function alngam ( xvalue, ifault ) c*********************************************************************72 c cc ALNGAM computes the logarithm of the gamma function. c c Modified: c c 30 March 1999 c c Author: c c Allan Macleod c Modifications by John Burkardt c c Reference: c c Allan Macleod, c Algorithm AS 245, c A Robust and Reliable Algorithm for the Logarithm of the Gamma Function, c Applied Statistics, c Volume 38, Number 2, 1989, pages 397-402. c c Parameters: c c Input, double precision XVALUE, the argument of the Gamma function. c c Output, integer IFAULT, error flag. c 0, no error occurred. c 1, XVALUE is less than or equal to 0. c 2, XVALUE is too big. c c Output, double precision ALNGAM, the logarithm of the gamma function of X. c implicit none double precision alngam double precision alr2pi parameter ( alr2pi = 0.918938533204673D+00 ) integer ifault double precision r1(9) double precision r2(9) double precision r3(9) double precision r4(5) double precision x double precision x1 double precision x2 double precision xlge parameter ( xlge = 5.10D+06 ) double precision xlgst parameter ( xlgst = 1.0D+30 ) double precision xvalue double precision y data r1 / & -2.66685511495D+00, & -24.4387534237D+00, & -21.9698958928D+00, & 11.1667541262D+00, & 3.13060547623D+00, & 0.607771387771D+00, & 11.9400905721D+00, & 31.4690115749D+00, & 15.2346874070D+00 / data r2 / & -78.3359299449D+00, & -142.046296688D+00, & 137.519416416D+00, & 78.6994924154D+00, & 4.16438922228D+00, & 47.0668766060D+00, & 313.399215894D+00, & 263.505074721D+00, & 43.3400022514D+00 / data r3 / & -2.12159572323D+05, & 2.30661510616D+05, & 2.74647644705D+04, & -4.02621119975D+04, & -2.29660729780D+03, & -1.16328495004D+05, & -1.46025937511D+05, & -2.42357409629D+04, & -5.70691009324D+02 / data r4 / & 0.279195317918525D+00, & 0.4917317610505968D+00, & 0.0692910599291889D+00, & 3.350343815022304D+00, & 6.012459259764103D+00 / x = xvalue alngam = 0.0D+00 c c Check the input. c if ( xlgst .le. x ) then ifault = 2 return end if if ( x .le. 0.0D+00 ) then ifault = 1 return end if ifault = 0 c c Calculation for 0 < X < 0.5 and 0.5 <= X < 1.5 combined. c if ( x .lt. 1.5D+00 ) then if ( x .lt. 0.5D+00 ) then alngam = - dlog ( x ) y = x + 1.0D+00 c c Test whether X < machine epsilon. c if ( y .eq. 1.0D+00 ) then return end if else alngam = 0.0D+00 y = x x = ( x - 0.5D+00 ) - 0.5D+00 end if alngam = alngam + x * (((( & r1(5) * y & + r1(4) ) * y & + r1(3) ) * y & + r1(2) ) * y & + r1(1) ) / (((( & y & + r1(9) ) * y & + r1(8) ) * y & + r1(7) ) * y & + r1(6) ) return end if c c Calculation for 1.5 <= X < 4.0. c if ( x .lt. 4.0D+00 ) then y = ( x - 1.0D+00 ) - 1.0D+00 alngam = y * (((( & r2(5) * x & + r2(4) ) * x & + r2(3) ) * x & + r2(2) ) * x & + r2(1) ) / (((( & x & + r2(9) ) * x & + r2(8) ) * x & + r2(7) ) * x & + r2(6) ) c c Calculation for 4.0 <= X < 12.0. c else if ( x .lt. 12.0D+00 ) then alngam = (((( & r3(5) * x & + r3(4) ) * x & + r3(3) ) * x & + r3(2) ) * x & + r3(1) ) / (((( & x & + r3(9) ) * x & + r3(8) ) * x & + r3(7) ) * x & + r3(6) ) c c Calculation for X >= 12.0. c else y = dlog ( x ) alngam = x * ( y - 1.0D+00 ) - 0.5D+00 * y + alr2pi if ( x .le. xlge ) then x1 = 1.0D+00 / x x2 = x1 * x1 alngam = alngam + x1 * ( ( & r4(3) * & x2 + r4(2) ) * & x2 + r4(1) ) / ( ( & x2 + r4(5) ) * & x2 + r4(4) ) end if end if return end subroutine beta_noncentral_cdf_values ( n_data, a, b, lambda, & x, fx ) c*********************************************************************72 c cc BETA_NONCENTRAL_CDF_VALUES returns some values of the noncentral Beta CDF. c c Discussion: c c The values presented here are taken from the reference, where they c were given to a limited number of decimal places. c c Modified: c c 13 January 2008 c c Author: c c John Burkardt c c Reference: c c R Chattamvelli, R Shanmugam, c Algorithm AS 310: c Computing the Non-central Beta Distribution Function, c Applied Statistics, c Volume 46, Number 1, 1997, pages 146-156. c c Parameters: c c Input/output, integer N_DATA. The user sets N_DATA to 0 before the c first call. On each call, the routine increments N_DATA by 1, and c returns the corresponding data; when there is no more data, the c output value of N_DATA will be 0 again. c c Output, double precision A, B, the shape parameters. c c Output, double precision LAMBDA, the noncentrality parameter. c c Output, double precision X, the argument of the function. c c Output, double precision FX, the value of the function. c implicit none integer n_max parameter ( n_max = 25 ) double precision a double precision a_vec(n_max) double precision b double precision b_vec(n_max) double precision fx double precision fx_vec(n_max) double precision lambda double precision lambda_vec(n_max) integer n_data double precision x double precision x_vec(n_max) save a_vec save b_vec save fx_vec save lambda_vec save x_vec data a_vec / & 5.0D+00, & 5.0D+00, & 5.0D+00, & 10.0D+00, & 10.0D+00, & 10.0D+00, & 20.0D+00, & 20.0D+00, & 20.0D+00, & 10.0D+00, & 10.0D+00, & 15.0D+00, & 20.0D+00, & 20.0D+00, & 20.0D+00, & 30.0D+00, & 30.0D+00, & 10.0D+00, & 10.0D+00, & 10.0D+00, & 15.0D+00, & 10.0D+00, & 12.0D+00, & 30.0D+00, & 35.0D+00 / data b_vec / & 5.0D+00, & 5.0D+00, & 5.0D+00, & 10.0D+00, & 10.0D+00, & 10.0D+00, & 20.0D+00, & 20.0D+00, & 20.0D+00, & 20.0D+00, & 10.0D+00, & 5.0D+00, & 10.0D+00, & 30.0D+00, & 50.0D+00, & 20.0D+00, & 40.0D+00, & 5.0D+00, & 10.0D+00, & 30.0D+00, & 20.0D+00, & 5.0D+00, & 17.0D+00, & 30.0D+00, & 30.0D+00 / data fx_vec / & 0.4563021D+00, & 0.1041337D+00, & 0.6022353D+00, & 0.9187770D+00, & 0.6008106D+00, & 0.0902850D+00, & 0.9998655D+00, & 0.9925997D+00, & 0.9641112D+00, & 0.9376626573D+00, & 0.7306817858D+00, & 0.1604256918D+00, & 0.1867485313D+00, & 0.6559386874D+00, & 0.9796881486D+00, & 0.1162386423D+00, & 0.9930430054D+00, & 0.0506899273D+00, & 0.1030959706D+00, & 0.9978417832D+00, & 0.2555552369D+00, & 0.0668307064D+00, & 0.0113601067D+00, & 0.7813366615D+00, & 0.8867126477D+00 / data lambda_vec / & 54.0D+00, & 140.0D+00, & 170.0D+00, & 54.0D+00, & 140.0D+00, & 250.0D+00, & 54.0D+00, & 140.0D+00, & 250.0D+00, & 150.0D+00, & 120.0D+00, & 80.0D+00, & 110.0D+00, & 65.0D+00, & 130.0D+00, & 80.0D+00, & 130.0D+00, & 20.0D+00, & 54.0D+00, & 80.0D+00, & 120.0D+00, & 55.0D+00, & 64.0D+00, & 140.0D+00, & 20.0D+00 / data x_vec / & 0.8640D+00, & 0.9000D+00, & 0.9560D+00, & 0.8686D+00, & 0.9000D+00, & 0.9000D+00, & 0.8787D+00, & 0.9000D+00, & 0.9220D+00, & 0.868D+00, & 0.900D+00, & 0.880D+00, & 0.850D+00, & 0.660D+00, & 0.720D+00, & 0.720D+00, & 0.800D+00, & 0.644D+00, & 0.700D+00, & 0.780D+00, & 0.760D+00, & 0.795D+00, & 0.560D+00, & 0.800D+00, & 0.670D+00 / if ( n_data .lt. 0 ) then n_data = 0 end if n_data = n_data + 1 if ( n_max .lt. n_data ) then n_data = 0 a = 0.0D+00 b = 0.0D+00 lambda = 0.0D+00 x = 0.0D+00 fx = 0.0D+00 else