ASA109
Inverse of the Incomplete Beta Function

ASA109 is a FORTRAN90 library which "inverts" the incomplete Beta function, by Cran, Martin and Thomas.

Given a value of the incomplete Beta function, it can determine the argument that produced that value.

ASA109 is Applied Statistics Algorithm 109.

Languages:

ASA109 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA063, a FORTRAN90 library which evaluates the incomplete Beta function.

ASA226, a FORTRAN90 library which evaluates the CDF of the noncentral Beta distribution.

ASA310, a FORTRAN90 library which computes the CDF of the noncentral Beta distribution.

BETA_NC, a FORTRAN90 library which evaluates the CDF of the noncentral Beta distribution.

TEST_VALUES, a FORTRAN90 library which stores a few values of various mathematical functions.

TOMS179, a FORTRAN90 library which evaluates the incomplete Beta function.

TOMS708, a FORTRAN90 library which evaluates the incomplete Beta function.

Author:

Original FORTRAN77 version by GW Cran, KJ Martin, GE Thomas; FORTRAN90 version by John Burkardt.

Reference:

1. GW Cran, KJ Martin, GE Thomas,
   Remark AS R19 and Algorithm AS 109: A Remark on Algorithms AS 63: The Incomplete Beta Integral and AS 64: Inverse of the Incomplete Beta Integeral,
   Applied Statistics,
   Volume 26, Number 1, 1977, pages 111-114.

Source Code:

• asa109.f90, the source code.

Examples and Tests:

• asa109_test.f90, a sample calling program.
• asa109_test.txt, the output file.

List of Routines:

• ALNGAM computes the logarithm of the Gamma function.
• BETAIN computes the incomplete Beta function ratio.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.
• XINBTA computes inverse of the incomplete Beta function.

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