ASA063
the Incomplete Beta Function

ASA063 is a C++ library which evaluates the incomplete Beta function, by KL Majumder and G Bhattacharjee.

ASA063 is Applied Statistics Algorithm 63. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ASA063 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA109 is a C++ library which inverts the incomplete Beta function.

ASA226 is a C++ library which evaluates 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.

Author:

Original FORTRAN77 version by KL Majumder, GP Bhattacharjee; C++ version by John Burkardt.

Reference:

1. KL Majumder, GP Bhattacharjee,
   Algorithm AS 63: The incomplete Beta Integral,
   Applied Statistics,
   Volume 22, Number 3, 1973, pages 409-411.

Source Code:

• asa063.cpp, the source code.
• asa063.hpp, the include file.
• asa063.sh, commands to compile the source code.

Examples and Tests:

• asa063_prb.cpp, a sample calling program.
• asa063_prb.sh, commands to compile and run the sample program.
• asa063_prb_output.txt, the output file.

List of Routines:

• BETA_INC_VALUES returns some values of the incomplete Beta function.
• BETAIN computes the incomplete Beta function ratio.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

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