ASA243
CDF of the noncentral T Distribution

ASA243 is a C++ library which computes the cumulative density function (CDF) of the noncentral Student's T probability density function.

ASA243 is Applied Statistics Algorithm 243. 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:

ASA243 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version

Related Data and Programs:

ASA005, a C++ library which evaluates the CDF of the noncentral T distribution.

ASA076, a C++ library which evaluates the Owen's T function, needed to compute the CDF of the noncentral T distribution.

OWENS, a C++ library which evaluates Owen's T function.

Reference:

1. William Guenther,
   Evaluation of probabilities for the noncentral distributions and difference of two T-variables with a desk calculator,
   Journal of Statistical Computation and Simulation,
   Volume 6, Number 3-4, 1978, pages 199-206.
2. Russell Lenth,
   Algorithm AS 243: Cumulative Distribution Function of the Non-Central T Distribution,
   Applied Statistics,
   Volume 38, Number 1, 1989, pages 185-189.

Source Code:

• asa243.cpp, the source code.
• asa243.hpp, the include file.

Examples and Tests:

• asa243_test.cpp, a sample calling program.
• asa243_test.txt, the output file.

List of Routines:

• ALNORM computes the cumulative density of the standard normal distribution.
• BETAIN computes the incomplete Beta function ratio.
• STUDENT_NONCENTRAL_CDF_VALUES returns values of the noncentral Student CDF.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.
• TNC computes the tail of the noncentral T distribution.

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