asa109

asa109, a FORTRAN90 code 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.

The code is Applied Statistics Algorithm 109.

Licensing:

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

Languages:

asa109 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

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asa109_test

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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:

Last revised on 28 August 2021.