asa005

asa005, a Python code which evaluates the lower tail of the noncentral T distribution, by BE Cooper.

asa005() is a version of Applied Statistics Algorithm 5.

Licensing:

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

Languages:

asa005 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and a Python version.

Related Data and Programs:

owen, a Python code which evaluates Owen's T function.

Author:

Original FORTRAN77 version by BE Cooper; Python version by John Burkardt.

Reference:

1. BE Cooper,
   Algorithm AS 5: The Integral of the Non-Central T-Distribution,
   Applied Statistics,
   Volume 17, Number 2, 1968, page 193.

Source Code:

• asa005.py, the source code.
• asa005.sh, runs all the tests.
• asa005.txt, the output file.