beta_nc

beta_nc, a C code which evaluates the cumulative distribution function (CDF) of the noncentral Beta distribution.

Licensing:

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

Languages:

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

Related Data and Programs:

asa063, a C code which evaluates the incomplete Beta function.

asa109, a C code which inverts the incomplete Beta function.

asa226, a C code which computes the CDF of the noncentral Beta distribution.

asa310, a C code which computes the CDF of the noncentral Beta distribution.

beta_nc_test

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.

Reference:

1. Harry Posten,
   An Effective Algorithm for the Noncentral Beta Distribution Function,
   The American Statistician,
   Volume 47, Number 2, May 1993, pages 129-131.

Source Code:

• beta_nc.c, the source code.
• beta_nc.sh, compiles the source code.
• beta_nc.h, the include file.