1      double precision function DPPNML (U, MU, SIGMA)
2c Copyright (c) 1996 California Institute of Technology, Pasadena, CA.
3c ALL RIGHTS RESERVED.
4c Based on Government Sponsored Research NAS7-03001.
5C>> 1998-10-29 DPPNML Krogh  Moved external statement up for mangle.
6c>> 1994-10-20 DPPNML Krogh  Changes to use M77CON
7c>> 1994-08-05 DPPNML WV Snyder
8c
9c     Compute the Percentage Point of the Normal (Gaussian) Probability
10c     Distribution, g**(-1) (u;mu,sigma).  This is given in terms of the
11c     inverse of the co-error function, erfci, by x = mu -
12c     sigma * sqrt(2) * erfci(2*u).
13c
14      double precision U, MU, SIGMA
15c--D replaces "?": ?PPNML, ?ERFCI
16      external DERFCI
17      double precision SQRT2, DERFCI
18      parameter (SQRT2 = 1.414213562373095048801688724209698078569672d0)
19c
20      dppnml = mu - sigma * sqrt2 * derfci(u+u)
21      return
22      end
23