asa091

asa091, a C code which computes the percentage points of the Chi-Squared probability density function (PDF), by Best and Roberts.

This is Applied Statistics Algorithm 91.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

asa091 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa091_test

normal, a C code which samples the normal distribution.

prob, a C code which evaluates and inverts many probability distibutions.

test_values, a C code which contains sample values for a number of distributions.

uniform, a C code which samples the uniform distribution.

Author:

Original FORTRAN77 version by Donald Best and DE Roberts; C version by John Burkardt.

Reference:

1. Donald Best, DE Roberts,
   Algorithm AS 91: The Percentage Points of the Chi-Squared Distribution,
   Applied Statistics,
   Volume 24, Number 3, 1975, pages 385-390.
2. William Cody, Kenneth Hillstrom,
   Chebyshev Approximations for the Natural Logarithm of the Gamma Function,
   Mathematics of Computation,
   Volume 21, Number 98, April 1967, pages 198-203.
3. John Hart, Ward Cheney, Charles Lawson, Hans Maehly, Charles Mesztenyi, John Rice, Henry Thacher, Christoph Witzgall,
   Computer Approximations,
   Wiley, 1968,
   LC: QA297.C64.
4. BL Shea,
   Algorithm AS 239: Chi-squared and Incomplete Gamma Integral,
   Applied Statistics,
   Volume 37, Number 3, 1988, pages 466-473.
5. Michael Wichura,
   Algorithm AS 241: The Percentage Points of the Normal Distribution,
   Applied Statistics,
   Volume 37, Number 3, 1988, pages 477-484.

Source Code:

• asa091.h, the include file.
• asa091.sh, compiles the source code.

• alnorm.c computes the cumulative density of the standard normal distribution.
• chi_square_cdf_values.c returns some values of the Chi-Square CDF.
• gammad.c computes the Incomplete Gamma Integral
• ppchi2.c evaluates the percentage points of the Chi-squared PDF.
• ppnd.c produces the normal deviate value corresponding to lower tail area = P.
• r8_min.c returns the minimum of two R8's.