toms724

toms724, a Fortran77 code which computes the inverse Cumulative Density Function (CDF) or percentiles of the F distribution, by Roger Abernathy and Robert Smith. This is a version of ACM TOMS algorithm 724.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

toms724 is available in a Fortran77 version.

Related Data and Programs:

toms724_test

Reference:

1. Roger Abernathy, Robert Smith,
   Applying series expansion to the inverse beta distribution to find percentiles of the F-distribution,
   ACM Transactions on Mathematical Software,
   Volume 19, Number 4, December 1993, pages 474-480.
2. Roger Abernathy, Robert Smith,
   Algorithm 724: Program to calculate F-percentiles,
   ACM Transactions on Mathematical Software,
   Volume 19, Number 4, December 1993, pages 481-483.

Source Code:

• toms724.f, the source code.
• toms724.sh, BASH commands to compile the source code.