ASA091\
Percentage Points of the Chi-Squared Distribution {#asa091-percentage-points-of-the-chi-squared-distribution align=”center”}
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ASA091 is a C++ library which computes the percentage points of the
Chi-Squared probability distribution, by Best and Roberts.
ASA091 is Applied Statistics Algorithm 91. Source code for many Applied
Statistics Algorithms is available through
STATLIB.
Licensing: {#licensing align=”center”}
The computer code and data files described and made available on this
web page are distributed under the GNU LGPL
license.
Languages: {#languages align=”center”}
ASA091 is available in a C version
and a C++ version and a FORTRAN77
version and a FORTRAN90
version and a MATLAB
version.
DCDFLIB, a FORTRAN90 library which
evaluates and inverts a number of statistical distributions.
GSL, a C++ library which includes many
routines for evaluating probability distributions.
NORMAL, a C++ library which samples
the normal distribution.
PROB, a FORTRAN90 library which evaluates
and inverts many probability distibutions.
TEST_VALUES, a C++
library which contains sample values for a number of distributions.
UNIFORM, a C++ library which
samples the uniform distribution.
Author: {#author align=”center”}
Original FORTRAN77 version by Donald Best and DE Roberts; C++ version by
John Burkardt.
Reference: {#reference align=”center”}
- Donald Best, DE Roberts,\
Algorithm AS 91: The Percentage Points of the Chi-Squared
Distribution,\
Applied Statistics,\
Volume 24, Number 3, 1975, pages 385-390.
- William Cody, Kenneth Hillstrom,\
Chebyshev Approximations for the Natural Logarithm of the Gamma
Function,\
Mathematics of Computation,\
Volume 21, Number 98, April 1967, pages 198-203.
- John Hart, Ward Cheney, Charles Lawson, Hans Maehly, Charles
Mesztenyi, John Rice, Henry Thacher, Christoph Witzgall,\
Computer Approximations,\
Wiley, 1968,\
LC: QA297.C64.
- BL Shea,\
Algorithm AS 239: Chi-squared and Incomplete Gamma Integral,\
Applied Statistics,\
Volume 37, Number 3, 1988, pages 466-473.
- Michael Wichura,\
Algorithm AS 241: The Percentage Points of the Normal Distribution,\
Applied Statistics,\
Volume 37, Number 3, 1988, pages 477-484.
Source Code: {#source-code align=”center”}
Examples and Tests: {#examples-and-tests align=”center”}
List of Routines: {#list-of-routines align=”center”}
- CHI_SQUARE_CDF_VALUES returns some values of the Chi-Square
CDF.
- GAMMAD computes the Incomplete Gamma Integral
- PPCHI2 evaluates the percentage points of the Chi-squared PDF.
- R8_NORMAL_CDF_INVERSE inverts the normal CDF.
- R8POLY_VALUE evaluates a double precision polynomial.
- TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to the C++ source codes.
Last revised on 05 February 2008.