ASA005
Cumulative Density Function (CDF) of Noncentral T Distribution.

ASA005 is a FORTRAN90 library which evaluates the lower tail of the noncentral student's T cumulative density function (CDF), by BE Cooper.

ASA005 is Applied Statistics Algorithm 5.

Languages:

ASA005 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA076, a FORTRAN90 library which evaluates the Owen's T function, needed to compute the CDF of the noncentral T distribution.

ASA243, a FORTRAN90 library which evaluates the CDF of the noncentral T distribution.

OWENS, a FORTRAN90 library which evaluates Owen's T function.

Author:

Original FORTRAN77 version by BE Cooper; FORTRAN90 version by John Burkardt.

Reference:

1. BE Cooper,
   Algorithm AS 5: The Integral of the Non-Central T-Distribution,
   Applied Statistics,
   Volume 17, Number 2, 1968, page 193.

Source Code:

• asa005.f90, the source code.

Examples and Tests:

• asa005_test.f90, a sample calling program.
• asa005_test.txt, the output file.

List of Routines:

• ALNGAM computes the logarithm of the gamma function.
• ALNORM computes the cumulative density of the standard normal distribution.
• PRNCST computes lower tail of noncentral T distribution.
• STUDENT_NONCENTRAL_CDF_VALUES returns values of the noncentral Student CDF.
• TFN calculates the T-function of Owen.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the FORTRAN90 source codes.