toms322

toms322, a Fortran77 code which evaluates four standard cumulative density functions:

• the normal distribution (evaluated from -X to +X);
• the Student's T distribution (evaluated from -X to +X);
• the chi-square distribution (evaluated from 0 to X);
• the F distribution (evaluated from 0 to X);

The text of many ACM toms algorithms is available online through ACM: https://www.acm.org/pubs/calgo or NETLIB: https://www.netlib.org/toms/index.html.

Licensing:

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

Languages:

toms322 is available in a C version and a Fortran77 version.

Related Data and Programs:

toms322_test

dcdflib, a Fortran90 library which evaluates and inverts a number of statistical distributions.

NORMAL, a Fortran90 library which samples the normal distribution.

PROB, a Fortran90 library which evaluates many probability density functions.

TEST_VALUES, a Fortran90 library which contains sample values for a number of distributions.

UNIFORM, a Fortran90 library which samples the uniform distribution.

Reference:

1. Egon Dorrer,
   Algorithm 322: F-Distribution,
   Communications of the ACM,
   Volume 11, Number 2, 1968, pages 116-117.
2. JBF Field,
   Certification of Algorithm 322: F-Distribution,
   Communications of the ACM,
   Volume 12, Number 1, 1969, page 39.
3. Hubert Tolman,
   Remark on Algorithm 322: F-Distribution,
   Communications of the ACM,
   Volume 14, Number 2, 1979, page 117.

Source Code:

• toms322.f, the source code.
• toms322.sh, commands to compile the source code.