Denote by *N(x;m,v)* the normal density in the variable *x*, with mean *m*
and variance *v* and further denote by *I _{a}^{b}*
the integral from

I^{ z}_{-infinity}
N(x;m,n)dx=y

for given *y*.

The call is

CALL INVGAUS(XMU,VAR,Y,ACC,ITERL,IER,SOL) where XMU = REAL*8 mean of the distribution (input) VAR = REAL*8 variance of the distribution (input) Y = REAL*8 value of integral as above (input) ACC = REAL*8 desired accuracy (e.g., 0.000001) (input) ITERL = iteration limit for algorithm (input) IER = error return (=0 for normal termination, =-1 iteration limit exceeded, =-42 see REGFAL in Section 11.htm ) SOL = REAL*8 solution (i.e., the value of z in the formula) (output)Return to