forked from johannesgerer/jburkardt-f
-
Notifications
You must be signed in to change notification settings - Fork 1
/
asa005.html
175 lines (146 loc) · 3.94 KB
/
asa005.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
<html>
<head>
<title>
ASA005 - CDF of Noncentral T Distribution.
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA005 <br> CDF of Noncentral T Distribution.
</h1>
<hr>
<p>
<b>ASA005</b>
is a FORTRAN90 library which
evaluates the lower tail of the noncentral T distribution,
by BE Cooper.
</p>
<p>
<b>ASA005</b> is Applied Statistics Algorithm 5. Source code for many
Applied Statistics Algorithms is available through
<a href = "http://lib.stat.cmu.edu/apstat">STATLIB</a>.
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>ASA005</b> is available in
<a href = "../../c_src/asa005/asa005.html">a C version</a> and
<a href = "../../cpp_src/asa005/asa005.html">a C++ version</a> and
<a href = "../../f77_src/asa005/asa005.html">a FORTRAN77 version</a> and
<a href = "../../f_src/asa005/asa005.html">a FORTRAN90 version</a> and
<a href = "../../m_src/asa005/asa005.html">a MATLAB version.</a>
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../f_src/asa076/asa076.html">
ASA076</a>,
a FORTRAN90 library which
evaluates the Owen's T function, needed to compute the CDF of the
noncentral T distribution.
</p>
<p>
<a href = "../../f_src/asa243/asa243.html">
ASA243</a>,
a FORTRAN90 library which
evaluates the CDF of the noncentral T distribution.
</p>
<p>
<a href = "../../f_src/owens/owens.html">
OWENS</a>,
a FORTRAN90 library which
evaluates Owen's T function.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by BE Cooper;
FORTRAN90 version by John Burkardt.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
BE Cooper,<br>
Algorithm AS 5:
The Integral of the Non-Central T-Distribution,<br>
Applied Statistics,<br>
Volume 17, Number 2, 1968, page 193.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "asa005.f90">asa005.f90</a>, the source code.
</li>
<li>
<a href = "asa005.sh">asa005.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa005_prb.f90">asa005_prb.f90</a>,
a sample calling program.
</li>
<li>
<a href = "asa005_prb.sh">asa005_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "asa005_prb_output.txt">asa005_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>ALNGAM</b> computes the logarithm of the gamma function.
</li>
<li>
<b>ALNORM</b> computes the cumulative density of the standard normal distribution.
</li>
<li>
<b>PRNCST</b> computes lower tail of noncentral T distribution.
</li>
<li>
<b>STUDENT_NONCENTRAL_CDF_VALUES</b> returns values of the noncentral Student CDF.
</li>
<li>
<b>TFN</b> calculates the T-function of Owen.
</li>
<li>
<b>TIMESTAMP</b> prints out the current YMDHMS date as a timestamp.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../f_src.html">
the FORTRAN90 source codes</a>.
</p>
<hr>
<i>
Last revised on 26 January 2008.
</i>
<!-- John Burkardt -->
</body>
<!-- Initial HTML skeleton created by HTMLINDEX. -->
</html>