TOMS724
Inverse Cumulative Density Function (CDF) of the F Distribution
TOMS724
is a FORTRAN77 library which
computes the inverse Cumulative Density Function (CDF) or percentiles
of the F distribution,
by Roger Abernathy and Robert Smith.
Languages:
TOMS724 is available in
a FORTRAN77 version.
Related Data and Programs:
Reference:

Roger Abernathy, Robert Smith,
Applying series expansion to the inverse beta distribution to find
percentiles of the Fdistribution,
ACM Transactions on Mathematical Software,
Volume 19, Number 4, December 1993, pages 474480.

Roger Abernathy, Robert Smith,
Algorithm 724: Program to calculate Fpercentiles,
ACM Transactions on Mathematical Software,
Volume 19, Number 4, December 1993, pages 481483.
Source Code:
Examples and Tests:
List of Routines:

BETA returns the value of the Beta density function.

BINV computes percentage points for the Beta distribution.

DBETAI evaluates the incomplete beta function ratio.

DLBETA returns the log of Gamma(A)*Gamma(B)/Gamma(A+B)

FINIT approximates the percentage points of the F distribution.

FINV returns percentage points for an F distribution.

TIMESTAMP prints out the current YMDHMS date as a timestamp.

TINIT approximates the percentage points of the Students T distribution.

ZINV approximates the percentage points of the normal distribution.
You can go up one level to
the FORTRAN77 source codes.
Last revised on 24 April 2013.