function alngam ( xvalue, ifault )

!*****************************************************************************80
!
!! alngam() computes the logarithm of the gamma function.
!
!  Licensing:
!
!    This code is distributed under the MIT license.
!
!  Modified:
!
!    13 January 2008
!
!  Author:
!
!    Original FORTRAN77 version by Allan Macleod.
!    FORTRAN90 version by John Burkardt.
!
!  Reference:
!
!    Allan Macleod,
!    Algorithm AS 245,
!    A Robust and Reliable Algorithm for the Logarithm of the Gamma Function,
!    Applied Statistics,
!    Volume 38, Number 2, 1989, pages 397-402.
!
!  Parameters:
!
!    Input, real ( kind = rk ) XVALUE, the argument of the Gamma function.
!
!    Output, integer IFAULT, error flag.
!    0, no error occurred.
!    1, XVALUE is less than or equal to 0.
!    2, XVALUE is too big.
!
!    Output, real ( kind = rk ) ALNGAM, the logarithm of the gamma function of X.
!
  implicit none

  integer, parameter :: rk = kind ( 1.0D+00 )

  real ( kind = rk ) alngam
  real ( kind = rk ), parameter :: alr2pi = 0.918938533204673D+00
  integer ifault
  real ( kind = rk ), dimension ( 9 ) :: r1 = (/ &
    -2.66685511495D+00, &
    -24.4387534237D+00, &
    -21.9698958928D+00, &
     11.1667541262D+00, &
     3.13060547623D+00, &
     0.607771387771D+00, &
     11.9400905721D+00, &
     31.4690115749D+00, &
     15.2346874070D+00 /)
  real ( kind = rk ), dimension ( 9 ) :: r2 = (/ &
    -78.3359299449D+00, &
    -142.046296688D+00, &
     137.519416416D+00, &
     78.6994924154D+00, &
     4.16438922228D+00, &
     47.0668766060D+00, &
     313.399215894D+00, &
     263.505074721D+00, &
     43.3400022514D+00 /)
  real ( kind = rk ), dimension ( 9 ) :: r3 = (/ &
    -2.12159572323D+05, &
     2.30661510616D+05, &
     2.74647644705D+04, &
    -4.02621119975D+04, &
    -2.29660729780D+03, &
    -1.16328495004D+05, &
    -1.46025937511D+05, &
    -2.42357409629D+04, &
    -5.70691009324D+02 /)
  real ( kind = rk ), dimension ( 5 ) :: r4 = (/ &
     0.279195317918525D+00, &
     0.4917317610505968D+00, &
     0.0692910599291889D+00, &
     3.350343815022304D+00, &
     6.012459259764103D+00 /)
  real ( kind = rk ) x
  real ( kind = rk ) x1
  real ( kind = rk ) x2
  real ( kind = rk ), parameter :: xlge = 5.10D+05
  real ( kind = rk ), parameter :: xlgst = 1.0D+30
  real ( kind = rk ) xvalue
  real ( kind = rk ) y

  x = xvalue
  alngam = 0.0D+00
!
!  Check the input.
!
  if ( xlgst <= x ) then
    ifault = 2
    return
  end if

  if ( x <= 0.0D+00 ) then
    ifault = 1
    return
  end if

  ifault = 0
!
!  Calculation for 0 < X < 0.5 and 0.5 <= X < 1.5 combined.
!
  if ( x < 1.5D+00 ) then

    if ( x < 0.5D+00 ) then

      alngam = - log ( x )
      y = x + 1.0D+00
!
!  Test whether X < machine epsilon.
!
      if ( y == 1.0D+00 ) then
        return
      end if

    else

      alngam = 0.0D+00
      y = x
      x = ( x - 0.5D+00 ) - 0.5D+00

    end if

    alngam = alngam + x * (((( &
        r1(5)   * y &
      + r1(4) ) * y &
      + r1(3) ) * y &
      + r1(2) ) * y &
      + r1(1) ) / (((( &
                  y &
      + r1(9) ) * y &
      + r1(8) ) * y &
      + r1(7) ) * y &
      + r1(6) )

    return

  end if
!
!  Calculation for 1.5 <= X < 4.0.
!
  if ( x < 4.0D+00 ) then

    y = ( x - 1.0D+00 ) - 1.0D+00

    alngam = y * (((( &
        r2(5)   * x &
      + r2(4) ) * x &
      + r2(3) ) * x &
      + r2(2) ) * x &
      + r2(1) ) / (((( &
                  x &
      + r2(9) ) * x &
      + r2(8) ) * x &
      + r2(7) ) * x &
      + r2(6) )
!
!  Calculation for 4.0 <= X < 12.0.
!
  else if ( x < 12.0D+00 ) then

