ASA091
Percentage Points of the ChiSquared Distribution
ASA091
is a MATLAB program which
computes the percentage points of the ChiSquared probability distribution,
by Best and Roberts.
ASA091 is Applied Statistics Algorithm 91. Source code for many
Applied Statistics Algorithms is available through
STATLIB.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
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,
is 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 MATLAB library which
samples the normal distribution.
PROB,
a MATLAB library which
evaluates and inverts many probability distibutions.
TEST_VALUES,
a MATLAB library which
contains sample values for a number of distributions.
UNIFORM,
a MATLAB library which
samples the uniform distribution.
Author:
Original FORTRAN77 version by Donald Best and DE Roberts;
MATLAB 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:

alngam.m
computes the logarithm of the gamma function.

alnorm.m
computes the CDF of the standard normal distribution.

chi_square_cdf_values.m
returns some values of the ChiSquare CDF.

gammad.m
computes the Incomplete Gamma Integral

ppchi2.m
evaluates the percentage points of the Chisquared PDF.

ppnd.m
inverts the normal CDF.

timestamp.m
prints the current YMDHMS date as a time stamp.
Examples and Tests:
You can go up one level to
the MATLAB source codes.
Last revised on 09 February 2008.