-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathutstat.for
More file actions
901 lines (901 loc) · 25.1 KB
/
Copy pathutstat.for
File metadata and controls
901 lines (901 loc) · 25.1 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
C
C
C
REAL FUNCTION SRMAX
I (NVAL, X)
C
C + + + PURPOSE + + +
C This routine determines the maximum value from an array.
C
C + + + DUMMY ARGUMENTS + + +
INTEGER NVAL
REAL X(NVAL)
C
C + + + ARGUMENT DEFINITION + + +
C NVAL - number of values to check
C X - array of values
C
C + + + LOCAL VARIABLES + + +
INTEGER I
REAL XMAX
C
C + + + END SPECIFICATIONS + + +
C
XMAX = -1.0E20
DO 10 I = 1,NVAL
IF (X(I) .GT. XMAX) XMAX = X(I)
10 CONTINUE
C
SRMAX = XMAX
C
RETURN
END
C
C
C
REAL FUNCTION SRMIN
I (NVAL, X)
C
C + + + PURPOSE + + +
C This routine determines the minimum value from an array.
C
C + + + DUMMY ARGUMENTS + + +
INTEGER NVAL
REAL X(NVAL)
C
C + + + ARGUMENT DEFINITION + + +
C NVAL - number of values to check
C X - array of values
C
C + + + LOCAL VARIABLES + + +
INTEGER I
REAL XMIN
C
C + + + END SPECIFICATIONS + + +
C
XMIN = 1.0E20
DO 10 I = 1,NVAL
IF (X(I) .LT. XMIN) XMIN = X(I)
10 CONTINUE
C
SRMIN = XMIN
C
RETURN
END
C
C
C
INTEGER FUNCTION SIMAX
I (NVAL, IX)
C
C + + + PURPOSE + + +
C This routine determines the maximum value from an array.
C
C + + + DUMMY ARGUMENTS + + +
INTEGER NVAL
INTEGER IX(NVAL)
C
C + + + ARGUMENT DEFINITION + + +
C NVAL - number of values to check
C IX - array of values
C
C + + + LOCAL VARIABLES + + +
INTEGER I, IMAX
C
C + + + END SPECIFICATIONS + + +
C
IMAX = -100000000
DO 10 I = 1,NVAL
IF (IX(I) .GT. IMAX) IMAX = IX(I)
10 CONTINUE
C
SIMAX = IMAX
C
RETURN
END
C
C
C
INTEGER FUNCTION SIMIN
I (NVAL, IX)
C
C + + + PURPOSE + + +
C This routine determines the maximum value from an array.
C
C + + + DUMMY ARGUMENTS + + +
INTEGER NVAL
INTEGER IX(NVAL)
C
C + + + ARGUMENT DEFINITION + + +
C NVAL - number of values to check
C IX - array of values
C
C + + + LOCAL VARIABLES + + +
INTEGER I
INTEGER IMIN
C
C + + + END SPECIFICATIONS + + +
C
IMIN = 100000000
DO 10 I = 1,NVAL
IF (IX(I) .LT. IMIN) IMIN = IX(I)
10 CONTINUE
C
SIMIN = IMIN
C
RETURN
END
C
C
C
DOUBLE PRECISION FUNCTION SDMAX
I (NVAL, DX)
C
C + + + PURPOSE + + +
C This routine determines the maximum value from an array.
C
C + + + DUMMY ARGUMENTS + + +
INTEGER NVAL
DOUBLE PRECISION DX(NVAL)
C
C + + + ARGUMENT DEFINITION + + +
C NVAL - number of values to check
C DX - array of values
C
C + + + LOCAL VARIABLES + + +
INTEGER I
DOUBLE PRECISION DMAX
C
C + + + END SPECIFICATIONS + + +
C
DMAX = -1.0D20
DO 10 I = 1,NVAL
IF (DX(I) .GT. DMAX) DMAX = DX(I)
10 CONTINUE
C
SDMAX = DMAX
C
RETURN
END
C
C
C
DOUBLE PRECISION FUNCTION SDMIN
I (NVAL, DX)
C
C + + + PURPOSE + + +
C This routine determines the maximum value from an array.
