asa243
asa243,
a MATLAB code which
computes the cumulative density function (CDF) of the
noncentral Student's T probability density function,
by Russell Lenth.
This is Applied Statistics Algorithm 243.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
asa243 is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version
Related Data and Programs:
asa005,
a MATLAB code which
evaluates the CDF of the noncentral T distribution.
asa076,
a MATLAB code which
evaluates the Owen's T function, needed to compute the CDF of the
noncentral T distribution.
asa243_test
owen,
a MATLAB code which
evaluates Owen's T function.
Author:
Original FORTRAN77 version by Russell Lenth;
Matlab version by John Burkardt.
Reference:

William Guenther,
Evaluation of probabilities for the noncentral distributions and
difference of two Tvariables with a desk calculator,
Journal of Statistical Computation and Simulation,
Volume 6, Number 34, 1978, pages 199206.

Russell Lenth,
Algorithm AS 243:
Cumulative Distribution Function of the NonCentral T Distribution,
Applied Statistics,
Volume 38, Number 1, 1989, pages 185189.
Source Code:

alngam.m
computes the logarithm of the Gamma function.

alnorm.m
computes the cumulative density of the standard normal distribution.

betain.m
computes the incomplete Beta function ratio.

student_noncentral_cdf_values.m
returns values of the noncentral Student CDF.

tnc.m
computes the tail of the noncentral T distribution.
Last revised on 26 November 2018.