This function evaluates the inverse of the extreme value cumulative distribution function.
Function Return Value
EXVIN — Function value, the value of the inverse of the extreme value cumulative distribution function. (Output)
Required Arguments
P — Probability for which the inverse of the extreme value distribution function is to be evaluated. (Input)
AMU — Location parameter of the extreme value probability function. (Input)
BETA — Scale parameter of the extreme value probability function. (Input)
FORTRAN 90 Interface
Generic: EXVIN (P, AMU, BETA)
Specific: The specific interface names are S_EXVIN and D_EXVIN.
FORTRAN 77 Interface
Single: EXVIN (P, AMU, BETA)
Double: The double precision name is DEXVIN.
Description
The function EXVIN evaluates the inverse distribution function of an extreme value random variable with location parameter AMU and scale parameter BETA.
Example
In this example, we evaluate the inverse probability function at P = 0.934, AMU = 1.0, BETA = 1.0
USE
UMACH_INT
USE
EXVIN_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, AMU, B, PR
CALL UMACH(2, NOUT)
PR = .934
AMU = 0.0
B = 1.0
X = EXVIN(PR, AMU, B)
WRITE (NOUT, 99999) PR, AMU, B, X
99999 FORMAT (' EXVIN(', F6.3, ', ', F4.2, ', ', F4.2, ') = ', F6.4)
END
Output
EXVIN( 0.934, 0.00, 1.00) = 0.9999
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