Your quote is from the SAS/IML documentation and it probably refers to the use of .M and .P as endpoints for numerical integration on infinite domains, as implemented in the QUAD subroutine.
Mathematically, the domain of a quantile function is the open interval (0, 1). You can trap out-of-domain errors by using the ideas in the article "Trap and cap: Avoid division by zero and domain errors when evaluating functions." For quantiles, it might look like this:
data Q;
input prob @@;
if prob <=0 then q = .M;
else if prob>=1 then q = .P;
else q = quantile("Normal", prob);
datalines;
-1 0 .1 .5 .9 1 1.2
;
proc print; run;
You could also define a user-defined format to print .M as "-Infinity" and .P as "+Infinity."
Traditional SAS supports 27 missing value: ., ._, and .A, ..., .Z. You can choose to interpret these missing values any way you want in your programs. However, most numerical functions (SQRT, LOG, EXP,...) accept any missing value and return the generic missing value (.).
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