AnDarl
swMATH ID:  26216 
Software Authors:  George Marsaglia; John Marsaglia 
Description:  ADinf.c; AnDarl.c: Evaluating the AndersonDarling Distribution. Except for n = 1, only the limit as n approaches infinity for the distribution of the AndersonDarling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical integration, saddlepoint or other approximation methods. We give here our method for evaluating that asymptotic distribution to great accuracy–directly, via series with twoterm recursions. We also give, for any particular n, a procedure for evaluating the distribution to the fourth digit, based on empirical CDF’s from samples of size 1010 . 
Homepage:  https://www.jstatsoft.org/v009/i02 
Keywords:  AndersonDarling Distribution; C code; ADinf.c; AnDarl.c; Journal of Statistical Software 
Related Software:  R; k.c; LBFGSB; AS 177; sn; copula; copula; bvcopula; pyvine; Algorithm 462; pandas; Python; BRENT; CDVine; VineCopula; nacopula; Matplotlib; SciPy; F2PY; LBFGS 
Cited in:  8 Documents 
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