C
C + + + DUMMY ARGUMENTS + + +
INTEGER NVAL
DOUBLE PRECISION DX(NVAL)
C
C + + + ARGUMENT DEFINITION + + +
C NVAL - number of values to check
C DX - array of values
C
C + + + LOCAL VARIABLES + + +
INTEGER I
DOUBLE PRECISION DMIN
C
C + + + END SPECIFICATIONS + + +
C
DMIN = 1.0D20
DO 10 I = 1,NVAL
IF (DX(I) .LT. DMIN) DMIN = DX(I)
10 CONTINUE
C
SDMIN = DMIN
C
RETURN
END
C
C
C
REAL FUNCTION WILFRT
I (SKU,ZETA,ERRFLG)
C
C + + + PURPOSE + + +
C WILFRT -- WILSON-HILFERTY REVISED TRANSFORM
C PURPOSE -- APPROXIMATE TRANSFORMATION OF GAUSSIAN PERCENTAGE POINT
C INTO STANDARDIZED PEARSON TYPE III. THIS VERSION REPRODUCES
C CORRECT MEAN, VARIANCE, SKEW AND LOWER BOUND OF STANDARDIZED
C PEARSON-III AT SKEWS UP TO 9.0 AT LEAST. DIFFERENCES BETWEEN
C WILFRT PERCENTAGE POINTS AND HARTERS TABLES ARE OF THE ORDER OF
C A FEW HUNDREDTHS OF A STD. DEVIATION, EXCEPT IN EXTREME POSITIV
C TAIL (95% OR SO) WHERE ERROR IS OF ORDER OF TENTHS IN MAGNI-
C TUDE BUT ABOUT 3% IN RELATIVE MAG.
C USAGE -- X=WILFRT(SKEW,ZETA)*STDDEV+AMEAN
C SKEW IS INPUT SKEW, MAY BE ZERO OR NEGATIVE OR POSITIVE.
C IF ABS(SKEW) IS GREATER THAN 9.75, 9.75 IS USED.
C ZETA IS STANDARD GAUSSIAN VARIATE. FOR EXAMPLE, GAUSSB(IRAN)
C YIELDS RANDOM NOS WHILE GAUSAB(PROB) YIELDS THE
C PROB-TH QUANTILE.
C STDDEV AND AMEAN ARE DESIRED VALUES OF STD DEVIATION AND
C MEAN, IF DIFFERENT FROM ONE AND ZERO.
C NOTE -- EACH INPUT SKEW VALUE IS COMPARED WITH PREVIOUS INPUT
C VALUE. IF DIFFERENT BY MORE THAN 0.0003, TABLE LOOKUP OF NEW
C PARAMETERS TAKES PLACE. THEREFORE, CHAGE THE INPUT SKEW
C AS SELDOM AS POSSIBLE.
C WKIRBY 72-02-25
C REVISED 73-02-09 TO ACCEPT ZERO SKEW.
C REF -- W.KIRBY, COMPUTER-ORIENTED WILSON-HILFERTY TRANSFORMATION..
C WATER RESOUR RESCH 8(5)1251-4, OCT 72.
C REV 6/83 WK FOR PRIME ---- SAVE STTMNT ----
C REV 7/86 BY AML TO OSW CODING CONVENTION
C
C + + + DUMMY ARGUMENTS + + +
INTEGER ERRFLG
REAL SKU, ZETA
C
C + + + ARGUMENT DEFINITIONS + + +
C SKU - ?????
C ZETA - ?????
C ERRFLG - ?????
C
C + + + LOCAL VARIABLES + + +
REAL SKUTOL, ASK
REAL A,B,G,H,Z,SIG,FMU
C
C + + + INTRINSICS + + +
INTRINSIC ABS
C
C + + + EXTERNALS + + +
EXTERNAL WILFRS
C
C + + + DATA INITIALIZATION + + +
DATA SKUTOL /0.0003/
C
C + + + END SPECIFICATIONS + + +
C
C FIRST TIME THRU OR NEW SKU (SKEW)
ASK=ABS(SKU)
IF (ASK.GE.SKUTOL) THEN
C NONZERO SKEW
CALL WILFRS(ASK,G,H,A,B,ERRFLG)
SIG=G*.1666667
FMU=1.-SIG*SIG
IF (SKU .LT. 0.0) THEN
SIG=-SIG
A=-A
END IF
Z=FMU+SIG*ZETA
IF(Z.LT.H)Z=H
WILFRT=A*(Z*Z*Z-B)
ELSE
C ZERO SKEW
WILFRT=ZETA
END IF
C
RETURN
END
C
C
C
SUBROUTINE WILFRV
I (SKU,ZETA,NZ,ERRFLG)
C
C + + + PURPOSE + + +
C WILFRT -- WILSON-HILFERTY REVISED TRANSFORM
C PURPOSE -- APPROXIMATE TRANSFORMATION OF GAUSSIAN PERCENTAGE POINT
C INTO STANDARDIZED PEARSON TYPE III. THIS VERSION REPRODUCES
C CORRECT MEAN, VARIANCE, SKEW AND LOWER BOUND OF STANDARDIZED
C PEARSON-III AT SKEWS UP TO 9.0 AT LEAST. DIFFERENCES BETWEEN
C WILFRT PERCENTAGE POINTS AND HARTERS TABLES ARE OF THE ORDER OF
C A FEW HUNDREDTHS OF A STD. DEVIATION, EXCEPT IN EXTREME POSITIV
C TAIL (95% OR SO) WHERE ERROR IS OF ORDER OF TENTHS IN MAGNI-
C TUDE BUT ABOUT 3% IN RELATIVE MAG.
