beta_nc

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

Licensing:

The information on this web page is 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 and an Octave version.

Related Data and Programs:

beta_nc_test

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

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

asa6, 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.

cdflib, a C++ code which evaluates the cumulative density function (CDF), inverse CDF, and certain other inverse functions, for distributions including beta, binomial, chi-square, noncentral chi-square, F, noncentral F, gamma, negative binomial, normal, Poisson, and students T, by Barry Brown, James Lovato, Kathy Russell.

gsl_test, a C++ code which includes many routines for evaluating probability distributions.

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.cpp, the source code.
• beta_nc.sh, compiles the source code.
• beta_nc.hpp, the include file.