function alogam ( x, ifault ) c*********************************************************************72 c cc ALOGAM computes the logarithm of the Gamma function. c c Modified: c c 28 March 1999 c c Author: c c Malcolm Pike, c David Hill. c c Reference: c c Malcolm Pike, David Hill, c Algorithm 291: c Logarithm of Gamma Function, c Communications of the ACM, c Volume 9, Number 9, September 1966, page 684. c c Parameters: c c Input, double precision X, the argument of the Gamma function. c X should be greater than 0. c c Output, integer IFAULT, error flag. c 0, no error. c 1, X <= 0. c c Output, double precision ALOGAM, the logarithm of the Gamma function of X. c implicit none double precision alogam double precision f integer ifault double precision x double precision y double precision z if ( x .le. 0.0D+00 ) then ifault = 1 alogam = 0.0D+00 return end if ifault = 0 y = x if ( x .lt. 7.0D+00 ) then f = 1.0D+00 z = y 10 continue if ( z .lt. 7.0D+00 ) then f = f * z z = z + 1.0D+00 go to 10 end if y = z f = - dlog ( f ) else f = 0.0D+00 end if z = 1.0D+00 / y / y alogam = f + ( y - 0.5D+00 ) * dlog ( y ) - y & + 0.918938533204673D+00 + & ((( & - 0.000595238095238D+00 * z & + 0.000793650793651D+00 ) * z & - 0.002777777777778D+00 ) * z & + 0.083333333333333D+00 ) / y return end subroutine beta_cdf_values ( n_data, a, b, x, fx ) c*********************************************************************72 c cc BETA_CDF_VALUES returns some values of the Beta CDF. c c Discussion: c c The incomplete Beta function may be written c c BETA_INC(A,B,X) = Integral (0 to X) T**(A-1) * (1-T)**(B-1) dT c / Integral (0 to 1) T**(A-1) * (1-T)**(B-1) dT c c Thus, c c BETA_INC(A,B,0.0) = 0.0 c BETA_INC(A,B,1.0) = 1.0 c c The incomplete Beta function is also sometimes called the c "modified" Beta function, or the "normalized" Beta function c or the Beta CDF (cumulative density function. c c In Mathematica, the function can be evaluated by: c c BETA[X,A,B] / BETA[A,B] c c The function can also be evaluated by using the Statistics package: c c Needs["Statistics`ContinuousDistributions`"] c dist = BetaDistribution [ a, b ] c CDF [ dist, x ] c c Modified: c c 04 January 2006 c c Author: c c John Burkardt c c Reference: c c Milton Abramowitz, Irene Stegun, c Handbook of Mathematical Functions, c US Department of Commerce, 1964. c c Karl Pearson, c Tables of the Incomplete Beta Function, c Cambridge University Press, 1968. c c Stephen Wolfram, c The Mathematica Book, c Fourth Edition, c Wolfram Media / Cambridge University Press, 1999. c c Parameters: c c Input/output, integer N_DATA. The user sets N_DATA to 0 before the c first call. On each call, the routine increments N_DATA by 1, and c returns the corresponding data; when there is no more data, the c output value of N_DATA will be 0 again. c c Output, double precision A, B, the parameters of the function. c c Output, double precision X, the argument of the function. c c Output, double precision FX, the value of the function. c implicit none integer n_max parameter ( n_max = 42 ) double precision a double precision a_vec(n_max) double precision b double precision b_vec(n_max) double precision fx double precision fx_vec(n_max) integer n_data double precision x double precision x_vec(n_max) save a_vec save b_vec save fx_vec save x_vec data a_vec / & 0.5D+00, & 0.5D+00, & 0.5D+00, & 1.0D+00, & 1.0D+00, & 1.0D+00, & 1.0D+00, & 1.