asa226


asa226, a FORTRAN90 code which evaluates the cumulative distribution function (CDF) of the noncentral Beta Distribution, by Russell Lenth.

The code is Applied Statistics Algorithm 226.

The program can produce reasonably accurate answers for values of the noncentrality parameter up to about 100.

Note that an improvement to the code was suggested by Frick, and implemented in the online copy available through STATLIB. When I run the improved copy, the computation fails. Therefore, the version I have put together has suppressed the improvement for now until I can determine the stray minus sign or logic error causing the problem.

Licensing:

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

Languages:

asa226 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and a Python version.

Related Data and Programs:

ASA063, a FORTRAN90 code which evaluates the incomplete Beta function.

ASA109, a FORTRAN90 code which inverts the incomplete Beta function.

asa226_test

ASA310, a FORTRAN90 code which computes the CDF of the noncentral Beta distribution.

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TOMS179, a FORTRAN90 code which evaluates the incomplete Beta function.

TOMS708, a FORTRAN90 code which evaluates the incomplete Beta function.

Author:

Original FORTRAN77 version by Russell Lenth; FORTRAN90 version by John Burkardt.

Reference:

  1. H Frick,
    Algorithm AS R84: A Remark on Algorithm AS 226: Computing Noncentral Beta Probabilities,
    Applied Statistics,
    Volume 39, Number 2, 1990, pages 311-312.
  2. Russell Lenth,
    Algorithm AS 226: Computing Noncentral Beta Probabilities,
    Applied Statistics,
    Volume 36, Number 2, 1987, pages 241-244.

Source Code:


Last revised on 21 May 2020.