EXVIN

This function evaluates the inverse of the extreme value cumulative distribution function.

Function Return Value

EXVIN Function value, the value of the inverse of the extreme value cumulative distribution function.   (Output)

Required Arguments

P Probability for which the inverse of the extreme value distribution function is to be evaluated.   (Input)

AMU Location parameter of the extreme value probability function.   (Input)

BETA Scale parameter of the extreme value probability function.   (Input)

FORTRAN 90 Interface

Generic:                              EXVIN (P, AMU, BETA)

Specific:                             The specific interface names are S_EXVIN and D_EXVIN.

FORTRAN 77 Interface

Single:                                EXVIN (P, AMU, BETA)

Double:                              The double precision name is DEXVIN.

Description

The function EXVIN evaluates the inverse distribution function of an extreme value random variable with location parameter AMU and scale parameter BETA.

Example

In this example, we evaluate the inverse probability function at P = 0.934,  AMU = 1.0, BETA = 1.0

 

      USE UMACH_INT
      USE EXVIN_INT
      IMPLICIT NONE

      INTEGER NOUT

      REAL X, AMU, B, PR

      CALL UMACH(2, NOUT)

      PR = .934

      AMU = 0.0

      B = 1.0

      X = EXVIN(PR, AMU, B)

      WRITE (NOUT, 99999) PR, AMU, B, X

99999 FORMAT (' EXVIN(', F6.3, ', ', F4.2, ', ', F4.2, ') = ', F6.4)

      END

Output

 

EXVIN( 0.934, 0.00, 1.00) = 0.9999


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