C USAGE -- X=WILFRT(SKEW,ZETA)*STDDEV+AMEAN
C SKEW IS INPUT SKEW, MAY BE ZERO OR NEGATIVE OR POSITIVE.
C IF ABS(SKEW) IS GREATER THAN 9.75, 9.75 IS USED.
C ZETA IS STANDARD GAUSSIAN VARIATE. FOR EXAMPLE, GAUSSB(IRAN)
C YIELDS RANDOM NOS WHILE GAUSAB(PROB) YIELDS THE
C PROB-TH QUANTILE.
C STDDEV AND AMEAN ARE DESIRED VALUES OF STD DEVIATION AND
C MEAN, IF DIFFERENT FROM ONE AND ZERO.
C NOTE -- EACH INPUT SKEW VALUE IS COMPARED WITH PREVIOUS INPUT
C VALUE. IF DIFFERENT BY MORE THAN 0.0003, TABLE LOOKUP OF NEW
C PARAMETERS TAKES PLACE. THEREFORE, CHAGE THE INPUT SKEW
C AS SELDOM AS POSSIBLE.
C WKIRBY 72-02-25
C REVISED 73-02-09 TO ACCEPT ZERO SKEW.
C REF -- W.KIRBY, COMPUTER-ORIENTED WILSON-HILFERTY TRANSFORMATION..
C WATER RESOUR RESCH 8(5)1251-4, OCT 72.
C REV 6/83 WK FOR PRIME ---- SAVE STTMNT ----
C REV 7/86 BY AML TO OSW CODING CONVENTION
C
C + + + DUMMY ARGUMENTS + + +
INTEGER ERRFLG, NZ
REAL SKU, ZETA(NZ)
C
C + + + ARGUMENT DEFINITIONS + + +
C SKU - ?????
C ZETA - ?????
C NZ - ?????
C ERRFLG - ?????
C
C + + + LOCAL VARIABLES + + +
INTEGER I
REAL SKUTOL, ASK
REAL A,B,G,H,SIG,FMU
C
C + + + INTRINSICS + + +
INTRINSIC ABS, AMAX1
C
C + + + EXTERNALS + + +
EXTERNAL WILFRS
C
C + + + DATA INITIALIZATION + + +
DATA SKUTOL /0.0003/
C
C + + + END SPECIFICATIONS + + +
C
C FIRST TIME THRU OR NEW SKU (SKEW)
ASK=ABS(SKU)
IF (ASK.GE.SKUTOL) THEN
C NONZERO SKEW
CALL WILFRS(ASK,G,H,A,B,ERRFLG)
SIG=G*.1666667
FMU=1.-SIG*SIG
IF (SKU .LT. 0.0) THEN
SIG=-SIG
A=-A
END IF
END IF
C
DO 20 I = 1,NZ
ZETA(I) = A*(AMAX1(H,FMU+SIG*ZETA(I))**3 - B)
20 CONTINUE
C
RETURN
END
C
C
C
SUBROUTINE WILFRS
I (SK,G,H,A,B,
O ERRFLG)
C
C + + + PURPOSE + + +
C COMPUTES PARAMETERS USED BY WILFRT TRANSFORMATIN
C USES APPROX FORMULA AND CORRECTION TERMS PREPARED FROM
C ROUTINE WHMPP (E443-5). WKIRBY FEB72
C PARAMETERS RETURNED TO WILFRT ARE INTENDED TO MAKE
C WILFRT A STANDARDIZED R.V. (MEAN=0,STDEV=1) WITH
C SPECIFIED SKEW AND CORRECT LOWER BOUND
C REVISED CALC OF CORRECTION TABLE 72-03-03 WK
C
C + + + DUMMY ARGUMENTS + + +
INTEGER ERRFLG
REAL SK, G, H, A, B
C
C + + + ARGUMENT DEFINITIONS + + +
C SK - ?????
