code 41566;
real procedure LAPLACEINV(PROB,LOC,SCALE);
value PROB, LOC, SCALE; real PROB, LOC, SCALE;
begin
if SCALE ≤ 0 then
STATAL3 ERROR(“LAPLACEINV”,3,SCALE);
if PROB ≤ 0 ∨ PROB ≥ 1 then
STATAL3 ERROR(“LAPLACEINV”,1,PROB);
if PROB ≤ .5 then
LAPLACEINV := LOC + LN(2 × PROB) × SCALE
else
LAPLACEINV := LOC - LN(2 × (1 - PROB)) × SCALE;
end LAPLACEINV;
eop