    alngam = (((( &
        r3(5)   * x &
      + r3(4) ) * x &
      + r3(3) ) * x &
      + r3(2) ) * x &
      + r3(1) ) / (((( &
                  x &
      + r3(9) ) * x &
      + r3(8) ) * x &
      + r3(7) ) * x &
      + r3(6) )
!
!  Calculation for 12.0 <= X.
!
  else

    y = log ( x )
    alngam = x * ( y - 1.0D+00 ) - 0.5D+00 * y + alr2pi

    if ( x <= xlge ) then

      x1 = 1.0D+00 / x
      x2 = x1 * x1

      alngam = alngam + x1 * ( ( &
             r4(3)   * &
        x2 + r4(2) ) * &
        x2 + r4(1) ) / ( ( &
        x2 + r4(5) ) * &
        x2 + r4(4) )

    end if

  end if

  return
end
function alnorm ( x, upper )

!*****************************************************************************80
!
!! alnorm() computes the cumulative density of the standard normal distribution.
!
!  Licensing:
!
!    This code is distributed under the MIT license.
!
!  Modified:
!
!    13 January 2008
!
!  Author:
!
!    Original FORTRAN77 version by David Hill.
!    FORTRAN90 version by John Burkardt.
!
!  Reference:
!
!    David Hill,
!    Algorithm AS 66:
!    The Normal Integral,
!    Applied Statistics,
!    Volume 22, Number 3, 1973, pages 424-427.
!
!  Parameters:
!
!    Input, real ( kind = rk ) X, is one endpoint of the semi-infinite interval
!    over which the integration takes place.
!
!    Input, logical UPPER, determines whether the upper or lower
!    interval is to be integrated:
!    .TRUE.  => integrate from X to + Infinity;
!    .FALSE. => integrate from - Infinity to X.
!
!    Output, real ( kind = rk ) ALNORM, the integral of the standard normal
!    distribution over the desired interval.
!
  implicit none

  integer, parameter :: rk = kind ( 1.0D+00 )

  real ( kind = rk ), parameter :: a1 = 5.75885480458D+00
  real ( kind = rk ), parameter :: a2 = 2.62433121679D+00
  real ( kind = rk ), parameter :: a3 = 5.92885724438D+00
  real ( kind = rk ) alnorm
  real ( kind = rk ), parameter :: b1 = -29.8213557807D+00
  real ( kind = rk ), parameter :: b2 = 48.6959930692D+00
  real ( kind = rk ), parameter :: c1 = -0.000000038052D+00
  real ( kind = rk ), parameter :: c2 = 0.000398064794D+00
  real ( kind = rk ), parameter :: c3 = -0.151679116635D+00
  real ( kind = rk ), parameter :: c4 = 4.8385912808D+00
  real ( kind = rk ), parameter :: c5 = 0.742380924027D+00
  real ( kind = rk ), parameter :: c6 = 3.99019417011D+00
  real ( kind = rk ), parameter :: con = 1.28D+00
  real ( kind = rk ), parameter :: d1 = 1.00000615302D+00
  real ( kind = rk ), parameter :: d2 = 1.98615381364D+00
  real ( kind = rk ), parameter :: d3 = 5.29330324926D+00
  real ( kind = rk ), parameter :: d4 = -15.1508972451D+00
  real ( kind = rk ), parameter :: d5 = 30.789933034D+00
  real ( kind = rk ), parameter :: ltone = 7.0D+00
  real ( kind = rk ), parameter :: p = 0.398942280444D+00
  real ( kind = rk ), parameter :: q = 0.39990348504D+00
  real ( kind = rk ), parameter :: r = 0.398942280385D+00
  logical up
  logical upper
  real ( kind = rk ), parameter :: utzero = 18.66D+00
  real ( kind = rk ) x
  real ( kind = rk ) y
  real ( kind = rk ) z

  up = upper
  z = x

  if ( z < 0.0D+00 ) then
    up = .not. up
    z = - z
  end if

  if ( ltone < z .and. ( ( .not. up ) .or. utzero < z ) ) then

    if ( up ) then
      alnorm = 0.0D+00
    else
      alnorm = 1.0D+00
    end if

    return

  end if

  y = 0.5D+00 * z * z

  if ( z <= con ) then

    alnorm = 0.5D+00 - z * ( p - q * y &
      / ( y + a1 + b1 &
      / ( y + a2 + b2 & 
      / ( y + a3 ))))

  else

    alnorm = r * exp ( - y ) &
      / ( z + c1 + d1 &
      / ( z + c2 + d2 &
      / ( z + c3 + d3 &
      / ( z + c4 + d4 &
      / ( z + c5 + d5 &
      / ( z + c6 ))))))

  end if

  if ( .not. up ) then
    alnorm = 1.0D+00 - alnorm
  end if

  return
end
subroutine gamma_inc_values ( n_data, a, x, fx )

