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:

Examples and Tests:

List of Routines:

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


Last revised on 29 January 2008.