ASA109
Inverse of Incomplete Beta Function

ASA109 is a C++ library which "inverts" the incomplete Beta function by Cran, Martin and Thomas.

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.

Licensing:

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

Languages:

ASA109 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:

ASA063, a C++ library which evaluates the incomplete Beta function.

ASA226, a C++ library which evaluates the CDF of the noncentral Beta distribution.

ASA310, a C++ library which computes the CDF of the noncentral Beta distribution.

BETA_NC, a C++ library which evaluates the CDF of the noncentral Beta distribution.

TEST_VALUES, a C++ library which stores a few values of various mathematical functions.

TOMS179, a C++ library which evaluates the incomplete Beta function.

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

Author:

Original FORTRAN77 version by GW Cran, KJ Martin, GE Thomas; C++ version by John Burkardt.

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:

• asa109.cpp, the source code.
• asa109.hpp, the include file.
• asa109.sh, commands to compile the source code.

Examples and Tests:

• asa109_prb.cpp, a sample calling program.
• asa109_prb.sh, commands to compile and run the sample program.
• asa109_prb_output.txt, the output file.

List of Routines:

• BETAIN computes the incomplete Beta function ratio.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.
• XINBTA computes inverse of the incomplete Beta function.

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