jburkardt

BETA_NC\ CDF of Noncentral Beta Distribution. {#beta_nc-cdf-of-noncentral-beta-distribution. align=”center”} ====================================

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BETA_NC is a C++ library which evaluates the cumulative distribution function (CDF) of the noncentral Beta distribution.

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”}

BETA_NC is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs: {#related-data-and-programs align=”center”}

ASA063, a C++ library which evaluates the incomplete Beta function.

ASA109, a C++ library which inverts the incomplete Beta function.

ASA226, a C++ library which computes the CDF of the noncentral Beta distribution.

ASA310, a C++ library which computes the CDF of the noncentral Beta distribution.

CDFLIB, a C++ library which evaluates the cumulative density function (CDF), inverse CDF, and certain other inverse functions, for distributions including beta, binomial, chi-square, noncentral chi-square, F, noncentral F, gamma, negative binomial, normal, Poisson, and students T, by Barry Brown, James Lovato, Kathy Russell.

GSL, a C++ library which includes many routines for evaluating probability distributions.

PROB, a C++ library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a C++ library which contains sample values for a number of distributions.

TOMS179, a C++ library which evaluates the incomplete Beta function.

TOMS708, a FORTRAN90 library which evaluates the incomplete Beta function.

Reference: {#reference align=”center”}

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: {#source-code align=”center”}

• beta_nc.cpp, the source code.
• beta_nc.hpp, the include file.

Examples and Tests: {#examples-and-tests align=”center”}

• beta_nc_prb.cpp, a sample calling program.
• beta_nc_prb_output.txt, the output file.

List of Routines: {#list-of-routines align=”center”}

• ALOGAM computes the logarithm of the Gamma function.
• BETA_NONCENTRAL_CDF evaluates the noncentral Beta CDF.
• BETA_NONCENTRAL_CDF_VALUES returns some values of the noncentral Beta CDF.
• BETAIN computes the incomplete Beta function ratio.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.

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Last revised on 29 January 2008.