ASA152
Hypergeometric Probabilities.

ASA152 is a C++ program, using double precision arithmetic, which can compute the "point" or "cumulative" probabilities associated with the hypergeometric probability distribution.

ASA152 is Applied Statistics Algorithm 152. Source code for many Applied Statistics Algorithms is available through STATLIB.

Related Data and Programs:

ASA152 is also available in a FORTRAN77 version and a FORTRAN90 version and a MATLAB version

DCDFLIB is a FORTRAN90 library which evaluates and inverts a number of statistical distributions.

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

PROB is a FORTRAN90 library which evaluates and inverts a number of probabilistic distributions.

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

Reference:

1. PR Freeman,
   Algorithm AS 59: Hypergeometric Probabilities,
   Applied Statistics,
   Volume 22, Number 1, 1973, pages 130-133.
2. Richard Lund,
   Algorithm AS 152: Cumulative hypergeometric probabilities,
   Applied Statistics,
   Volume 29, Number 2, 1980, pages 221-223.
3. BL Shea,
   Remark AS R77: A Remark on Algorithm AS 152: Cumulative hypergeometric probabilities,
   Applied Statistics,
   Volume 38, Number 1, 1989, pages 199-204.

Source Code:

• asa152.C, the source code.
• asa152.H, the include file.
• asa152.csh, commands to compile the source code.

Examples and Tests:

• asa152_prb.C, a sample calling program.
• asa152_prb.csh, commands to compile and run the sample program.
• asa152_prb_output.txt, the output file.

List of Routines:

• ALNFAC computes the logarithm of the factorial of N.
• ALNGAM computes Log(Gamma(X)).
• ALNORM computes the cumulative density of the standard normal distribution.
• CHYPER computes point or cumulative hypergeometric probabilities.
• HYPERGEOMETRIC_CDF_VALUES returns some values of the hypergeometric CDF.
• HYPERGEOMETRIC_PDF_VALUES returns some values of the hypergeometric PDF.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

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