BETA_NC
CDF of Noncentral Beta Distribution.

BETA_NC is a C++ 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 C++ library which evaluates the incomplete Beta function.

ASA109, a C++ library which inverts the incomplete Beta function.

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

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

CDFLIB, a C++ library which evaluates the cumulative density function (CDF), inverse CDF, and certain other inverse functions, for distributions including beta, binomial, chi-square, noncentral chi-square, F, noncentral F, gamma, negative binomial, normal, Poisson, and students T, by Barry Brown, James Lovato, Kathy Russell.

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.

TOMS179, a C++ 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:

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

Examples and Tests:

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

List of Routines:

• ALOGAM computes the logarithm of the Gamma function.
• BETA_NONCENTRAL_CDF evaluates the noncentral Beta CDF.
• BETA_NONCENTRAL_CDF_VALUES returns some values of the noncentral Beta CDF.
• BETAIN computes the incomplete Beta function ratio.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

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