ASA109
Inverse of Incomplete Beta Function


ASA109, a C++ library which "inverts" the incomplete Beta function by Cran, Martin and Thomas.

Given a value of the incomplete Beta function, it can determine the argument that produced that value.

ASA109 is Applied Statistics Algorithm 109.

Licensing:

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

Languages:

ASA109 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++ library which evaluates the incomplete Beta function.

asa109_test

ASA226, a C++ library which evaluates the CDF of the noncentral Beta distribution.

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.

TEST_VALUES, a C++ library which stores a few values of various mathematical functions.

TOMS179, a C++ library which evaluates the incomplete Beta function.

Author:

Original FORTRAN77 version by GW Cran, KJ Martin, GE Thomas; C++ version by John Burkardt.

Reference:

  1. GW Cran, KJ Martin, GE Thomas,
    Remark AS R19 and Algorithm AS 109: A Remark on Algorithms AS 63: The Incomplete Beta Integral and AS 64: Inverse of the Incomplete Beta Integeral,
    Applied Statistics,
    Volume 26, Number 1, 1977, pages 111-114.

Source Code:


Last revised on 27 January 2020.