ASA239
the Incomplete Gamma Function


ASA239, a C++ library which evaluates the incomplete Gamma function.

ASA239 is Applied Statistics Algorithm 239.

Licensing:

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

Languages:

ASA239 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA032, a C++ library which evaluates the incomplete Gamma function.

ASA147, a C++ library which evaluates the incomplete Gamma function.

asa239_test

DCDFLIB, a C++ library which evaluates and inverts a number of statistical distributions.

GSL, a C++ library which includes many routines for evaluating probability distributions.

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.

Reference:

  1. B Shea,
    Algorithm AS 239: Chi-squared and Incomplete Gamma Integral,
    Applied Statistics,
    Volume 37, Number 3, 1988, pages 466-473.

Source Code:


Last revised on 30 January 2020.