BETA_NC
CDF of Noncentral Beta Distribution.

BETA_NC is a FORTRAN77 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 FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA063, a FORTRAN77 library which evaluates the incomplete Beta function.

ASA109, a FORTRAN77 library which inverts the incomplete Beta function.

ASA226, a FORTRAN77 library which computes the CDF of the noncentral Beta distribution.

ASA310, a FORTRAN77 library which computes the CDF of the noncentral Beta distribution.

DCDFLIB, a FORTRAN90 library which evaluates and inverts a number of statistical distributions.

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

PROB, a FORTRAN90 library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a FORTRAN77 library which contains sample values for a number of distributions.

TOMS179, a FORTRAN77 library which evaluates the incomplete Beta function.

TOMS708, a FORTRAN77 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.f, the source code.
• beta_nc.sh, commands to compile the source code.

Examples and Tests:

• beta_nc_prb.f, a sample calling program.
• beta_nc_prb.sh, commands to compile and run the sample program.
• beta_nc_prb_output.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 FORTRAN77 source codes.