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