Module CPROB in CEPHES

• CEPHES Information

• Components
  • Dependencies from NETLIB
  • Documentation from NETLIB
  • Source from NETLIB

CPROB

 
C routines for evaluation of probability distribution functions and their
complements, inverses, and related functions. Among the distributions
included are binomial, negative binomial, Beta, Chi-square, F, Gamma, normal,
Poisson, and Student's t. .
 
Classes  :  C3b .  Non-orthogonal polynomials
            C7a .  Gamma, log gamma, reciprocal gamma functions
            C7e .  Incomplete gamma function
            C7f .  Incomplete beta function
            C8a .  Error functions, their inverses, integrals, including the
                 normal distribution function
            L5a1 . Evaluate univariate cumulative distribution functions and
                 probability density functions
            L5a2 . Evaluate inverse univariate distribution functions and
                 sparsity functions
 
Type     : C subroutine in CEPHES package.
Access   : Public domain. Portable.
Precision: Double.
 
Details  : Dependencies Documentation Source
Sites    : (1) NETLIB
 

Implementation of CPROB from CEPHES on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Double.
 
You may access components from NETLIB outside GAMS as follows.
 
   Source       : Retrieve cephes/cprob.tgz from
                  http://www.netlib.org
   Documentation: Retrieve cephes/cephes.doc from
                  http://www.netlib.org
   Dependencies : Retrieve cephes/eval.tgz from http://www.netlib.org