!*****************************************************************************80
!
!! gamma_inc_values() returns some values of the incomplete Gamma function.
!
!  Discussion:
!
!    The (normalized) incomplete Gamma function P(A,X) is defined as:
!
!      PN(A,X) = 1/Gamma(A) * Integral ( 0 <= T <= X ) T^(A-1) * exp(-T) dT.
!
!    With this definition, for all A and X,
!
!      0 <= PN(A,X) <= 1
!
!    and
!
!      PN(A,INFINITY) = 1.0
!
!    In Mathematica, the function can be evaluated by:
!
!      1 - GammaRegularized[A,X]
!
!  Licensing:
!
!    This code is distributed under the MIT license.
!
!  Modified:
!
!    20 November 2004
!
!  Author:
!
!    John Burkardt
!
!  Reference:
!
!    Milton Abramowitz, Irene Stegun,
!    Handbook of Mathematical Functions,
!    National Bureau of Standards, 1964,
!    ISBN: 0-486-61272-4,
!    LC: QA47.A34.
!
!    Stephen Wolfram,
!    The Mathematica Book,
!    Fourth Edition,
!    Cambridge University Press, 1999,
!    ISBN: 0-521-64314-7,
!    LC: QA76.95.W65.
!
!  Parameters:
!
!    Input/output, integer N_DATA.  The user sets N_DATA to 0 
!    before the first call.  On each call, the routine increments N_DATA by 1,
!    and returns the corresponding data; when there is no more data, the
!    output value of N_DATA will be 0 again.
!
!    Output, real ( kind = rk ) A, the parameter of the function.
!
!    Output, real ( kind = rk ) X, the argument of the function.
!
!    Output, real ( kind = rk ) FX, the value of the function.
!
  implicit none

  integer, parameter :: rk = kind ( 1.0D+00 )

  integer, parameter :: n_max = 20

  real ( kind = rk ) a
  real ( kind = rk ), save, dimension ( n_max ) :: a_vec = (/ &
    0.10D+00, &
    0.10D+00, &
    0.10D+00, &
    0.50D+00, &
    0.50D+00, &
    0.50D+00, &
    0.10D+01, &
    0.10D+01, &
    0.10D+01, &
    0.11D+01, &
    0.11D+01, &
    0.11D+01, &
    0.20D+01, &
    0.20D+01, &
    0.20D+01, &
    0.60D+01, &
    0.60D+01, &
    0.11D+02, &
    0.26D+02, &
    0.41D+02 /)
  real ( kind = rk ) fx
  real ( kind = rk ), save, dimension ( n_max ) :: fx_vec = (/ &
    0.7382350532339351D+00, &
    0.9083579897300343D+00, &
    0.9886559833621947D+00, &
    0.3014646416966613D+00, &
    0.7793286380801532D+00, &
    0.9918490284064973D+00, &
    0.9516258196404043D-01, &
    0.6321205588285577D+00, &
    0.9932620530009145D+00, &
    0.7205974576054322D-01, &
    0.5891809618706485D+00, &
    0.9915368159845525D+00, &
    0.1018582711118352D-01, &
    0.4421745996289254D+00, &
    0.9927049442755639D+00, &
    0.4202103819530612D-01, &
    0.9796589705830716D+00, &
    0.9226039842296429D+00, &
    0.4470785799755852D+00, &
    0.7444549220718699D+00 /)
  integer n_data
  real ( kind = rk ) x
  real ( kind = rk ), save, dimension ( n_max ) :: x_vec = (/ &
    0.30D-01, &
    0.30D+00, &
    0.15D+01, &
    0.75D-01, &
    0.75D+00, &
    0.35D+01, &
    0.10D+00, &
    0.10D+01, &
    0.50D+01, &
    0.10D+00, & 
    0.10D+01, &
    0.50D+01, &
    0.15D+00, &
    0.15D+01, &
    0.70D+01, &
    0.25D+01, &
    0.12D+02, &
    0.16D+02, &
    0.25D+02, &
    0.45D+02 /)

  if ( n_data < 0 ) then
    n_data = 0
  end if

  n_data = n_data + 1

  if ( n_max < n_data ) then
    n_data = 0
    a = 0.0D+00
    x = 0.0D+00
    fx = 0.0D+00
  else
    a = a_vec(n_data)
    x = x_vec(n_data)
    fx = fx_vec(n_data)
  end if

  return
end
function gammad ( x, p, ifault )

