/* ppnd.f -- translated by f2c and modified */ #include "xlisp.h" #include "xlstat.h" #ifdef abs #undef abs #endif #define abs(x) ((x) >= 0 ? (x) : -(x)) double ppnd P2C(double, p, int *, ifault) { /* System generated locals */ double ret_val; /* Local variables */ double q, r; /* ALGORITHM AS241 APPL. STATIST. (1988) VOL. 37, NO. 3 */ /* Produces the normal deviate Z corresponding to a given lower */ /* tail area of P; Z is accurate to about 1 part in 10**16. */ /* The hash sums below are the sums of the mantissas of the */ /* coefficients. They are included for use in checking */ /* transcription. */ /* Coefficients for P close to 0.5 */ /* HASH SUM AB 55.88319 28806 14901 4439 */ /* Coefficients for P not close to 0, 0.5 or 1. */ /* HASH SUM CD 49.33206 50330 16102 89036 */ /* Coefficients for P near 0 or 1. */ /* HASH SUM EF 47.52583 31754 92896 71629 */ *ifault = 0; q = p - .5; if (abs(q) <= .425) { r = .180625 - q * q; ret_val = q * (((((((r * 2509.0809287301226727 + 33430.575583588128105) * r + 67265.770927008700853) * r + 45921.953931549871457) * r + 13731.693765509461125) * r + 1971.5909503065514427) * r + 133.14166789178437745) * r + 3.387132872796366608) / (((((((r * 5226.495278852854561 + 28729.085735721942674) * r + 39307.89580009271061) * r + 21213.794301586595867) * r + 5394.1960214247511077) * r + 687.1870074920579083) * r + 42.313330701600911252) * r + 1.); return ret_val; } else { if (q < 0.) { r = p; } else { r = 1. - p; } if (r <= 0.) { *ifault = 1; ret_val = 0.; return ret_val; } r = sqrt(-log(r)); if (r <= 5.) { r += -1.6; ret_val = (((((((r * 7.7454501427834140764e-4 + .0227238449892691845833) * r + .24178072517745061177) * r + 1.27045825245236838258) * r + 3.64784832476320460504) * r + 5.7694972214606914055) * r + 4.6303378461565452959) * r + 1.42343711074968357734) / (((((((r * 1.05075007164441684324e-9 + 5.475938084995344946e-4) * r + .0151986665636164571966) * r + .14810397642748007459) * r + .68976733498510000455) * r + 1.6763848301838038494) * r + 2.05319162663775882187) * r + 1.); } else { r += -5.; ret_val = (((((((r * 2.01033439929228813265e-7 + 2.71155556874348757815e-5) * r + .0012426609473880784386) * r + .026532189526576123093) * r + .29656057182850489123) * r + 1.7848265399172913358) * r + 5.4637849111641143699) * r + 6.6579046435011037772) / (((((((r * 2.04426310338993978564e-15 + 1.4215117583164458887e-7) * r + 1.8463183175100546818e-5) * r + 7.868691311456132591e-4) * r + .0148753612908506148525) * r + .13692988092273580531) * r + .59983220655588793769) * r + 1.); } if (q < 0.) { ret_val = -ret_val; } return ret_val; } }