ASA310
noncentral Beta distribution cumulative density function (CDF)

ASA310 is a FORTRAN90 library which computes the cumulative density function (CDF) of the noncentral Beta distribution, by Chattamvelli and Shanmugam.

ASA310 is Applied Statistics Algorithm 310.

Note: I could not get this algorithm to perform properly until I had made a number of modifications.

Note that the printed text of the algorithm, and the online version distributed by APSTAT, omit a crucial initialization of the variable S to zero.

Moreover, there are two typographical errors introduced into the online version distributed by APSTAT; in both cases a multiplication symbol became a minus sign.

Finally, note that the authors of AS310 invoke AS226, but specifically recommend that the changes submitted by Frick NOT be included. The version of AS226 distributed by APSTAT includes the Frick changes; the version of AS310 distributed by APSTAT includes this copy of AS226, and hence the changes suggested by Frick.

Languages:

ASA310 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.

ASA109, a FORTRAN90 library which inverts the incomplete Beta function.

ASA226, 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.

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.

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 R Chattamvelli, R Shanmugam; FORTRAN90 version by John Burkardt.

Reference:

1. R Chattamvelli, R Shanmugam,
   Algorithm AS 310: Computing the Non-central Beta Distribution Function,
   Applied Statistics,
   Volume 46, Number 1, 1997, pages 146-156.
2. H Frick,
   Algorithm AS R84: A Remark on Algorithm AS 226: Computing Noncentral Beta Probabilities,
   Applied Statistics,
   Volume 39, Number 2, 1990, pages 311-312.
3. Russell Lenth,
   Algorithm AS 226: Computing Noncentral Beta Probabilities,
   Applied Statistics,
   Volume 36, Number 2, 1987, pages 241-244.

Source Code:

• asa310.f90, the source code.

Examples and Tests:

• asa310_test.f90, a sample calling program.
• asa310_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.
• BETA_NONCENTRAL_CDF_VALUES returns some values of the noncentral Beta CDF.
• BETAIN computes the incomplete Beta function ratio.
• BETANC computes the tail of the noncentral Beta distribution.
• GAMMAD computes the Incomplete Gamma Integral
• NCBETA computes the noncentral Beta CDF.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

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