ASA109
Inverse of Incomplete Beta Function

ASA109 is a MATLAB 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 MATLAB library which evaluates the incomplete Beta function.

ASA109 is also available in a C++ version and a FORTRAN77 version and a FORTRAN90 version.

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

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

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

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

TOMS179 is a MATLAB 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:

• alngam.m computes the logarithm of the Gamma function.
• beta_inc_values.m returns selected values of the incomplete Beta function.
• betain.m computes the incomplete Beta function ratio.
• timestamp.m prints out the current YMDHMS date as a timestamp.
• xinbta.m computes inverse of the incomplete Beta function.

Examples and Tests:

• asa109_test.m, a sample calling program.
• asa109_test01.m, tests XINBTA.
• asa109_test_output.txt, the output file.

You can go up one level to the MATLAB source codes.