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 is the reliable and accurate inversion routines for the noncentral cumulative distribution functions. Additional...

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Bibliographic Details

Published in:	Computer physics communications Vol. 191; pp. 132 - 139
Main Authors:	Gil, Amparo, Segura, Javier, Temme, Nico M.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.06.2015
Subjects:	Computation and inversion of noncentral gamma/chi-square cumulative distribution functions Error and gamma functions Computation and inversion of noncentral gamma/chi-square cumulative distribution functions Error and gamma functions
ISSN:	0010-4655, 1879-2944
Online Access:	Get full text
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