GammaCHI
GammaCHI: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral). A Fortran 90 module (GammaCHI) for computing and inverting the gamma and chi-square cumulative distribution functions (central and noncentral) is presented. The main novelty of this package are the reliable and accurate inversion routines for the noncentral cumulative distribution functions. Additionally, the package also provides routines for computing the gamma function, the error function and other functions related to the gamma function. The module includes the routines cdfgamC, invcdfgamC, cdfgamNC, invcdfgamNC, errorfunction, inverfc, gamma, loggam, gamstar and quotgamm for the computation of the central gamma distribution function (and its complementary function), the inversion of the central gamma distribution function, the computation of the noncentral gamma distribution function (and its complementary function), the inversion of the noncentral gamma distribution function, the computation of the error function and its complementary function, the inversion of the complementary error function, the computation of: the gamma function, the logarithm of the gamma function, the regulated gamma function and the ratio of two gamma functions, respectively
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References in zbMATH (referenced in 6 articles , 1 standard article )
Showing results 1 to 6 of 6.
Sorted by year (- Dias, José Carlos; Vidal Nunes, João Pedro: Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral $\chi^2$ random variable (2018)
- Gil, A.; Segura, J.; Temme, N.M.: Efficient algorithms for the inversion of the cumulative central beta distribution (2017)
- Segura, Javier: The Schwarzian-Newton method for solving nonlinear equations, with applications (2017)
- T. M. Dunster, A. Gil, J. Segura, N. M. Temme: Conical: an extended module for computing a numerically satisfactory pair of solutions of the differential equation for conical functions (2017) arXiv
- Segura, Javier: Sharp bounds for cumulative distribution functions (2016)
- Gil, Amparo; Segura, Javier; Temme, Nico M.: GammaCHI: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral) (2015)