a = a_vec(n_data) b = b_vec(n_data) lambda = lambda_vec(n_data) x = x_vec(n_data) fx = fx_vec(n_data) end if return end function betain ( x, p, q, beta, ifault ) c*********************************************************************72 c cc BETAIN computes the incomplete Beta function ratio. c c Modified: c c 06 January 2008 c c Author: c c KL Majumder, GP Bhattacharjee c Modifications by John Burkardt c c Reference: c c KL Majumder, GP Bhattacharjee, c Algorithm AS 63: c The incomplete Beta Integral, c Applied Statistics, c Volume 22, Number 3, 1973, pages 409-411. c c Parameters: c c Input, double precision X, the argument, between 0 and 1. c c Input, double precision P, Q, the parameters, which c must be positive. c c Input, double precision BETA, the logarithm of the complete c beta function. c c Output, integer IFAULT, error flag. c 0, no error. c nonzero, an error occurred. c c Output, double precision BETAIN, the value of the incomplete c Beta function ratio. c implicit none double precision acu parameter ( acu = 0.1D-14 ) double precision ai double precision beta double precision betain double precision cx integer ifault logical indx integer ns double precision p double precision pp double precision psq double precision q double precision qq double precision rx double precision temp double precision term double precision x double precision xx betain = x ifault = 0 c c Check the input arguments. c if ( p .le. 0.0D+00 .or. q .le. 0.0D+00 ) then ifault = 1 return end if if ( x .lt. 0.0D+00 .or. 1.0D+00 .lt. x ) then ifault = 2 return end if c c Special cases. c if ( x .eq. 0.0D+00 .or. x .eq. 1.0D+00 ) then return end if c c Change tail if necessary and determine S. c psq = p + q cx = 1.0D+00 - x if ( p .lt. psq * x ) then xx = cx cx = x pp = q qq = p indx = .true. else xx = x pp = p qq = q indx = .false. end if term = 1.0D+00 ai = 1.0D+00 betain = 1.0D+00 ns = int ( qq + cx * psq ) c c Use the Soper reduction formula. c rx = xx / cx temp = qq - ai if ( ns .eq. 0 ) then rx = xx end if 10 continue term = term * temp * rx / ( pp + ai ) betain = betain + term temp = dabs ( term ) if ( temp .le. acu .and. temp .le. acu * betain ) then betain = betain * dexp ( pp * dlog ( xx ) & + ( qq - 1.0D+00 ) * dlog ( cx ) - beta ) / pp if ( indx ) then betain = 1.0D+00 - betain end if return end if ai = ai + 1.0D+00 ns = ns - 1 if ( ns .ge. 0 ) then temp = qq - ai if ( ns .eq. 0 ) then rx = xx end if else temp = psq psq = psq + 1.0D+00 end if go to 10 return end function betanc ( x, a, b, lambda, ifault ) c*********************************************************************72 c cc BETANC computes the tail of the noncentral Beta distribution. c c Discussion: c c This routine returns the cumulative probability of X for the non-central c Beta distribution with parameters A, B and non-centrality LAMBDA. c c Note that if LAMBDA = 0, the standard Beta distribution is defined. c c Modified: c c 10 January 2008 c c Author: c c Russell Lenth c Modifications by John Burkardt c c Reference: c c Russell Lenth, c Algorithm AS 226: c Computing Noncentral Beta Probabilities, c Applied Statistics, c Volume 36, Number 2, 1987, pages 241-244. c c H Frick, c Algorithm AS R84: c A Remark on Algorithm AS 226: c Computing Noncentral Beta Probabilities, c Applied Statistics, c Volume 39, Number 2, 1990, pages 311-312. c c Parameters: c c Input, double precision X, the value defining the cumulative c probability lower tail. Normally, 0 <= X <= 1, but any value c is allowed. c c Input, double precision A, B, the parameters of the distribution. c 0 < A, 0 < B. c c Input, double precision LAMBDA, the noncentrality parameter c of the distribution. 