BETA_NC
CDF of Noncentral Beta Distribution.

BETA_NC is a MATLAB library, using double precision arithmetic, which evaluates the cumulative distribution function (CDF) of the noncentral Beta distribution.

Related Data and Programs:

ASA063 is a MATLAB library which evaluates the incomplete Beta function.

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

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

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

BETA_NC is also available in a C++ version and a FORTRAN77 version and a FORTRAN90 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 MATLAB library which evaluates and inverts a number of probabilistic distributions.

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

TOMS179 is a MATLAB library which evaluates the incomplete Beta function.

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

Reference:

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:

• alogam.m computes the logarithm of the Gamma function.
• beta_noncentral_cdf.m evaluates the noncentral Beta CDF.
• beta_noncentral_cdf_values.m returns some values of the noncentral Beta CDF.
• betain.m omputes the incomplete Beta function ratio.
• timestamp.m prints the current YMDHMS date as a time stamp.

Examples and Tests:

• beta_nc_test.m, a sample calling program.
• beta_nc_test01.m, tests BETA_NONCENTRAL_CDF.
• beta_nc_test_output.txt, the output file.

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