asa091


asa091, a FORTRAN90 code which computes the percentage points of the Chi-Squared probability density function (PDF), by Best and Roberts.

This code is Applied Statistics Algorithm 91.

Licensing:

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

Languages:

asa091 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa091_test

DCDFLIB, a FORTRAN90 code which evaluates and inverts a number of statistical distributions.

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

NORMAL, a FORTRAN90 code which samples the normal distribution.

PROB, a FORTRAN90 code which evaluates and inverts many probability distibutions.

TEST_VALUES, a FORTRAN90 code which contains sample values for a number of distributions.

UNIFORM, a FORTRAN90 code which samples the uniform distribution.

Author:

Original FORTRAN77 version by Donald Best and DE Roberts; FORTRAN90 version by John Burkardt.

Reference:

  1. Donald Best, DE Roberts,
    Algorithm AS 91: The Percentage Points of the Chi-Squared Distribution,
    Applied Statistics,
    Volume 24, Number 3, 1975, pages 385-390.
  2. William Cody, Kenneth Hillstrom,
    Chebyshev Approximations for the Natural Logarithm of the Gamma Function,
    Mathematics of Computation,
    Volume 21, Number 98, April 1967, pages 198-203.
  3. John Hart, Ward Cheney, Charles Lawson, Hans Maehly, Charles Mesztenyi, John Rice, Henry Thacher, Christoph Witzgall,
    Computer Approximations,
    Wiley, 1968,
    LC: QA297.C64.
  4. BL Shea,
    Algorithm AS 239: Chi-squared and Incomplete Gamma Integral,
    Applied Statistics,
    Volume 37, Number 3, 1988, pages 466-473.
  5. Michael Wichura,
    Algorithm AS 241: The Percentage Points of the Normal Distribution,
    Applied Statistics,
    Volume 37, Number 3, 1988, pages 477-484.

Source Code:


Last revised on 27 August 2021.