toms451

toms451, a FORTRAN77 code which implements ACM toms algorithm 451, which evaluates quantiles of the Chi-Square probability distribution.

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

Usage:

x = chisqd ( p, n )

where P is the probability and N is the number of degrees of freedom.

Licensing:

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

Languages:

toms451 is available in a FORTRAN77 version.

Related Data and Programs:

toms451_test

prob, a FORTRAN90 library which contains numerous routines for handling the Chi square distribution and other probability distributions.

TEST_VALUES, a FORTRAN90 library which contains routines which return sample values of various functions, including the modified beta function, and the logarithm of the gamma function.

Reference:

1. Richard Goldstein,
   Algorithm 451: Chi-Square Quantiles,
   Communications of the ACM,
   August 1973, Volume 16, Number 8, pages 483-484.

Source Code:

• toms451.f, the source code.
• toms451.sh, commands to compile the source code.