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 5.5D+00, & 10.0D+00, & 10.0D+00, & 10.0D+00, & 10.0D+00, & 20.0D+00, & 20.0D+00, & 20.0D+00, & 20.0D+00, & 20.0D+00, & 30.0D+00, & 30.0D+00, & 40.0D+00, & 0.1D+01, & 0.1D+01, & 0.1D+01, & 0.1D+01, & 0.1D+01, & 0.1D+01, & 0.1D+01, & 0.1D+01, & 0.2D+01, & 0.3D+01, & 0.4D+01, & 0.5D+01 / data b_vec / & 0.5D+00, & 0.5D+00, & 0.5D+00, & 0.5D+00, & 0.5D+00, & 0.5D+00, & 0.5D+00, & 1.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 2.0D+00, & 5.0D+00, & 0.5D+00, & 5.0D+00, & 5.0D+00, & 10.0D+00, & 5.0D+00, & 10.0D+00, & 10.0D+00, & 20.0D+00, & 20.0D+00, & 10.0D+00, & 10.0D+00, & 20.0D+00, & 0.5D+00, & 0.5D+00, & 0.5D+00, & 0.5D+00, & 0.2D+01, & 0.3D+01, & 0.4D+01, & 0.5D+01, & 0.2D+01, & 0.2D+01, & 0.2D+01, & 0.2D+01 / data fx_vec / & 0.6376856085851985D-01, & 0.2048327646991335D+00, & 0.1000000000000000D+01, & 0.0000000000000000D+00, & 0.5012562893380045D-02, & 0.5131670194948620D-01, & 0.2928932188134525D+00, & 0.5000000000000000D+00, & 0.2800000000000000D-01, & 0.1040000000000000D+00, & 0.2160000000000000D+00, & 0.3520000000000000D+00, & 0.5000000000000000D+00, & 0.6480000000000000D+00, & 0.7840000000000000D+00, & 0.8960000000000000D+00, & 0.9720000000000000D+00, & 0.4361908850559777D+00, & 0.1516409096347099D+00, & 0.8978271484375000D-01, & 0.1000000000000000D+01, & 0.5000000000000000D+00, & 0.4598773297575791D+00, & 0.2146816102371739D+00, & 0.9507364826957875D+00, & 0.5000000000000000D+00, & 0.8979413687105918D+00, & 0.2241297491808366D+00, & 0.7586405487192086D+00, & 0.7001783247477069D+00, & 0.5131670194948620D-01, & 0.1055728090000841D+00, & 0.1633399734659245D+00, & 0.2254033307585166D+00, & 0.3600000000000000D+00, & 0.4880000000000000D+00, & 0.5904000000000000D+00, & 0.6723200000000000D+00, & 0.2160000000000000D+00, & 0.8370000000000000D-01, & 0.3078000000000000D-01, & 0.1093500000000000D-01 / data x_vec / & 0.01D+00, & 0.10D+00, & 1.00D+00, & 0.00D+00, & 0.01D+00, & 0.10D+00, & 0.50D+00, & 0.50D+00, & 0.10D+00, & 0.20D+00, & 0.30D+00, & 0.40D+00, & 0.50D+00, & 0.60D+00, & 0.70D+00, & 0.80D+00, & 0.90D+00, & 0.50D+00, & 0.90D+00, & 0.50D+00, & 1.00D+00, & 0.50D+00, & 0.80D+00, & 0.60D+00, & 0.80D+00, & 0.50D+00, & 0.60D+00, & 0.70D+00, & 0.80D+00, & 0.70D+00, & 0.10D+00, & 0.20D+00, & 0.30D+00, & 0.40D+00, & 0.20D+00, & 0.20D+00, & 0.20D+00, & 0.20D+00, & 0.30D+00, & 0.30D+00, & 0.30D+00, & 0.30D+00 / if ( n_data .lt. 0 ) then n_data = 0 end if n_data = n_data + 1 if ( n_max .lt. n_data ) then n_data = 0 a = 0.0D+00 b = 0.0D+00 x = 0.0D+00 fx = 0.0D+00 else a = a_vec(n_data) b = b_vec(n_data) x = x_vec(n_data) fx = fx_vec(n_data) end if return end subroutine gamma_log_values ( n_data, x, fx ) c*********************************************************************72 c cc GAMMA_LOG_VALUES returns some values of the Log Gamma function. c c Discussion: c c In Mathematica, the function can be evaluated by: c c Log[Gamma[x]] c c Modified: c c 03 January 2006 c c Author: c c John Burkardt c c Reference: c c Milton Abramowitz and Irene Stegun, c Handbook of Mathematical Functions, c US Department of Commerce, 1964. c c Stephen Wolfram, c The Mathematica Book, c Fourth Edition, c Wolfram Media / Cambridge University Press, 1999. c c Parameters: c c Input/output, integer N_DATA. The user sets N_DATA to 0 before the c first call. On each