ASA091
Percentage Points of the Chi-Squared Distribution
ASA091
is a C++ library which
computes the percentage points of the Chi-Squared probability distribution,
by Best and Roberts.
ASA091 is Applied Statistics Algorithm 91. Source code for many
Applied Statistics Algorithms is available through
STATLIB.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
ASA091 is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
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.
NORMAL,
a C++ library which
samples the normal distribution.
PROB,
a FORTRAN90 library which
evaluates and inverts many probability distibutions.
TEST_VALUES,
a C++ library which
contains sample values for a number of distributions.
UNIFORM,
a C++ library which
samples the uniform distribution.
Author:
Original FORTRAN77 version by Donald Best and DE Roberts;
C++ version by John Burkardt.
Reference:
-
Donald Best, DE Roberts,
Algorithm AS 91:
The Percentage Points of the Chi-Squared Distribution,
Applied Statistics,
Volume 24, Number 3, 1975, pages 385-390.
-
William Cody, Kenneth Hillstrom,
Chebyshev Approximations for the Natural Logarithm of the
Gamma Function,
Mathematics of Computation,
Volume 21, Number 98, April 1967, pages 198-203.
-
John Hart, Ward Cheney, Charles Lawson, Hans Maehly,
Charles Mesztenyi, John Rice, Henry Thacher,
Christoph Witzgall,
Computer Approximations,
Wiley, 1968,
LC: QA297.C64.
-
BL Shea,
Algorithm AS 239:
Chi-squared and Incomplete Gamma Integral,
Applied Statistics,
Volume 37, Number 3, 1988, pages 466-473.
-
Michael Wichura,
Algorithm AS 241:
The Percentage Points of the Normal Distribution,
Applied Statistics,
Volume 37, Number 3, 1988, pages 477-484.
Source Code:
Examples and Tests:
List of Routines:
-
CHI_SQUARE_CDF_VALUES returns some values of the Chi-Square CDF.
-
GAMMAD computes the Incomplete Gamma Integral
-
PPCHI2 evaluates the percentage points of the Chi-squared PDF.
-
R8_NORMAL_CDF_INVERSE inverts the normal CDF.
-
R8POLY_VALUE evaluates a double precision polynomial.
-
TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to
the C++ source codes.
Last revised on 05 February 2008.