asa245

asa245, a MATLAB code which evaluates the logarithm of the gamma function, by Allan Mcleod;

This is a version of Applied Statistics Algorithm 245.

Licensing:

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

Languages:

asa245 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa245_test

fn, a MATLAB code which approximates elementary and special functions using Chebyshev polynomials, by Wayne Fullerton.

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

toms291, a MATLAB code which evaluates the logarithm of the Gamma function.

Author:

Original FORTRAN77 version by Allan Mcleod; Matlab version by John Burkardt.

Reference:

1. Cornelius Lanczos,
   A precision approximation of the gamma function,
   SIAM Journal on Numerical Analysis, B,
   Volume 1, 1964, pages 86-96.
2. Allan Mcleod,
   Algorithm AS 245: A Robust and Reliable Algorithm for the Logarithm of the Gamma Function,
   Applied Statistics,
   Volume 38, Number 2, 1989, pages 397-402.

Source Code:

• alngam.m computes the logarithm of the gamma function.
• gamma_log_values.m returns some values of the Log Gamma function.
• lngamma.m computes Log(Gamma(X)) using a Lanczos approximation.