ASA239
the Incomplete Gamma Function

ASA239 is a C++ library which evaluates the incomplete Gamma function.

ASA239 is Applied Statistics Algorithm 239. 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:

ASA239 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:

ASA032, a C++ library which evaluates the incomplete Gamma function.

ASA147, a C++ library which evaluates the incomplete Gamma function.

DCDFLIB, a C++ library which evaluates and inverts a number of statistical distributions.

GSL, a C++ library which includes many routines for evaluating probability distributions.

PROB, a C++ library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a C++ library which contains sample values for a number of distributions.

TOMS435, a FORTRAN77 library which evaluates the modified incomplete Gamma function.

TOMS708, a FORTRAN90 library which includes routines to evaluate the incomplete Gamma function.

Reference:

1. B Shea,
   Algorithm AS 239: Chi-squared and Incomplete Gamma Integral,
   Applied Statistics,
   Volume 37, Number 3, 1988, pages 466-473.

Source Code:

• asa239.cpp, the source code.
• asa239.hpp, the include file.
• asa239.sh, commands to compile the source code.

Examples and Tests:

• asa239_prb.cpp, a sample calling program.
• asa239_prb.sh, commands to compile and run the sample program.
• asa239_prb_output.txt, the output file.

List of Routines:

• ALNORM computes the cumulative density of the standard normal distribution.
• GAMMAD computes the Incomplete Gamma Integral
• GAMMA_INC_VALUES returns some values of the incomplete Gamma function.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

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