C G - ?????
C H - ?????
C A - ?????
C B - ?????
C ERRFLG - 0 - ok
C 1 - excessive skew truncated
C
C + + + SAVE VARIABLES + + +
SAVE HALF1, HALF2
REAL HALF1(80), HALF2(80)
C
C + + + LOCAL VARIABLES + + +
REAL ROW(4),SA(40),TABLE(40,4),
# S, Q, P, TOG
INTEGER FLAG, I, K, NROZ
C
C + + + EQUIVALENCES + + +
EQUIVALENCE(ROW,S),(TABLE,SA,HALF1),(TABLE(1,3),HALF2)
C
C + + + DATA INITIALIZATIONS + + +
DATA NROZ / 40/
DATA HALF1/
# 0.0 , 0.250000, 0.500000, 0.750000, 1.000000, 1.250000,
# 1.500000, 1.750000, 2.000000, 2.250000, 2.500000, 2.750000,
# 3.000000, 3.250000, 3.500000, 3.750000, 4.000000, 4.250000,
# 4.500000, 4.750000, 5.000000, 5.250000, 5.500000, 5.750000,
# 6.000000, 6.250000, 6.500000, 6.750000, 7.000000, 7.250000,
# 7.500000, 7.750000, 8.000000, 8.250000, 8.500000, 8.750000,
# 9.000000, 9.250000, 9.500000, 9.750000, 0.0 ,-0.000144,
# -0.001137,-0.003762,-0.008674,-0.011555,-0.010076,-0.006049,
# -0.000921, 0.004189, 0.008515, 0.011584, 0.013139, 0.013122,
# 0.010945, 0.007546, 0.002767,-0.003181,-0.010089,-0.017528,
# -0.025476,-0.033609,-0.042434,-0.050525,-0.058192,-0.065221,
# -0.071410,-0.076638,-0.080655,-0.083349,-0.084584,-0.084203,
# -0.082089,-0.078126,-0.072165,-0.064188,-0.054059,-0.041633,
# -0.027005,-0.010188/
DATA HALF2 / 0.0 , 0.004614, 0.009159, 0.013553,
# 0.017753, 0.021764, 0.025834, 0.030406, 0.035710, 0.041730,
# 0.048321, 0.055309, 0.062538, 0.069873, 0.077334, 0.084682,
# 0.091926, 0.099028, 0.105967, 0.112695, 0.119245, 0.106551,
# 0.095488, 0.085671, 0.076990, 0.069290, 0.062443, 0.056349,
# 0.050908, 0.046047, 0.041702, 0.037815, 0.034339, 0.031229,
# 0.028445, 0.025964, 0.023753, 0.021782, 0.020043, 0.018528,
# 0.0 , 0.0 ,-0.000001,-0.000004,-0.000021,-0.000075,
# -0.000190,-0.000326,-0.000317, 0.000116, 0.000434, 0.000116,
# -0.000464,-0.000981,-0.001165,-0.000743, 0.000435, 0.002479,
# 0.005462, 0.009353, 0.014206, 0.019964, 0.026829, 0.034307,
# 0.042495, 0.051293, 0.060593, 0.070324, 0.080332, 0.090532,
# 0.100831, 0.111114, 0.121283, 0.131245, 0.140853, 0.150120,
# 0.158901, 0.167085, 0.174721, 0.181994/
C
C + + + END SPECIFICATIONS + + +
C
S=SK
K=1
FLAG = 0
ERRFLG = 0
I = 1
C loop from 2 to NROZ
10 CONTINUE
I = I + 1
IF (SA(I) .GT. S) FLAG = 1
K = I - 1
IF (I.LT.NROZ .AND. FLAG .EQ. 0) GO TO 10
C
IF (FLAG .EQ. 0) THEN
ERRFLG = 1
DO 80 I=1,4
ROW(I)=TABLE(NROZ,I)
80 CONTINUE
ELSE
P=(S-SA(K))/(SA(K+1)-SA(K))
Q=1.-P
DO 190 I=2,4
ROW(I)=Q*TABLE(K,I)+P*TABLE(K+1,I)
190 CONTINUE
END IF
C
G=S+ROW(2)
IF(S.GT.1.)G=G-.063*(S-1.)**1.85
TOG=2./S
Q=TOG
IF(Q.LT..4)Q=.4
A=Q+ROW(3)
Q=.12*(S-2.25)
IF(Q.LT.0.)Q=0.
