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asa091.html
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<html>
<head>
<title>
ASA091 - Percentage Points of the Chi-Squared Distribution
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA091 <br> Percentage Points of the Chi-Squared Distribution
</h1>
<hr>
<p>
<b>ASA091</b>
is a FORTRAN90 library which
computes the percentage points of the Chi-Squared probability distribution,
by Best and Roberts.
</p>
<p>
<b>ASA091</b> is Applied Statistics Algorithm 91. 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>ASA091</b> is available in
<a href = "../../c_src/asa091/asa091.html">a C version</a> and
<a href = "../../cpp_src/asa091/asa091.html">a C++ version</a> and
<a href = "../../f77_src/asa091/asa091.html">a FORTRAN77 version</a> and
<a href = "../../f_src/asa091/asa091.html">a FORTRAN90 version</a> and
<a href = "../../m_src/asa091/asa091.html">a MATLAB version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../f_src/dcdflib/dcdflib.html">
DCDFLIB</a>,
a FORTRAN90 library which
evaluates and inverts a number of statistical distributions.
</p>
<p>
<a href = "../../cpp_src/gsl/gsl.html">
GSL</a>,
a C++ library which
includes many routines for evaluating
probability distributions.
</p>
<p>
<a href = "../../f_src/normal/normal.html">
NORMAL</a>,
a FORTRAN90 library which
samples the normal distribution.
</p>
<p>
<a href = "../../f_src/prob/prob.html">
PROB</a>,
a FORTRAN90 library which
evaluates and inverts many probability distibutions.
</p>
<p>
<a href = "../../f_src/test_values/test_values.html">
TEST_VALUES</a>,
a FORTRAN90 library which
contains sample values for a number of distributions.
</p>
<p>
<a href = "../../f_src/uniform/uniform.html">
UNIFORM</a>,
a FORTRAN90 library which
samples the uniform distribution.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by Donald Best and DE Roberts;
FORTRAN90 version by John Burkardt.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Donald Best, DE Roberts,<br>
Algorithm AS 91:
The Percentage Points of the Chi-Squared Distribution,<br>
Applied Statistics,<br>
Volume 24, Number 3, 1975, pages 385-390.
</li>
<li>
William Cody, Kenneth Hillstrom,<br>
Chebyshev Approximations for the Natural Logarithm of the
Gamma Function,<br>
Mathematics of Computation,<br>
Volume 21, Number 98, April 1967, pages 198-203.
</li>
<li>
John Hart, Ward Cheney, Charles Lawson, Hans Maehly,
Charles Mesztenyi, John Rice, Henry Thacher,
Christoph Witzgall,<br>
Computer Approximations,<br>
Wiley, 1968,<br>
LC: QA297.C64.
</li>
<li>
BL Shea,<br>
Algorithm AS 239:
Chi-squared and Incomplete Gamma Integral,<br>
Applied Statistics,<br>
Volume 37, Number 3, 1988, pages 466-473.
</li>
<li>
Michael Wichura,<br>
Algorithm AS 241:
The Percentage Points of the Normal Distribution,<br>
Applied Statistics,<br>
Volume 37, Number 3, 1988, pages 477-484.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "asa091.f90">asa091.f90</a>, the source code.
</li>
<li>
<a href = "asa091.sh">asa091.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa091_prb.f90">asa091_prb.f90</a>,
a sample calling program.
</li>
<li>
<a href = "asa091_prb.sh">asa091_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "asa091_prb_output.txt">asa091_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>CHI_SQUARE_CDF_VALUES</b> returns some values of the Chi-Square CDF.
</li>
<li>
<b>GAMMAD</b> computes the Incomplete Gamma Integral
</li>
<li>
<b>PPCHI2</b> evaluates the percentage points of the Chi-squared PDF.
</li>
<li>
<b>R8_NORMAL_CDF_INVERSE</b> inverts the normal CDF.
</li>
<li>
<b>R8POLY_VALUE</b> evaluates a double precision polynomial.
</li>
<li>
<b>TIMESTAMP</b> prints the current YMDHMS date as a time stamp.
</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 24 January 2008.
</i>
<!-- John Burkardt -->
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