GammaCHI: A package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)

Published: 1 January 2015| Version 1 | DOI: 10.17632/4vvgf797tn.1
Contributors:
Amparo Gil, Javier Segura, Nico M. Temme

Description

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 is 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, ... Title of program: Module <b>GammaCHI</b> Catalogue Id: AEVM_v1_0 Nature of problem The computation and inversion of gamma and chi-square cumulative distribution functions (central and noncentral) as well as the computation of the error and gamma functions is needed in many problems of applied and mathematical physics. Versions of this program held in the CPC repository in Mendeley Data AEVM_v1_0; Module <b>GammaCHI</b>; 10.1016/j.cpc.2015.01.004 AEVM_v1_0; Module <b>GammaCHI</b>; 10.1016/j.cpc.2015.01.004 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018)

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Computational Physics, Computational Method

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