B=1.+Q*Q+ROW(4)
IF ((B-TOG/A) .LT. 0.0) STOP 'WILFRS'
H=(B-TOG/A)**.3333333
C
RETURN
END
C
C
C
REAL FUNCTION STUTP
I (X,NDF)
C
C + + + PURPOSE + + +
C STUDENT T PROBABILITY
C STUTP = PROB( STUDENT T WITH N DEG FR .LT. X )
C NOTE - PROB(ABS(T).GT.X) = 2.*STUTP(-X,N) (FOR X .GT. 0.)
C SUBPGM USED - GAUSCF
C REF - G.W. HILL, ACM ALGOR 395, OCTOBER 1970.
C USGS - WK 12/79.
C
C + + + DUMMY ARGUMENTS + + +
INTEGER NDF
REAL X
C
C + + + ARGUMENT DEFINITIONS + + +
C X - ?????
C NDF - number of degrees of freedom
C
C + + + LOCAL VARIABLES + + +
INTEGER J,NN
REAL T, Y, Z, B, RHPI, A
C
C + + + FUNCTIONS + + +
REAL GAUSCF
C
C + + + INTRINSICS + + +
INTRINSIC ALOG, SQRT, ABS, ATAN
C
C + + + EXTERNALS + + +
EXTERNAL GAUSCF
C
C + + + DATA INITIALIZATION + + +
DATA RHPI / 0.63661977 /
C
C + + + END SPECIFICATIONS + + +
C
STUTP = .5
IF (NDF .GE. 1) THEN
C
NN = NDF
Z = 1.
T = X**2
Y = T/NN
B = 1.0 + Y
C
IF(NN.GE.20 .AND. T.LT.NN .OR. NN.GT.200) THEN
C ( OR IF NN NON-INTEGER)
C ASYMPTOTIC SERIES FOR LARGE OR NONINTEGER N
IF (Y.GT.1E-6) Y = ALOG(B)
A = NN - 0.5
B = 48.*A**2
Y = A*Y
Y = (((((-0.4*Y-3.3)*Y-24.)*Y-85.5)/
# (0.8*Y**2+100.+B)+Y+3.)/B+1.)*SQRT(Y)
STUTP = GAUSCF(-Y)
IF(X.GT.0.) STUTP = 1.-STUTP
ELSE
C
IF(NN.LT.20 .AND. T.LT.4.) THEN
C NESTED SUMMATION OF COSINE SERIES
Y = SQRT(Y)
A = Y
IF(NN.EQ. 1) A = 0.
ELSE
C
C TAIL SERIES FOR LARGE T
A = SQRT(B)
Y = A*NN
J = 0
30 CONTINUE
J = J + 2
IF (ABS(A-Z) .LE. 0.0) GO TO 40
Z = A
Y = Y*(J-1)/(B*J)
A = A + Y/(NN+J)
GO TO 30
40 CONTINUE
NN = NN + 2
Z = 0.
Y = 0.
A = -A
END IF
C
110 CONTINUE
NN = NN - 2
IF (NN.GT.1) A = (NN-1)/(B*NN)*A + Y
IF (NN .GT. 1) GO TO 110
C
IF (NN.EQ.0) THEN
A = A/SQRT(B)
ELSE
A = (ATAN(Y)+A/B)*RHPI
END IF
C
STUTP = 0.5*(Z-A)
IF(X.GT.0.) STUTP = 1.-STUTP
END IF
END IF
C
RETURN
END
C
C
C
REAL FUNCTION HARTP1
I (SHK, V)
C
C + + + PURPOSE + + +
C This function looks up the SHK-th quantile (standardized deviate
C with non-exceedence probability p) of the standardized Pearson
C Type III distribution tabulated in the vector V. The vector V
C must have been filled by a prior call to HARTIV. The value of
C P must be between 0.0001 and 0.9999.
