asa310, a C code which computes the cumulative distribution function (CDF) of the noncentral Beta distribution, by Chattamvelli and Shanmugam.
This 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 AS 310 invoke AS 226, but specifically recommend that the changes submitted by Frick NOT be included. The version of AS 226 distributed by APSTAT includes the Frick changes; the version of AS310 distributed by APSTAT includes this copy of AS 226, and hence the changes suggested by Frick.
The computer code and data files described and made available on this web page are distributed under the MIT license
asa310 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version
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asa226, a C code which computes the CDF of the noncentral Beta distribution.
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prob, a C code which evaluates and inverts a number of probabilistic distributions.
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toms179, a C code which evaluates the incomplete Beta function.
Original FORTRAN77 version by R Chattamvelli, R Shanmugam; C version by John Burkardt.