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Re: Overhaul of statistical distribution functions


From: Michael D Godfrey
Subject: Re: Overhaul of statistical distribution functions
Date: Wed, 21 Sep 2011 12:02:40 -0700
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On 09/21/2011 10:35 AM, Rik wrote:
http://people.sc.fsu.edu/~jburkardt/f_src/asa109/asa109.html which has implementations in C++, Fortran, or Matlab.  Given the .edu address it may be possible to contact the author and get agreement to use the code.
This web page states: 

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license

Does this satisfy Octave rules?

If so, it might make sense to take a look at whole set of:

ASA063 a MATLAB library which evaluates the incomplete Beta function.

ASA226 is a MATLAB library which evaluates the CDF of the noncentral Beta distribution.

ASA310 is a MATLAB library which computes the CDF of the noncentral Beta distribution.

Note: This one, from the web site, not from Statlib, looks like a good choice.  I am surprised
that there are typos in the other versions. The AS review and testing used to be pretty good...

BETA_NC is a MATLAB library which evaluates the CDF of the noncentral Beta distribution.

TEST_VALUES is a MATLAB library which stores a few values of various mathematical functions.

TOMS179 is a MATLAB library which evaluates the incomplete Beta function.

==========================================
Michael


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