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C SU SOURCE CB215821 22/11/16 21:15:05 11500 C SUFIT SOURCE CB215821 16/04/21 21:18:30 8920 IMPLICIT INTEGER(I-N) IMPLICIT REAL*8 (A-H,O-Z) REAL*8 Xbar, Sd, RB1, B2, Gma, Dlta, $ Xi, Tol, B1, B3, W, Y, W1, WM1, Z, V, A, B, X, $ Xlmbd DATA Tol /0.01D0/ C C Calcul de Beta_1 et Beta_2 -3 C B1 = RB1 * RB1 B3 = B2 - 3.D0 C C W premiere estimation de EXP(Dlta**(-2)) C W = SQRT(SQRT(2.D0 * B2 - 2.8D0 * B1 - 2.D0) - 1.D0) IF (ABS(RB1).GT.Tol) GOTO 10 C C Cas distribution symetrique - resultats theoriques C Y = 0.D0 GOTO 20 C C Debut des iterations de Johnson C 10 W1 = W + 1.D0 WM1 = W - 1.D0 Z = W1 * B3 V = W * (6.D0 + W * (3.D0 + W)) A = 8.D0 * (WM1 *(3.D0 + W * (7.D0 + V)) - Z) B = 16.D0 * (WM1 * (6.D0 + V) - B3) Y = (SQRT(A * A - 2.D0 * B * (WM1 * (3.D0 + W * $ (9.D0 + W * (10.D0 + V))) - 2.D0 * W1 * Z)) - A) / B Z = Y * WM1 * (4.D0 * (W + 2.D0) * Y + 3.D0 $ * W1 * W1)** 2 / (2.D0 * (2.D0 * Y + W1) ** 3) V = W * W W = SQRT(SQRT(1.D0 - 2.D0 * (1.5D0 - B2 + (B1 * $ (B2 - 1.5D0 - V * (1.D0 + 0.5D0 * V))) / Z)) - 1.D0) IF (ABS(B1 - Z).GT.Tol) GOTO 10 C C Fin de la boucle iterative de Johnson C Y = Y / W Y = LOG(SQRT(Y) + SQRT(Y + 1.D0)) IF (RB1.GT.0.D0) Y = -Y 20 X = SQRT(1.D0 / LOG(W)) Gma = Y * X Dlta = X Y = EXP(Y) Z = Y * Y X = Sd / SQRT(0.5D0 * (W - 1.D0) * (0.5D0 * W * $ (Z + 1.D0 / Z) + 1.D0 )) Xlmbd = X Xi = (0.5D0 * SQRT(W) * (Y - 1.D0 / Y)) * X + Xbar C write(*,*) RB1,B2,Gma,Dlta,Xlmbd,Xi RETURN END
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