ASA109
Inverse of Incomplete Beta Function

ASA109 is a C++ program, using double precision arithmetic, which "inverts" the incomplete Beta function; that is, given a value of the incomplete Beta function, it can determine the argument that produced that value.

ASA109 is Applied Statistics Algorithm 109. Source code for many Applied Statistics Algorithms is available through STATLIB.

Related Data and Programs:

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

ASA109 is also available in a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

ASA226 is a C++ library which evaluates the CDF of the noncentral Beta distribution.

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

BETA_NC is a C++ library which evaluates the CDF of the noncentral Beta distribution.

TEST_VALUES is a C++ library which stores a few values of various mathematical functions.

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

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

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:

• asa109.C, the source code.
• asa109.H, the include file.
• asa109.csh, commands to compile the source code.

Examples and Tests:

• asa109_prb.C, a sample calling program.
• asa109_prb.csh, commands to compile and run the sample program.
• asa109_prb_output.txt, the output file.

List of Routines:

• ALNGAM computes the logarithm of the Gamma function.
• BETAIN computes the incomplete Beta function ratio.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.
• XINBTA computes inverse of the incomplete Beta function.

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