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DOUBLE PRECISION FUNCTION stvaln(p)
C
C**********************************************************************
C
C DOUBLE PRECISION FUNCTION STVALN(P)
C STarting VALue for Neton-Raphon
C calculation of Normal distribution Inverse
C
C
C Function
C
C
C Returns X such that CUMNOR(X) = P, i.e., the integral from -
C infinity to X of (1/SQRT(2*PI)) EXP(-U*U/2) dU is P
C
C
C Arguments
C
C
C P --> The probability whose normal deviate is sought.
C P is DOUBLE PRECISION
C
C
C Method
C
C
C The rational function on page 95 of Kennedy and Gentle,
C Statistical Computing, Marcel Dekker, NY , 1980.
C
C**********************************************************************
C
C .. Scalar Arguments ..
DOUBLE PRECISION p
C ..
C .. Local Scalars ..
DOUBLE PRECISION sign,y,z
C ..
C .. Local Arrays ..
DOUBLE PRECISION xden(5),xnum(5)
C ..
C .. External Functions ..
DOUBLE PRECISION devlpl
EXTERNAL devlpl
C ..
C .. Intrinsic Functions ..
INTRINSIC dble,log,sqrt
C ..
C .. Data statements ..
DATA xnum/-0.322232431088D0,-1.000000000000D0,-0.342242088547D0,
+ -0.204231210245D-1,-0.453642210148D-4/
DATA xden/0.993484626060D-1,0.588581570495D0,0.531103462366D0,
+ 0.103537752850D0,0.38560700634D-2/
C ..
C .. Executable Statements ..
IF (.NOT. (p.LE.0.5D0)) GO TO 10
sign = -1.0D0
z = p
GO TO 20
10 sign = 1.0D0
z = 1.0D0 - p
20 y = sqrt(-2.0D0*log(z))
stvaln = y + devlpl(xnum,5,y)/devlpl(xden,5,y)
stvaln = sign*stvaln
RETURN
END
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