asa091
asa091,
a MATLAB code which
computes the percentage points of the ChiSquared probability
distribution, by Best and Roberts.
This is a version of Applied Statistics Algorithm 91.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the MIT 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
normal,
a MATLAB code which
samples the normal distribution.
prob,
a MATLAB code which
evaluates and inverts many probability distibutions.
test_values,
a MATLAB code which
contains sample values for a number of distributions.
uniform,
a MATLAB code which
samples the uniform distribution.
Author:
Original FORTRAN77 version by Donald Best and DE Roberts;
MATLAB version by John Burkardt.
Reference:

Donald Best, DE Roberts,
Algorithm AS 91:
The Percentage Points of the ChiSquared Distribution,
Applied Statistics,
Volume 24, Number 3, 1975, pages 385390.

William Cody, Kenneth Hillstrom,
Chebyshev Approximations for the Natural Logarithm of the
Gamma Function,
Mathematics of Computation,
Volume 21, Number 98, April 1967, pages 198203.

John Hart, Ward Cheney, Charles Lawson, Hans Maehly,
Charles Mesztenyi, John Rice, Henry Thacher,
Christoph Witzgall,
Computer Approximations,
Wiley, 1968,
LC: QA297.C64.

BL Shea,
Algorithm AS 239:
Chisquared and Incomplete Gamma Integral,
Applied Statistics,
Volume 37, Number 3, 1988, pages 466473.

Michael Wichura,
Algorithm AS 241:
The Percentage Points of the Normal Distribution,
Applied Statistics,
Volume 37, Number 3, 1988, pages 477484.
Source Code:

alnorm.m
computes the CDF of the standard normal distribution.

gammad.m
computes the Incomplete Gamma Integral

ppchi2.m
evaluates the percentage points of the Chisquared PDF.

ppnd.m
inverts the normal CDF.
Last revised on 15 November 2018.