ASA152
Hypergeometric Probabilities.

ASA152 is a C++ library which computes the "point" or "cumulative" probabilities associated with the hypergeometric probability distribution, by Richard Lund.

ASA152 is Applied Statistics Algorithm 152. 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:

ASA152 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version

Related Data and Programs:

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

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

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

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

Author:

Original FORTRAN77 version by Richard Lund; C++ version by John Burkardt.

Reference:

1. PR Freeman,
   Algorithm AS 59: Hypergeometric Probabilities,
   Applied Statistics,
   Volume 22, Number 1, 1973, pages 130-133.
2. Richard Lund,
   Algorithm AS 152: Cumulative hypergeometric probabilities,
   Applied Statistics,
   Volume 29, Number 2, 1980, pages 221-223.
3. BL Shea,
   Remark AS R77: A Remark on Algorithm AS 152: Cumulative hypergeometric probabilities,
   Applied Statistics,
   Volume 38, Number 1, 1989, pages 199-204.

Source Code:

• asa152.cpp, the source code.
• asa152.hpp, the include file.

Examples and Tests:

• asa152_test.cpp, a sample calling program.
• asa152_test.txt, the output file.

List of Routines:

• ALNFAC computes the logarithm of the factorial of N.
• ALNORM computes the cumulative density of the standard normal distribution.
• CHYPER computes point or cumulative hypergeometric probabilities.
• HYPERGEOMETRIC_CDF_VALUES returns some values of the hypergeometric CDF.
• HYPERGEOMETRIC_PDF_VALUES returns some values of the hypergeometric PDF.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the C++ source codes.