C
C + + + DUMMY ARGUMENTS + + +
REAL SHK, V(31)
C
C + + + ARGUMENT DEFINITIONS + + +
C SHK - quantile of Pearson Type III distribution
C V - vector of skew-interpolated Harter K values from HARTIV
C
C + + + LOCAL VARIABLES + + +
INTEGER IB, IE, I
REAL PROB(31), DV, HARTP
C
C + + + INTRINSICS + + +
INTRINSIC ABS
C
C + + + DATA INITIALIZATIONS + + +
C HARTER TABULAR PROBABILITIES OR GAUSSIAN DEVIATES -------------
DATA PROB / 0.00010,
# 0.00050, 0.00100, 0.00200, 0.00500, 0.01000, 0.02000,
# 0.02500, 0.04000, 0.05000, 0.10000, 0.20000, 0.30000,
# 0.40000, 0.429624, 0.50000, 0.570376, 0.60000, 0.70000,
# 0.80000, 0.90000, 0.95000, 0.96000, 0.97500, 0.98000,
# 0.99000, 0.99500, 0.99800, 0.99900, 0.99950, 0.99990 /
C
C + + + END SPECIFICATIONS + + +
C G387 - LOOK UP K OR P IN HARTERS TABLES. WKIRBY 9/76.
C HARTK - LOOKUP STDIZED HARTER K AT CUMULATIVE PROB P
C HARTP - LOOKUP CUM (NONEXCEED) PROB P AT STDIZED HARTER K
C V - VECTOR OF SKEW-INTERPOLATED HARTER K VALUES (FROM HARTIV)
C 6/78 WK -- USING LOCAL NOT HARTAB COPY OF HARTER TAB PROBS/GAUSS DEV.
C
IF (SHK.GT.V(31).OR.SHK.LT.V(1)) THEN
HARTP=1.
IF (SHK.LT.V(1))HARTP=0.
ELSE
IB=2
IF (SHK.GE.V(16))IB=17
IE=IB+13
DO 10 I=IB,IE
IF (SHK.LT.V(I)) GO TO 20
10 CONTINUE
I=IB+14
20 DV=V(I)-V(I-1)
IF (ABS(DV) .GT. 1.0E-20) THEN
HARTP=PROB(I-1)+(SHK-V(I-1))*(PROB(I)-PROB(I-1))/DV
ELSE
HARTP=PROB(I)
END IF
IF (ABS(V(1)-V(31)) .LT. 1.0E-20) THEN
HARTP=1.
IF (SHK.LT.V(1)) HARTP=0.
END IF
END IF
C
HARTP1 = HARTP
C
RETURN
END
C
C
C
REAL FUNCTION HARTAK
I (P,V)
C
C + + + PURPOSE + + +
C REV 11/85 WK FOR WATSTORE PGM A193 -- TO USE OLD 27-QUANTILE VERSION
C VERSION OF HARTERS TABLES INCLUDED IN A193. USED IN COND.PROB
C ADJ. IN
C
C G387 - LOOK UP K OR P IN HARTERS TABLES. WKIRBY 9/76.
C HARTAK - LOOKUP STDIZED HARTER K AT CUMULATIVE PROB P
C HARTAP - LOOKUP CUM (NONEXCEED) PROB P AT STDIZED HARTER K
C V - VECTOR OF SKEW-INTERPOLATED HARTER K VALUES (FROM
C HARTIV)
C 6/78 WK -- USUNG LOCAL NOT HARTAB COPY OF HARTER TAB PROBS/GAUSS
C DEV.
C
C + + + DUMMY ARGUMENTS + + +
REAL P, V(27)
C
C + + + ARGUMENT DEFINITIONS + + +
C P - ?????
C V - ?????
