TOMS724
Inverse Cumulative Density Function (CDF) of the F Distribution

TOMS724 is a FORTRAN77 library which computes the inverse Cumulative Density Function (CDF) or percentiles of the F distribution, by Roger Abernathy and Robert Smith.

Languages:

TOMS724 is available in a FORTRAN77 version.

Related Data and Programs:

Reference:

1. Roger Abernathy, Robert Smith,
   Applying series expansion to the inverse beta distribution to find percentiles of the F-distribution,
   ACM Transactions on Mathematical Software,
   Volume 19, Number 4, December 1993, pages 474-480.
2. Roger Abernathy, Robert Smith,
   Algorithm 724: Program to calculate F-percentiles,
   ACM Transactions on Mathematical Software,
   Volume 19, Number 4, December 1993, pages 481-483.

Source Code:

• toms724.f, the source code.
• toms724.sh, BASH commands to compile the source code.

Examples and Tests:

• toms724_prb.f, a sample calling program.
• toms724_prb.sh, BASH commands to compile and run the sample program.
• toms724_prb_output.txt, the output file.

List of Routines:

• BETA returns the value of the Beta density function.
• BINV computes percentage points for the Beta distribution.
• DBETAI evaluates the incomplete beta function ratio.
• DLBETA returns the log of Gamma(A)*Gamma(B)/Gamma(A+B)
• FINIT approximates the percentage points of the F distribution.
• FINV returns percentage points for an F distribution.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.
• TINIT approximates the percentage points of the Students T distribution.
• ZINV approximates the percentage points of the normal distribution.

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