TOMS322
Cumulative Density Functions

TOMS322 is a FORTRAN77 library which evaluates four standard cumulative density functions:

• the normal distribution (evaluated from -X to +X);
• the Student's T distribution (evaluated from -X to +X);
• the chi-square distribution (evaluated from 0 to X);
• the F distribution (evaluated from 0 to X);

The text of many ACM TOMS algorithms is available online through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html.

Languages:

TOMS322 is available in a C version and a FORTRAN77 version.

Related Data and Programs:

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.

NORMAL, a FORTRAN90 library which samples the normal distribution.

PROB, a FORTRAN90 library which evaluates many probability density functions.

TEST_VALUES, a FORTRAN90 library which contains sample values for a number of distributions.

UNIFORM, a FORTRAN90 library which samples the uniform distribution.

Reference:

1. Egon Dorrer,
   Algorithm 322: F-Distribution,
   Communications of the ACM,
   Volume 11, Number 2, 1968, pages 116-117.
2. JBF Field,
   Certification of Algorithm 322: F-Distribution,
   Communications of the ACM,
   Volume 12, Number 1, 1969, page 39.
3. Hubert Tolman,
   Remark on Algorithm 322: F-Distribution,
   Communications of the ACM,
   Volume 14, Number 2, 1979, page 117.

Source Code:

• toms322.f, the source code.
• toms322.sh, commands to compile the source code.

Examples and Tests:

• toms322_prb.f, a sample calling program.
• toms322_prb.sh, commands to compile and run the sample program.
• toms322_prb_output.txt, the output from a run of the sample program.

List of Routines:

• PROB evaluates several probability density functions.

You can go up one level to the FORTRAN77 source codes.