×

GammaCHI

swMATH ID: 14496
Software Authors: A. Gil, J. Segura, N. M. Temme
Description: 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
Homepage: http://www.cpc.cs.qub.ac.uk/summaries/AEVM_v1_0.html
Related Software: DLMF; Algorithm 939; Conical; FastGaussQuadrature; Chebfun; ASA109; AS 64; Algorithm 724; BRATIO; AS 109; ncg
Cited in: 9 Publications

Citations by Year