BETA_NC
CDF of Noncentral Beta Distribution.

BETA_NC is a MATLAB library which evaluates the cumulative distribution function (CDF) of the noncentral Beta distribution.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

BETA_NC is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA063, a MATLAB library which evaluates the incomplete Beta function.

ASA109, a MATLAB library which inverts the incomplete Beta function.

ASA226, a MATLAB library which computes the CDF of the noncentral Beta distribution.

ASA310, a MATLAB library which computes the CDF of the noncentral Beta distribution.

beta_nc_test

DCDFLIB, a FORTRAN90 library which evaluates and inverts a number of statistical distributions.

GSL, a C++ library which includes many routines for evaluating probability distributions.

PROB, a MATLAB library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a MATLAB library which contains sample values for a number of distributions.

TOMS179, a MATLAB library which evaluates the incomplete Beta function.

TOMS708, a FORTRAN90 library which evaluates the incomplete Beta function.

Reference:

1. Harry Posten,
   An Effective Algorithm for the Noncentral Beta Distribution Function,
   The American Statistician,
   Volume 47, Number 2, May 1993, pages 129-131.

Source Code:

• alogam.m computes the logarithm of the Gamma function.
• beta_noncentral_cdf.m evaluates the noncentral Beta CDF.
• beta_noncentral_cdf_values.m returns some values of the noncentral Beta CDF.
• betain.m omputes the incomplete Beta function ratio.
• timestamp.m prints the current YMDHMS date as a time stamp.