ASA005, a C++ library which evaluates the lower tail of the noncentral T distribution, by BE Cooper.
ASA005 is Applied Statistics Algorithm 5.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
ASA005 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
ASA076, a C++ library which evaluates the Owen's T function, needed to compute the CDF of the noncentral T distribution.
ASA243, a C++ library which evaluates the CDF of the noncentral T distribution.
OWENS, a C++ library which evaluates Owen's T function.
Original FORTRAN77 version by BE Cooper; C++ version by John Burkardt.