ASA239
the Incomplete Gamma Function

ASA239 is a MATLAB library which evaluates the incomplete Gamma function.

ASA239 is Applied Statistics Algorithm 239. Source code for many Applied Statistics Algorithms is available through STATLIB.

Related Data and Programs:

ASA032 is a MATLAB library which evaluates the incomplete Gamma function.

ASA147 is a FORTRAN77 library which evaluates the incomplete Gamma function.

ASA239 is also available in a C++ version and a FORTRAN77 version and a FORTRAN90 version.

DCDFLIB is a FORTRAN90 library which evaluates and inverts a number of statistical distributions.

GSL is a C++ library which includes many routines for evaluating probability distributions.

PROB is a FORTRAN90 library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES is a MATLAB library which contains sample values for a number of distributions.

TOMS435 is a FORTRAN77 library which evaluates the modified incomplete Gamma function.

TOMS708 a FORTRAN90 library which includes routines to evaluate the incomplete Gamma function.

Reference:

1. B Shea,
   Algorithm AS 239: Chi-squared and Incomplete Gamma Integral,
   Applied Statistics,
   Volume 37, Number 3, 1988, pages 466-473.

Source Code:

• alngam.m computes the logarithm of the gamma function.
• alnorm.m computes the cumulative density of the standard normal distribution.
• gammad.m computes the Incomplete Gamma Integral
• gamma_inc_values.m returns some values of the incomplete Gamma function.
• timestamp.m prints out the current YMDHMS date as a timestamp.

Examples and Tests:

• asa239_test.m, a sample calling program.
• asa239_test01.m, tests GAMMAD.
• asa239_test_output.txt, the output file.

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