_core f_dst_t_ppf_core proc~f_dst_t_ppf->proc~f_dst_t_ppf_core proc~s_err_print s_err_print proc~f_dst_t_ppf->proc~s_err_print proc~s_err_warn s_err_warn proc~f_dst_t_ppf->proc~s_err_warn proc~f_dst_t_cdf_core f_dst_t_cdf_core proc~f_dst_t_ppf_core->proc~f_dst_t_cdf_core proc~f_utl_r2c f_utl_r2c proc~s_err_print->proc~f_utl_r2c proc~f_dst_betai_core f_dst_betai_core proc~f_dst_t_cdf_core->proc~f_dst_betai_core

Module Procedures

public impure function f_dst_t_ppf(p, df, mu, sigma) result(x)

Impure wrapper function for f_dst_t_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) :: df

degrees of freedom
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