ASA091
Percentage Points of the ChiSquared Probability Density Function
ASA091
is a FORTRAN90 library which
computes the percentage points of the ChiSquared probability density function,
by Best and Roberts.
ASA091 is Applied Statistics Algorithm 91.
Languages:
ASA091 is available in
a C version and
a C++ version and
a FORTRAN77 version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
DCDFLIB,
a FORTRAN90 library which
evaluates and inverts a number of statistical distributions.
GSL,
a C++ library which
includes many routines for evaluating
probability distributions.
NORMAL,
a FORTRAN90 library which
samples the normal distribution.
PROB,
a FORTRAN90 library which
evaluates and inverts many probability distibutions.
TEST_VALUES,
a FORTRAN90 library which
contains sample values for a number of distributions.
UNIFORM,
a FORTRAN90 library which
samples the uniform distribution.
Author:
Original FORTRAN77 version by Donald Best and DE Roberts;
FORTRAN90 version by John Burkardt.
Reference:

Donald Best, DE Roberts,
Algorithm AS 91:
The Percentage Points of the ChiSquared Distribution,
Applied Statistics,
Volume 24, Number 3, 1975, pages 385390.

William Cody, Kenneth Hillstrom,
Chebyshev Approximations for the Natural Logarithm of the
Gamma Function,
Mathematics of Computation,
Volume 21, Number 98, April 1967, pages 198203.

John Hart, Ward Cheney, Charles Lawson, Hans Maehly,
Charles Mesztenyi, John Rice, Henry Thacher,
Christoph Witzgall,
Computer Approximations,
Wiley, 1968,
LC: QA297.C64.

BL Shea,
Algorithm AS 239:
Chisquared and Incomplete Gamma Integral,
Applied Statistics,
Volume 37, Number 3, 1988, pages 466473.

Michael Wichura,
Algorithm AS 241:
The Percentage Points of the Normal Distribution,
Applied Statistics,
Volume 37, Number 3, 1988, pages 477484.
Source Code:
Examples and Tests:
List of Routines:

ALNGAM computes the logarithm of the gamma function.

CHI_SQUARE_CDF_VALUES returns some values of the ChiSquare CDF.

GAMMAD computes the Incomplete Gamma Integral

PPCHI2 evaluates the percentage points of the Chisquared PDF.

R8_NORMAL_CDF_INVERSE inverts the normal CDF.

R8POLY_VALUE evaluates a double precision polynomial.

TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to
the FORTRAN90 source codes.
Last revised on 24 January 2008.