ASA226, a C library which evaluates the cumulative distribution function (CDF) of the noncentral Beta Distribution, by Russell Lenth.
ASA226 is Applied Statistics Algorithm 226. Source code for many Applied Statistics Algorithms is available through STATLIB.
The program can produce reasonably accurate answers for values of the noncentrality parameter up to about 100.
Note that an improvement to ASA226 was suggested by Frick, and implemented in the online copy available through STATLIB. 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 computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
ASA226 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version
ASA063, a C library which evaluates the incomplete Beta function.
ASA109, a C library which inverts the incomplete Beta function.
ASA310, a C library which computes the CDF of the noncentral Beta distribution.
BETA_NC, a C library which evaluates the CDF of the noncentral Beta distribution.
PROB, a C library which evaluates and inverts a number of probabilistic distributions.
TEST_VALUES, a C library which contains sample values for a number of distributions.
TOMS179, a C library which evaluates the incomplete Beta function.
Original FORTRAN77 version by Russell Lenth; C version by John Burkardt.