asa005

asa005, a C code which evaluates the lower tail of the noncentral T distribution, by BE Cooper.

This is a version of Applied Statistics Algorithm 5.

Licensing:

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

Languages:

asa005 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa005_test

asa076, a C code which evaluates the Owen's T function, needed to compute the CDF of the noncentral T distribution.

asa243, a C code which evaluates the CDF of the noncentral T distribution.

owen, a C code which evaluates Owen's T function.

Author:

Original FORTRAN77 version by BE Cooper; C version by John Burkardt.

Reference:

1. BE Cooper,
   Algorithm AS 5: The Integral of the Non-Central T-Distribution,
   Applied Statistics,
   Volume 17, Number 2, 1968, page 193.

Source Code:

• asa005.sh, compiles the source code.
• asa005.h, the include file.

• alnorm.c, computes the cumulative density of the standard normal distribution.
• prncst.c, computes lower tail of noncentral T distribution.
• student_noncentral_cdf_values.c, returns values of the noncentral Student CDF.
• tfn.c, calculates the T-function of Owen.