asa109

asa109, an Octave 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 information on this web page is 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 and an Octave version and a Python version.

Related Data and Programs:

asa109_test

asa063, an Octave code which evaluates the incomplete Beta function.

asa226, an Octave code which evaluates the CDF of the noncentral Beta distribution.

asa310, an Octave code which computes the CDF of the noncentral Beta distribution.

beta_nc, an Octave code which evaluates the CDF of the noncentral Beta distribution.

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

toms179, an Octave code which evaluates the incomplete Beta function.

Author:

Original Fortran77 version by GW Cran, KJ Martin, GE Thomas; This 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.