CDFLIB90
Library of Routines for Cumulative Distribution Functions
Inverses, and Other Parameters in Fortran 95
DESCRIPTION
CDFLIB90 (Double precision Cumulative Distribution Function LIBrary)
is a collection of routines that calculate cumulative distribution
functions, inverses, and parameters for common statistical
distributions. DCDFLIB uses published algorithms where available, and
literature citations are included in the documentation. Values
associated with a statistical distribution include X, the upper limit
of integration of the density, P, the cumulative distribution function
evaluated at X, and auxiliary parameters such as degrees of freedom.
Given all but one such value, a routine in cdflib will calculate the
one value. (CAVEAT: For the central and noncentral F, the cdf is
sometimes not monotone in the degrees of freedom. For these
parameters, there can be two answers. CDFLIB90 does not attempt these
calculations.) CDFLIB90 is a translation of DCDFLIB into Fortran 95
with improvements. Compared to the older package, it offers an
improved packaging, improved speed (a better monotone function
inverter is used), and perhaps a minute amount of increased accuracy.
Beta Binomial Chi-square
Noncentral Chi-square F Noncentral F
Gamma Negative Binomial Normal
Poisson Student's t Noncentral t
Contact: Barry W. Brown
Departments of Biomathematics and Biostatistics
University of Texas M. D. Anderson Cancer Center
email: [EMAIL PROTECTED]
Language: Fortran95
Source code: ftp://odin.mdacc.tmc.edu/pub/source/cdflib90_1.1_tar.gz
Directory of available code: http://odin.mdacc.tmc.edu/anonftp
.
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