From de1bc838deffac95232c2b2fa25229c990eefa2a Mon Sep 17 00:00:00 2001 From: Paul Romano Date: Mon, 20 Aug 2012 21:49:15 -0400 Subject: [PATCH] Added reference for calculating percentiles of standard normal. --- src/math.F90 | 3 +++ 1 file changed, 3 insertions(+) diff --git a/src/math.F90 b/src/math.F90 index e60528e66a..434b4f0513 100644 --- a/src/math.F90 +++ b/src/math.F90 @@ -31,6 +31,9 @@ contains real(8), parameter :: d(4) = (/ & 7.784695709041462e-3_8, 3.224671290700398e-1_8, & 2.445134137142996_8, 3.754408661907416_8 /) + + ! The rational approximation used here is from an unpublished work at + ! http://home.online.no/~pjacklam/notes/invnorm/ if (p < p_low) then ! Rational approximation for lower region.