asa109

asa109, a C++ 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.

This is a version of Applied Statistics Algorithm 109.

Licensing:

The information on this web page is 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 and an Octave version and a Python version.

Related Data and Programs:

asa109_test

asa063, a C++ code which evaluates the incomplete Beta function.

asa226, a C++ code which evaluates the CDF of the noncentral Beta distribution.

asa310, a C++ code which computes the CDF of the noncentral Beta distribution.

beta_nc, a C++ code which evaluates the CDF of the noncentral Beta distribution.

test_values, a C++ code which stores a few values of various mathematical functions.

toms179, a C++ code which evaluates the incomplete Beta function.

Author:

Original Fortran77 version by GW Cran, KJ Martin, GE Thomas; This 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 11 August 2022.