I have successfully compiled all my user library routines with IVF, but I had used an IMSL routine TNIN, which evaluates the inverse of the noncentral Student’s t cumulative distribution function.
It is needed to calculate the Upper Critcal value for the two-sided Grubb's Test statistic
distribution. for detecting outliers in data sets and I no longer have the IMSL routines
Despite searching around, I cannot find an algorithm for TNIN - do any of you know of one please?
Isn't that an evaluation of the Student's t distribution, rather than the inverse? Perhaps https://people.math.sc.edu/Burkardt/f77_src/f77_src.html has the software that OP is looking for. (There is certainly a lot ;))
I have used CDFLIB90 to evaluate the inverse of the noncentral Student’s t cumulative distribution function.
It is a collection of routines that calculate cumulative distribution functions, inverses, and parameters for common statistical distributions. It is a F90 port of the classic F77 routines.
You will need to download the tarball. The function of interest is inv_nc_t() in file cdf_nc_t_mod.f90.