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Added reference for calculating percentiles of standard normal.
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@ -31,6 +31,9 @@ contains
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real(8), parameter :: d(4) = (/ &
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7.784695709041462e-3_8, 3.224671290700398e-1_8, &
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2.445134137142996_8, 3.754408661907416_8 /)
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! The rational approximation used here is from an unpublished work at
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! http://home.online.no/~pjacklam/notes/invnorm/
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if (p < p_low) then
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! Rational approximation for lower region.
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