0 <= LAMBDA. The program can produce reasonably c accurate results for values of LAMBDA up to about 100. c c Output, integer IFAULT, error flag. c 0, no error occurred. c nonzero, an error occurred. c c Output, double precision BETANC, the cumulative probability c of X. c implicit none double precision a double precision a0 double precision alngam double precision alnorm double precision ax double precision b double precision beta double precision betain double precision betanc double precision c double precision errbd double precision errmax parameter ( errmax = 1.0D-07 ) double precision gx integer ifault integer itrmax parameter ( itrmax = 150 ) double precision lambda double precision q double precision sumq double precision temp double precision ualpha parameter ( ualpha = 5.0D+00 ) double precision x double precision x0 double precision xj ifault = 0 if ( lambda .lt. 0.0D+00 .or. & a .le. 0.0D+00 .or. & b .le. 0.0D+00 ) then ifault = 2 betanc = -1.0D+00 return end if if ( x .le. 0.0D+00 ) then betanc = 0.0D+00 return end if if ( 1.0D+00 .le. x ) then betanc = 1.0D+00 return end if c = 0.5D+00 * lambda c c Initialize the series. c beta = alngam ( a, ifault ) & + alngam ( b, ifault ) & - alngam ( a + b, ifault ) temp = betain ( x, a, b, beta, ifault ) gx = dexp ( a * dlog ( x ) + b * dlog ( 1.0D+00 - x ) & - beta - dlog ( a ) ) q = dexp ( - c ) xj = 0.0D+00 ax = q * temp sumq = 1.0D+00 - q betanc = ax c c Recur over subsequent terms until convergence is achieved. c 10 continue xj = xj + 1.0D+00 temp = temp - gx gx = x * ( a + b + xj - 1.0D+00 ) * gx / ( a + xj ) q = q * c / xj sumq = sumq - q ax = temp * q betanc = betanc + ax c c Check for convergence and act accordingly. c errbd = dabs ( ( temp - gx ) * sumq ) if ( int ( xj ) .lt. itrmax .and. errbd .gt. errmax ) then go to 10 end if if ( errbd .gt. errmax ) then ifault = 1 end if return end subroutine timestamp ( ) c*********************************************************************72 c cc TIMESTAMP prints out the current YMDHMS date as a timestamp. c c Discussion: c c This FORTRAN77 version is made available for cases where the c FORTRAN90 version cannot be used. c c Modified: c c 12 January 2007 c c Author: c c John Burkardt c c Parameters: c c None c implicit none character * ( 8 ) ampm integer d character * ( 8 ) date integer h integer m integer mm character * ( 9 ) month(12) integer n integer s character * ( 10 ) time integer y save month data month / & 'January ', 'February ', 'March ', 'April ', & 'May ', 'June ', 'July ', 'August ', & 'September', 'October ', 'November ', 'December ' / call date_and_time ( date, time ) read ( date, '(i4,i2,i2)' ) y, m, d read ( time, '(i2,i2,i2,1x,i3)' ) h, n, s, mm if ( h .lt. 12 ) then ampm = 'AM' else if ( h .eq. 12 ) then if ( n .eq. 0 .and. s .eq. 0 ) then ampm = 'Noon' else ampm = 'PM' end if else h = h - 12 if ( h .lt. 12 ) then ampm = 'PM' else if ( h .eq. 12 ) then if ( n .eq. 0 .and. s .eq. 0 ) then ampm = 'Midnight' else ampm = 'AM' end if end if end if write ( *, & '(i2,1x,a,1x,i4,2x,i2,a1,i2.2,a1,i2.2,a1,i3.3,1x,a)' ) & d, month(m), y, h, ':', n, ':', s, '.', mm, ampm return end