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DOUBLE PRECISION FUNCTION PPND(P,IER)
C
C ALGORITHM AS 111, APPL.STATIST., VOL.26, 118-121, 1977.
C
C PRODUCES NORMAL DEVIATE CORRESPONDING TO LOWER TAIL AREA = P.
C
C See also AS 241 which contains alternative routines accurate to
C about 7 and 16 decimal digits.
C
IMPLICIT DOUBLE PRECISION (A-H,O-Z)
DATA SPLIT/0.42D0/
DATA A0,A1,A2,A3/2.50662823884D0,-18.61500062529D0,
1 41.39119773534D0,-25.44106049637D0/, B1,B2,B3,B4/
2 -8.47351093090D0,23.08336743743D0,-21.06224101826D0,
3 3.13082909833D0/, C0,C1,C2,C3/-2.78718931138D0,-2.29796479134D0,
4 4.85014127135D0,2.32121276858D0/, D1,D2/3.54388924762D0,
5 1.63706781897D0/
DATA ZERO/0.D0/, ONE/1.D0/, HALF/0.5D0/
C
IER = 0
Q = P-HALF
IF (ABS(Q).GT.SPLIT) GO TO 10
C
C 0.08 < P < 0.92
C
R = Q*Q
PPND = Q*(((A3*R + A2)*R + A1)*R + A0)/((((B4*R + B3)*R + B2)*R
1 + B1)*R + ONE)
RETURN
C
C P < 0.08 OR P > 0.92, SET R = MIN(P,1-P)
C
10 R = P
IF (Q.GT.ZERO) R = ONE-P
IF (R.LE.ZERO) GO TO 20
R = SQRT(-LOG(R))
PPND = (((C3*R + C2)*R + C1)*R + C0)/((D2*R + D1)*R + ONE)
IF (Q.LT.ZERO) PPND = -PPND
RETURN
20 IER = 1
PPND = ZERO
RETURN
END
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