C NTRI 10
C.......................................................................NTRI 20
C NTRI 30
C SUBROUTINE NDTRI NTRI 40
C NTRI 50
C PURPOSE NTRI 60
C COMPUTES X = P**(-1)(Y), THE ARGUMENT X SUCH THAT Y= P(X) = NTRI 70
C THE PROBABILITY THAT THE RANDOM VARIABLE U, DISTRIBUTED NTRI 80
C NORMALLY(0,1), IS LESS THAN OR EQUAL TO X. F(X), THE NTRI 90
C ORDINATE OF THE NORMAL DENSITY, AT X, IS ALSO COMPUTED. NTRI 100
C NTRI 110
C USAGE NTRI 120
C CALL NDTRI(P,X,D,IER) NTRI 130
C NTRI 140
C DESCRIPTION OF PARAMETERS NTRI 150
C P - INPUT PROBABILITY. NTRI 160
C X - OUTPUT ARGUMENT SUCH THAT P = Y = THE PROBABILITY THAT NTRI 170
C U, THE RANDOM VARIABLE, IS LESS THAN OR EQUAL TO X. NTRI 180
C D - OUTPUT DENSITY, F(X). NTRI 190
C IER - OUTPUT ERROR CODE NTRI 200
C = -1 IF P IS NOT IN THE INTERVAL (0,1), INCLUSIVE. NTRI 210
C X=D=.99999E38 IN THIS CASE NTRI 211
C = 0 IF THERE IS NO ERROR. SEE REMARKS, BELOW. NTRI 220
C NTRI 230
C REMARKS NTRI 240
C MAXIMUM ERROR IS 0.00045. NTRI 250
C IF P = 0, X IS SET TO -(10)**74. D IS SET TO 0. NTRI 260
C IF P = 1, X IS SET TO (10)**74. D IS SET TO 0. NTRI 270
C NTRI 280
C SUBROUTINES AND SUBPROGRAMS REQUIRED NTRI 290
C NONE NTRI 300
C NTRI 310
C METHOD NTRI 320
C BASED ON APPROXIMATIONS IN C. HASTINGS, APPROXIMATIONS FOR NTRI 330
C DIGITAL COMPUTERS, PRINCETON UNIV. PRESS, PRINCETON, N.J., NTRI 340
C 1955. SEE EQUATION 26.2.23, HANDBOOK OF MATHEMATICAL NTRI 350
C FUNCTIONS, ABRAMOWITZ AND STEGUN, DOVER PUBLICATIONS, INC., NTRI 360
C NEW YORK. NTRI 370
C NTRI 380
C.......................................................................NTRI 390
C NTRI 400
SUBROUTINE NDTRI(P,X,D,IE) NTRI 410
C NTRI 420
IE=0 NTRI 430
X=.99999E38 NTRI 431
D=X NTRI 432
IF(P)1,4,2 NTRI 440
1 IE=-1 NTRI 450
GO TO 12 NTRI 460
2 IF (P-1.0)7,5,1 NTRI 470
4 X=-.999999E38 NTRI 480
5 D=0.0 NTRI 490
GO TO 12 NTRI 500
C NTRI 510
C NTRI 520
7 D=P NTRI 530
IF(D-0.5)9,9,8 NTRI 540
8 D=1.0-D NTRI 550
9 T2=ALOG(1.0/(D*D)) NTRI 560
T=SQRT(T2) NTRI 570
X=T-(2.515517+0.802853*T+0.010328*T2)/(1.0+1.432788*T+0.189269*T2 NTRI 580
1 +0.001308*T*T2) NTRI 590
IF(P-0.5)10,10,11 NTRI 600
10 X=-X NTRI 610
11 D=0.3989423*EXP(-X*X/2.0) NTRI 620
12 RETURN NTRI 630
END NTRI 640