beta_nc

beta_nc, an Octave code which evaluates the cumulative distribution function (CDF) of the noncentral Beta distribution.

Licensing:

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

Languages:

beta_nc is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version.

Related Data and Programs:

beta_nc_test

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

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

Reference:

1. Harry Posten,
   An Effective Algorithm for the Noncentral Beta Distribution Function,
   The American Statistician,
   Volume 47, Number 2, May 1993, pages 129-131.

Source Code:

• alogam.m computes the logarithm of the Gamma function.
• beta_noncentral_cdf.m evaluates the noncentral Beta CDF.
• beta_noncentral_cdf_values.m returns some values of the noncentral Beta CDF.
• betain.m omputes the incomplete Beta function ratio.