asa109

asa109, a MATLAB code which inverts the incomplete Beta function by Cran, Martin and Thomas. This is a version of Applied Statistics Algorithm 109.

Given a value of the incomplete Beta function, it can determine the argument that produced that value.

Licensing:

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

Languages:

asa109 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa109_test

asa063, a MATLAB code which evaluates the incomplete Beta function.

asa226, a MATLAB code which evaluates the CDF of the noncentral Beta distribution.

asa310, a MATLAB code which computes the CDF of the noncentral Beta distribution.

beta_nc, a MATLAB code which evaluates the CDF of the noncentral Beta distribution.

test_values, a MATLAB code which stores a few values of various mathematical functions.

toms179, a MATLAB code which evaluates the incomplete Beta function.

Author:

Original FORTRAN77 version by GW Cran, KJ Martin, GE Thomas; MATLAB version by John Burkardt.

Reference:

1. GW Cran, KJ Martin, GE Thomas,
   Remark AS R19 and Algorithm AS 109: A Remark on Algorithms AS 63: The Incomplete Beta Integral and AS 64: Inverse of the Incomplete Beta Integeral,
   Applied Statistics,
   Volume 26, Number 1, 1977, pages 111-114.

Source Code:

• betain.m computes the incomplete Beta function ratio.
• xinbta.m computes inverse of the incomplete Beta function.