C
C + + + LOCAL VARIABLES + + +
INTEGER I, IE, IB
REAL HUGE, PROB(27)
C
C HARTER TABULAR PROBABILITIES (OLD 27-QUANTILE VERSION) --------
C
C + + + DATA INITIALIZATIONS + + +
DATA PROB / 0.00010,
# 0.00050, 0.00100, 0.00500, 0.01000, 0.02000,
# 0.02500, 0.04000, 0.05000, 0.10000, 0.20000, 0.30000,
# 0.40000, 0.50000, 0.60000, 0.70000,
# 0.80000, 0.90000, 0.95000, 0.96000, 0.97500, 0.98000,
# 0.99000, 0.99500, 0.99900, 0.99950, 0.99990 /
DATA HUGE / 31.0 /
C
C + + + END SPECIFICATIONS + + +
C
IF(P.GT.PROB(27) .OR. P.LT.PROB(1)) GO TO 90
IB=2
IF(P.GE.0.5)IB=15
IE=IB+11
DO10I=IB,IE
IF(P.LT.PROB(I)) GO TO 20
10 CONTINUE
I=IB+12
20 HARTAK=V(I-1)+(P-PROB(I-1))*(V(I)-V(I-1))/(PROB(I)-PROB(I-1))
RETURN
C RETURN + OR - INFINITY (HUGE) IF OUT OF RANGE OF PROB
90 HARTAK=HUGE
IF(P.LT.PROB(1))HARTAK=-HUGE
RETURN
END
C
C
C
REAL FUNCTION HARTAP
I (SHK, V)
C
C + + + PURPOSE + + +
C REV 11/85 WK FOR WATSTORE PGM A193 -- TO USE OLD 27-QUANTILE VERSION
C OF HARTERS TABLES INCLUDED IN A193. USED IN COND.PROB ADJ. IN
C
C G387 - LOOK UP K OR P IN HARTERS TABLES. WKIRBY 9/76.
C HARTAK - LOOKUP STDIZED HARTER K AT CUMULATIVE PROB P
C HARTAP - LOOKUP CUM (NONEXCEED) PROB P AT STDIZED HARTER K
C V - VECTOR OF SKEW-INTERPOLATED HARTER K VALUES (FROM HARTIV)
C 6/78 WK -- USING LOCAL NOT HARTAB COPY OF HARTER TAB PROBS/GAUSS DEV.
C HARTER TABULAR PROBABILITIES (OLD 27-QUANTILE VERSION) --------
C
C + + + DUMMY ARGUMENTS + + +
REAL V(27), SHK
C
C + + + ARGUMENT DEFINITIONS + + +
C SHK -
C V -
C
C + + + LOCAL VARIABLES + + +
INTEGER I, IE, IB
REAL DV, PROB(27)
C
C + + + INTRINSICS + + +
INTRINSIC ABS
C
C + + + DATA INITIALIZATION + + +
DATA PROB / 0.00010,
# 0.00050, 0.00100, 0.00500, 0.01000, 0.02000,
# 0.02500, 0.04000, 0.05000, 0.10000, 0.20000, 0.30000,
# 0.40000, 0.50000, 0.60000, 0.70000,
# 0.80000, 0.90000, 0.95000, 0.96000, 0.97500, 0.98000,
# 0.99000, 0.99500, 0.99900, 0.99950, 0.99990 /
C
C + + + END SPECIFICATIONS + + +
C
IF(SHK.GT.V(27).OR.SHK.LT.V(1)) GO TO 190
IB=2
IF(SHK.GE.V(16))IB=15
IE=IB+11
DO110I=IB,IE
IF(SHK.LT.V(I)) GO TO 120
110 CONTINUE
I=IB+12
120 DV=V(I)-V(I-1)
IF(ABS(DV).LE.0.) GO TO 180
HARTAP=PROB(I-1)+(SHK-V(I-1))*(PROB(I)-PROB(I-1))/DV
RETURN
180 HARTAP=PROB(I)
IF(ABS(V(1)-V(27)).GT.0.) RETURN
190 HARTAP=1.
IF(SHK.LT.V(1))HARTAP=0.
RETURN
END
C
C
C
SUBROUTINE STVRSN
C
C + + + PURPOSE + + +
C Dummy routine to include unix what version information for the
C stats library.
C
C + + + LOCAL VARIABLES + + +
CHARACTER*64 VERSN
C
C + + + END SPECIFICATIONS + + +
C
INCLUDE 'fversn.inc'
C
RETURN
END
C
C
C
REAL FUNCTION HARTP
I (SHK, V)
C
C + + + PURPOSE + + +
C This function looks up the SHK-th quantile (standardized deviate
C with non-exceedence probability p) of the standardized Pearson
C Type III distribution tabulated in the vector V. The vector V
C must have been filled by a prior call to HARTIV. The value of
C P must be between 0.0001 and 0.9999.
