UNIN
This function evaluates the inverse of the uniform cumulative distribution function.
Function Return Value
UNIN — Function value, the value of the inverse of the cumulative distribution function. (Output)
Required Arguments
P — Probability for which the inverse of the uniform cumulative distribution function is to be evaluated. (Input)
A — Location parameter of the uniform cumulative distribution function. (Input)
B — Value used to compute the scale parameter (B ‑ A) of the uniform cumulative distribution function. (Input)
FORTRAN 90 Interface
Generic: UNIN (P, A, B)
Specific: The specific interface names are S_UNIN and D_UNIN.
FORTRAN 77 Interface
Single: UNIN (P, A, B)
Double: The double precision name is DUNIN.
Description
The function UNIN evaluates the inverse distribution function of a uniform random variable with location parameter A and scale parameter (B ‑ A).
Example
In this example, we evaluate the inverse probability function at P = 0.80, A = 0.25, B = 0.75.
USE UMACH_INT
USE UNIN_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, A, B, P
CALL UMACH(2, NOUT)
P = 0.80
A = 0.25
B = 0.75
X = UNIN(P, A, B)
WRITE (NOUT, 99999) P, A, B, X
99999 FORMAT (' UNIN(', F4.2, ', ', F4.2, ', ', F4.2, ') = ', F6.4)
END
Output
UNIN(0.80, 0.25, 0.75) = 0.6500
Published date: 03/19/2020
Last modified date: 03/19/2020
