ASA109
Inverse of the Incomplete Beta Function


ASA109 is a FORTRAN90 library which "inverts" the incomplete Beta function, by Cran, Martin and Thomas.

Given a value of the incomplete Beta function, it can determine the argument that produced that value.

ASA109 is Applied Statistics Algorithm 109. Source code for many Applied Statistics Algorithms is available through STATLIB.

Languages:

ASA109 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:

ASA063, a FORTRAN90 library which evaluates the incomplete Beta function.

ASA226, a FORTRAN90 library which evaluates the CDF of the noncentral Beta distribution.

ASA310, a FORTRAN90 library which computes the CDF of the noncentral Beta distribution.

BETA_NC, a FORTRAN90 library which evaluates the CDF of the noncentral Beta distribution.

TEST_VALUES, a FORTRAN90 library which stores a few values of various mathematical functions.

TOMS179, a FORTRAN90 library which evaluates the incomplete Beta function.

TOMS708, a FORTRAN90 library which evaluates the incomplete Beta function.

Author:

Original FORTRAN77 version by GW Cran, KJ Martin, GE Thomas; FORTRAN90 version by John Burkardt.

Reference:

  1. GW Cran, KJ Martin, GE Thomas,
    Remark AS R19 and Algorithm AS 109: A Remark on Algorithms AS 63: The Incomplete Beta Integral and AS 64: Inverse of the Incomplete Beta Integeral,
    Applied Statistics,
    Volume 26, Number 1, 1977, pages 111-114.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 27 January 2008.