ASA152
Hypergeometric Probabilities.
ASA152
is a FORTRAN90 library which
can compute the "point" or "cumulative" probabilities associated
with the hypergeometric probability distribution,
by Richard Lund.
ASA152 is Applied Statistics Algorithm 152.
Languages:
ASA152 is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB 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.
PROB,
a FORTRAN90 library which
evaluates and inverts a number of probabilistic distributions.
TEST_VALUES,
a FORTRAN90 library which
contains sample values for a number of distributions.
Author:
Original FORTRAN77 version by Richard Lund;
FORTRAN90 version by John Burkardt.
Reference:
-
PR Freeman,
Algorithm AS 59:
Hypergeometric Probabilities,
Applied Statistics,
Volume 22, Number 1, 1973, pages 130-133.
-
Richard Lund,
Algorithm AS 152:
Cumulative hypergeometric probabilities,
Applied Statistics,
Volume 29, Number 2, 1980, pages 221-223.
-
BL Shea,
Remark AS R77:
A Remark on Algorithm AS 152: Cumulative hypergeometric probabilities,
Applied Statistics,
Volume 38, Number 1, 1989, pages 199-204.
Source Code:
Examples and Tests:
List of Routines:
-
ALNFAC computes the logarithm of the factorial of N.
-
ALNGAM computes Log(Gamma(X)).
-
ALNORM computes the cumulative density of the standard normal distribution.
-
CHYPER computes point or cumulative hypergeometric probabilities.
-
HYPERGEOMETRIC_CDF_VALUES returns some values of the hypergeometric CDF.
-
HYPERGEOMETRIC_PDF_VALUES returns some values of the hypergeometric PDF.
-
TIMESTAMP prints out the current YMDHMS date as a timestamp.
You can go up one level to
the FORTRAN90 source codes.
Last revised on 27 January 2008.