call, the routine increments N_DATA by 1, and c returns the corresponding data; when there is no more data, the c output value of N_DATA will be 0 again. c c Output, double precision X, the argument of the function. c c Output, double precision FX, the value of the function. c implicit none integer n_max parameter ( n_max = 20 ) double precision fx double precision fx_vec(n_max) integer n_data double precision x double precision x_vec(n_max) save fx_vec save x_vec data fx_vec / & 0.1524063822430784D+01, & 0.7966778177017837D+00, & 0.3982338580692348D+00, & 0.1520596783998375D+00, & 0.0000000000000000D+00, & -0.4987244125983972D-01, & -0.8537409000331584D-01, & -0.1081748095078604D+00, & -0.1196129141723712D+00, & -0.1207822376352452D+00, & -0.1125917656967557D+00, & -0.9580769740706586D-01, & -0.7108387291437216D-01, & -0.3898427592308333D-01, & 0.00000000000000000D+00, & 0.69314718055994530D+00, & 0.17917594692280550D+01, & 0.12801827480081469D+02, & 0.39339884187199494D+02, & 0.71257038967168009D+02 / data x_vec / & 0.20D+00, & 0.40D+00, & 0.60D+00, & 0.80D+00, & 1.00D+00, & 1.10D+00, & 1.20D+00, & 1.30D+00, & 1.40D+00, & 1.50D+00, & 1.60D+00, & 1.70D+00, & 1.80D+00, & 1.90D+00, & 2.00D+00, & 3.00D+00, & 4.00D+00, & 10.00D+00, & 20.00D+00, & 30.00D+00 / if ( n_data .lt. 0 ) then n_data = 0 end if n_data = n_data + 1 if ( n_max .lt. n_data ) then n_data = 0 x = 0.0D+00 fx = 0.0D+00 else x = x_vec(n_data) fx = fx_vec(n_data) end if return end subroutine mdbeta ( x, p, q, prob, ier ) c*********************************************************************72 c cc MDBETA evaluates the incomplete beta function. c c Modified: c c 08 January 2008 c c Author: c c Oliver Ludwig c Modifications by John Burkardt c c Reference: c c Oliver Ludwig, c Algorithm 179: c Incomplete Beta Ratio, c Communications of the ACM, c Volume 6, Number 6, June 1963, page 314. c c Parameters: c c Input, double precision X, the value to which function is to be integrated. c X must be in the range [0,1] inclusive. c c Input, double precision P, the first parameter. P must be greater than 0.0. c c Input, double precision Q, the second parameter. Q must be greater than 0.0. c c Output, double precision PROB. The probability that a random variable from a c Beta distribution having parameters P and Q will be less than or equal to X. c c Output, integer IER, error parameter. c 0, normal exit. c 1, X is not in the range [0,1] inclusive. c 2, P or Q is less than or equal to 0. c c Local parameters: c c Local, double precision ALEPS, the logarithm of EPS1. c c Local, double precision EPS, the machine precision. c c Local, double precision EPS1, the smallest representable number. c implicit none double precision aleps parameter ( aleps = - 179.6016D+00 ) double precision alogam double precision c double precision cnt double precision d4 double precision dp double precision dq double precision eps parameter ( eps = 2.2D-16 ) double precision eps1 parameter ( eps1 = 1.0D-78 ) double precision finsum integer ib integer ier integer ifault double precision infsum integer interval double precision p double precision p1 double precision pq double precision prob double precision ps double precision px double precision q double precision temp double precision wh double precision x double precision xb double precision y c c Check ranges of the arguments. c y = x if ( x .lt. 0.0D+00 .or. 1.0D+00 .lt. x ) then ier = 1 return end if if ( p .le. 0.0D+00 .or. q .le. 0.0D+00 ) then ier = 2 return end if ier = 0 if ( x .le. 0.5D+00 ) then interval = 0 else interval = 1 temp = p p = q q = temp y = 1.0D+00 - y end if if ( x .eq. 0.0D+00 .or. x .eq. 1.0D+00 ) then prob = 0.0D+00 if ( interval .ne. 0 ) then prob = 1.0D+00 - prob temp = p p = q q = temp end if return end if ib = int ( q ) temp = ib ps = q - dble ( ib ) if ( q .eq. temp ) then ps = 1.0D+00 end if dp = p dq = q px = dp * dlog ( y ) pq = alogam ( dp + dq, ifault ) p1 = alogam ( dp, ifault ) c = alogam ( dq, ifault ) d4 = dlog ( dp ) xb = px + alogam ( ps + dp, ifault ) & - alogam ( ps, ifault ) - d4 - p1 c c Scaling c ib = int ( xb / aleps ) infsum = 0.0D+00 c c First term of a decreasing series will underflow. c if ( ib .eq. 0 ) then infsum = dexp ( xb ) cnt = infsum * dp c c CNT will equal dexp ( temp ) * ( 1.d0 - ps ) * i * p * y**i / factorial ( i ). c wh = 0.0D+00 80 continue wh = wh + 1.0D+00 cnt = cnt * ( wh - ps ) * y / wh xb = cnt / ( dp + wh ) infsum = infsum + xb if ( infsum .lt. xb / eps ) then go to 80 end if end if finsum = 0.0D+00 if ( dq .le. 1.0D+00 ) then prob = finsum + infsum if ( interval .ne. 0 ) then prob = 1.0D+00 - prob temp = p p = q q = temp end if return end if xb = px + dq * dlog ( 1.0D+00 - y ) + pq - p1 - dlog ( dq ) - c c c Scaling. c ib = int ( xb / aleps ) if ( ib .lt. 0 ) then ib = 0 end if c = 1.0D+00 / ( 1.0D+00 - y ) cnt = dexp ( xb - dble ( ib ) * aleps ) ps = dq wh = dq 100 continue wh = wh - 1.0D+00 if ( wh .le. 0.0D+00 ) then prob = finsum + infsum if ( interval .ne. 0 ) then prob = 1.0D+00 - prob temp = p p = q q = temp end if return end if px = ( ps * c ) / ( dp + wh ) if ( px .le. 1.0D+00 ) then if ( cnt / eps .le. finsum .or. cnt .le. eps1 / px ) then prob = finsum + infsum if ( interval .ne. 0 ) then prob = 1.0D+00 - prob temp = p p = q q = temp end if return end if end if cnt = cnt * px c c Rescale. c if ( 1.0D+00 .lt. cnt ) then ib = ib - 1 cnt = cnt * eps1 end if ps = wh if ( ib .eq. 0 ) then finsum = finsum + cnt end if go to 100 end subroutine timestamp ( ) c*********************************************************************72 c cc TIMESTAMP prints out the current YMDHMS date as a timestamp. c c Discussion: c c This FORTRAN77 version is made available for cases where the c FORTRAN90 version cannot be used. c c Modified: c c 12 January 2007 c c Author: c c John Burkardt c c Parameters: c c None c implicit none character * ( 8 ) ampm integer d character * ( 8 ) date integer h integer m integer mm character * ( 9 ) month(12) integer n integer s character * ( 10 ) time integer y save month data month / & 'January ', 'February ', 'March ', 'April ', & 'May ', 'June ', 'July ', 'August ', & 'September', 'October ', 'November ', 'December ' / call date_and_time ( date, time ) read ( date, '(i4,i2,i2)' ) y, m, d read ( time, '(i2,i2,i2,1x,i3)' ) h, n, s, mm if ( h .lt. 12 ) then ampm = 'AM' else if ( h .eq. 12 ) then if ( n .eq. 0 .and. s .eq. 0 ) then ampm = 'Noon' else ampm = 'PM' end if else h = h - 12 if ( h .lt. 12 ) then ampm = 'PM' else if ( h .eq. 12 ) then if ( n .eq. 0 .and. s .eq. 0 ) then ampm = 'Midnight' else ampm = 'AM' end if end if end if write ( *, & '(i2,1x,a,1x,i4,2x,i2,a1,i2.2,a1,i2.2,a1,i3.3,1x,a)' ) & d, month(m), y, h, ':', n, ':', s, '.', mm, ampm return end