asa239

asa239, a MATLAB code which evaluates the incomplete Gamma function, by Shea.

This is a version of Applied Statistics Algorithm 239.

Licensing:

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

Languages:

asa239 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa239_test

asa032, a MATLAB code which evaluates the incomplete Gamma function.

asa147, a MATLAB code which evaluates the incomplete Gamma function.

prob, a MATLAB code which evaluates and inverts a number of probabilistic distributions.

test_values, a MATLAB code which contains sample values for a number of distributions.

Author:

Original FORTRAN77 version by B Shea; Matlab version by John Burkardt.

Reference:

1. B Shea,
   Algorithm AS 239: Chi-squared and Incomplete Gamma Integral,
   Applied Statistics,
   Volume 37, Number 3, 1988, pages 466-473.

Source Code:

• alnorm.m computes the cumulative density of the standard normal distribution.
• gammad.m computes the incomplete Gamma integral.