C
C + + + DUMMY ARGUMENTS + + +
REAL SHK, V(31)
C
C + + + ARGUMENT DEFINITIONS + + +
C SHK - quantile of Pearson Type III distribution
C V - vector of skew-interpolated Harter K values from HARTIV
C
C + + + LOCAL VARIABLES + + +
REAL TMP
C
C + + + FUNCTIONS + + +
REAL HARTP2
C
C + + + EXTERNALS + + +
EXTERNAL HARTP2
C
C + + + END SPECIFICATIONS + + +
C
TMP = HARTP2 (SHK, V)
HARTP = TMP
C
RETURN
END
C
C
C
REAL FUNCTION HARTP2 (SHK,V)
C
C + + + PURPOSE + + +
C This function looks up the P-th quantile (standardized deviate
C with non-exceedence probability p) of the standardized Pearson
C Type III distribution tabulated in the vector V. The vector V
C must have been filled by a prior call to HARTIV. The value of
C P must be between 0.0001 and 0.9999.
C
C HARTK2 /HARTP2 -- Look up K or P in Harter tables using probability-
C scale interpolation in P (rather than simple linear
C as in HARTK/P). WK 7/90. AML 12/93 (coding convention)
C Based on HARTK routine. The table of tabular probabilities in HARTK
C is replaced by corresponding STD Normal deviates. The input
C probability
C PA IN HARTK IS CONVERTED TO STD NORMAL DEVIATE BEFORE LINEAR INTERPOLATION
C IS DONE. IN HARTK2, LINEAR INTERPOLATION WITH RESPECT TO K-VALUES
C YIELDS A STD NORMAL DEVIATE VALUE, WHICH IS CONVERTED TO PROBABILITY
C FOR RETURN AS FUNCTION VALUE.
C
C G387 - LOOK UP K OR P IN HARTERS TABLES. WKIRBY 9/76.
C HARTK - LOOKUP STDIZED HARTER K AT CUMULATIVE PROB P
C HARTP - LOOKUP CUM (NONEXCEED) PROB P AT STDIZED HARTER K
C V - VECTOR OF SKEW-INTERPOLATED HARTER K VALUES (FROM HARTIV)
C 6/78 WK -- USING LOCAL NOT HARTAB COPY OF HARTER TAB PROBS/GAUSS DEV.
C
C + + + DUMMY ARGUMENTS + + +
REAL V(31), SHK
C
C + + + ARGUMENT DEFINITION + + +
C SHK - quantile of Pearson Type III distribution
C V - vector of skew-interpolated Harter K values (from HARTIV)
C
C + + + LOCAL VARIABLES + + +
INTEGER I, IB, IE
REAL PROB(31), HUGE, HARTP, DV
C
C + + + INTRINSICS + + +
INTRINSIC ABS
C
C + + + FUNCTIONS + + +
REAL GAUSCF
C
C + + + EXTERNALS + + +
EXTERNAL GAUSCF
C
C + + + DATA INITIALIZATIONS + + +
C HARTER TABULAR PROBABILITIES OR GAUSSIAN DEVIATES -------------
DATA PROB / -3.71902,
# -3.29053, -3.09023, -2.87816, -2.57583, -2.32635, -2.05375,
# -1.95996, -1.75069, -1.64485, -1.28155, -0.84162, -0.52440,
# -0.25335, -0.17733, 0.0 , 0.17733, 0.25335, 0.52440,
# 0.84162, 1.28155, 1.64485, 1.75069, 1.95996, 2.05375,
# 2.32635, 2.57583, 2.87816, 3.09023, 3.29053, 3.71902 /
Caml E37 changed to E29 for 5/94 compiler
DATA HUGE / 1E29/
C
C + + + END SPECIFICATIONS + + +
C
IF(SHK.LE.V(31).AND.SHK.GE.V(1)) THEN
IB=2
IF(SHK.GE.V(16))IB=17
IE=IB+13
DO 110 I=IB,IE
IF(SHK.LT.V(I)) GOTO120
110 CONTINUE
I=IB+14
120 CONTINUE
DV=V(I)-V(I-1)
IF(ABS(DV).GT.0.) THEN
HARTP=PROB(I-1)+(SHK-V(I-1))*(PROB(I)-PROB(I-1))/DV
HARTP2 = GAUSCF(HARTP)
ELSE
HARTP=PROB(I)
HARTP2 = GAUSCF(HARTP)
IF(ABS(V(1)-V(31)) .GT. 0.) THEN
HARTP2=1.
IF(SHK.LT.V(1))HARTP2=0.
END IF
END IF
ELSE
HARTP2=1.
IF(SHK.LT.V(1))HARTP2=0.
END IF
C
RETURN
END