asa243

asa243, a C++ code which computes the cumulative density function (CDF) of the noncentral Student's T probability density function, by Lenth.

This is a version of Applied Statistics Algorithm 243.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

asa243 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

asa243_test

asa005, a C++ code which evaluates the CDF of the noncentral T distribution.

asa076, a C++ code which evaluates the Owen's T function, needed to compute the CDF of the noncentral T distribution.

owen, a C++ code which evaluates Owen's T function.

Reference:

  1. William Guenther,
    Evaluation of probabilities for the noncentral distributions and difference of two T-variables with a desk calculator,
    Journal of Statistical Computation and Simulation,
    Volume 6, Number 3-4, 1978, pages 199-206.
  2. Russell Lenth,
    Algorithm AS 243: Cumulative Distribution Function of the Non-Central T Distribution,
    Applied Statistics,
    Volume 38, Number 1, 1989, pages 185-189.

Source Code:

Last revised on 31 January 2020.