ASA109
Inverse of Incomplete Beta Function

ASA109 is a MATLAB 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. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

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 MATLAB library which evaluates the incomplete Beta function.

asa109_test

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

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

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

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

TOMS179, a MATLAB 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; MATLAB 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:

• alngam.m computes the logarithm of the Gamma function.
• beta_inc_values.m returns selected values of the incomplete Beta function.
• betain.m computes the incomplete Beta function ratio.
• timestamp.m prints out the current YMDHMS date as a timestamp.
• xinbta.m computes inverse of the incomplete Beta function.