\texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)
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Publication:311830
Abstract: 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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- Computation of bivariate gamma and inverted beta distribution functions
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Cites work
- Algorithm 939
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- Computing the noncentral gamma distribution, its inverse and the noncentrality parameter
- Efficient and accurate algorithms for the computation and inversion of the incomplete gamma function ratios
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- scientific article; zbMATH DE number 3345677 (Why is no real title available?)
- scientific article; zbMATH DE number 3187232 (Why is no real title available?)
- Monotonicity properties and bounds for the chi-square and gamma distributions
- NIST handbook of mathematical functions
- Numerical Methods for Special Functions
- On the Calculation of the Inverse of the Error Function.
- Rational Chebyshev Approximations for the Error Function
- The asymptotic and numerical inversion of the Marcum Q-function
- The asymptotic inversion of certain cumulative distribution functions
- The Schwarzian-Newton method for solving nonlinear equations, with applications
- Uniform asymptotics for the incomplete gamma functions starting from negative values of the parameters
Cited in
(12)- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable
- Conical: an extended module for computing a numerically satisfactory pair of solutions of the differential equation for conical functions
- Fast and reliable high-accuracy computation of Gauss-Jacobi quadrature
- Asymptotic inversion of the binomial and negative binomial cumulative distribution functions
- Computing the noncentral gamma distribution, its inverse and the noncentrality parameter
- On the computation and inversion of the cumulative noncentral beta distribution function
- Sharp bounds for cumulative distribution functions
- GammaCHI
- The Schwarzian-Newton method for solving nonlinear equations, with applications
- Efficient algorithms for the inversion of the cumulative central beta distribution
- A new asymptotic representation and inversion method for the Student's t distribution
- Spatiotemporal tubes for probabilistic temporal reach-avoid-stay task in uncertain dynamic environment
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