!*****************************************************************************80
!
!! gammad() computes the Incomplete Gamma Integral
!
!  Licensing:
!
!    This code is distributed under the MIT license.
!
!  Modified:
!
!    20 January 2008
!
!  Author:
!
!    Original FORTRAN77 version by B Shea.
!    FORTRAN90 version by John Burkardt.
!
!  Reference:
!
!    B Shea,
!    Algorithm AS 239:
!    Chi-squared and Incomplete Gamma Integral,
!    Applied Statistics,
!    Volume 37, Number 3, 1988, pages 466-473.
!
!  Parameters:
!
!    Input, real ( kind = rk ) X, P, the parameters of the incomplete 
!    gamma ratio.  0 <= X, and 0 < P.
!
!    Output, integer IFAULT, error flag.
!    0, no error.
!    1, X < 0 or P <= 0.
!
!    Output, real ( kind = rk ) GAMMAD, the value of the incomplete 
!    Gamma integral.
!
  implicit none

  integer, parameter :: rk = kind ( 1.0D+00 )

  real ( kind = rk ) a
  real ( kind = rk ) alnorm
  real ( kind = rk ) alngam
  real ( kind = rk ) an
  real ( kind = rk ) arg
  real ( kind = rk ) b
  real ( kind = rk ) c
  real ( kind = rk ), parameter :: elimit = - 88.0D+00
  real ( kind = rk ) gammad
  integer ifault
  real ( kind = rk ), parameter :: oflo = 1.0D+37
  real ( kind = rk ) p
  real ( kind = rk ), parameter :: plimit = 1000.0D+00
  real ( kind = rk ) pn1
  real ( kind = rk ) pn2
  real ( kind = rk ) pn3
  real ( kind = rk ) pn4
  real ( kind = rk ) pn5
  real ( kind = rk ) pn6
  real ( kind = rk ) rn
  real ( kind = rk ), parameter :: tol = 1.0D-14
  logical upper
  real ( kind = rk ) x
  real ( kind = rk ), parameter :: xbig = 1.0D+08

  gammad = 0.0D+00
!
!  Check the input.
!
  if ( x < 0.0D+00 ) then
    ifault = 1
    return
  end if

  if ( p <= 0.0D+00 ) then
    ifault = 1
    return
  end if

  ifault = 0

  if ( x == 0.0D+00 ) then
    gammad = 0.0D+00
    return
  end if
!
!  If P is large, use a normal approximation.
!
  if ( plimit < p ) then

    pn1 = 3.0D+00 * sqrt ( p ) * ( ( x / p )**( 1.0D+00 / 3.0D+00 ) &
    + 1.0D+00 / ( 9.0D+00 * p ) - 1.0D+00 )

    upper = .false.
    gammad = alnorm ( pn1, upper )
    return

  end if
!
!  If X is large set GAMMAD = 1.
!
  if ( xbig < x ) then
    gammad = 1.0D+00
    return
  end if
!
!  Use Pearson's series expansion.
!  (Note that P is not large enough to force overflow in ALOGAM).
!  No need to test IFAULT on exit since P > 0.
!
  if ( x <= 1.0D+00 .or. x < p ) then

    arg = p * log ( x ) - x - alngam ( p + 1.0D+00, ifault )
    c = 1.0D+00
    gammad = 1.0D+00
    a = p

    do

      a = a + 1.0D+00
      c = c * x / a
      gammad = gammad + c

      if ( c <= tol ) then
        exit
      end if

    end do

    arg = arg + log ( gammad )

    if ( elimit <= arg ) then
      gammad = exp ( arg )
    else
      gammad = 0.0D+00
    end if
!
!  Use a continued fraction expansion.
!
  else 

    arg = p * log ( x ) - x - alngam ( p, ifault )
    a = 1.0D+00 - p
    b = a + x + 1.0D+00
    c = 0.0D+00
    pn1 = 1.0D+00
    pn2 = x
    pn3 = x + 1.0D+00
    pn4 = x * b
    gammad = pn3 / pn4

    do

      a = a + 1.0D+00
      b = b + 2.0D+00
      c = c + 1.0D+00
      an = a * c
      pn5 = b * pn3 - an * pn1
      pn6 = b * pn4 - an * pn2

      if ( pn6 /= 0.0D+00 ) then

        rn = pn5 / pn6

        if ( abs ( gammad - rn ) <= min ( tol, tol * rn ) ) then
          exit
        end if

        gammad = rn

      end if

      pn1 = pn3
      pn2 = pn4
      pn3 = pn5
      pn4 = pn6
!
!  Re-scale terms in continued fraction if terms are large.
!
      if ( oflo <= abs ( pn5 ) ) then
        pn1 = pn1 / oflo
        pn2 = pn2 / oflo
        pn3 = pn3 / oflo
        pn4 = pn4 / oflo
      end if

    end do

    arg = arg + log ( gammad )

    if ( elimit <= arg ) then
      gammad = 1.0D+00 - exp ( arg )
    else
      gammad = 1.0D+00
    end if

  end if

  return
end