asa226, a C code which evaluates the cumulative distribution function (CDF) of the noncentral Beta Distribution, by Russell Lenth.
This is a version of Applied Statistics Algorithm 226.
The program can produce reasonably accurate answers for values of the noncentrality parameter up to about 100.
Note that an improvement to the code was suggested by Frick. When I run the improved copy, the computation fails. Therefore, the version I have put together has suppressed the improvement for now until I can determine the stray minus sign or logic error causing the problem.
The information on this web page is distributed under the MIT license.
asa226 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.
asa063, a C code which evaluates the incomplete Beta function.
asa109, a C code which inverts the incomplete Beta function.
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.
prob, a C code which evaluates and inverts a number of probabilistic distributions.
test_values, a C code which contains sample values for a number of distributions.
toms179, a C code which evaluates the incomplete Beta function.
Original Fortran77 version by Russell Lenth; This version by John Burkardt.