1 real function SPPNML (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 SPPNML Krogh Moved external statement up for mangle. 6c>> 1994-10-20 SPPNML Krogh Changes to use M77CON 7c>> 1994-08-05 SPPNML 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 real U, MU, SIGMA 15c--S replaces "?": ?PPNML, ?ERFCI 16 external SERFCI 17 real SQRT2, SERFCI 18 parameter (SQRT2 = 1.414213562373095048801688724209698078569672e0) 19c 20 sppnml = mu - sigma * sqrt2 * serfci(u+u) 21 return 22 end 23