beta_nc

beta_nc, a FORTRAN90 code which evaluates the cumulative distribution function (CDF) of the noncentral Beta distribution.

Licensing:

The computer code and data files made available on this web page are 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.

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

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

beta_nc_test

CDFLIB, a FORTRAN90 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.

PROB, a FORTRAN90 code which evaluates and inverts a number of probabilistic distributions.

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

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

TOMS708, a FORTRAN90 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.f90, the source code.
• beta_nc.sh, compiles the source code.