Currently (as 2/12/03) this package contains Java methods that permit a user to calculate 2 parameter Weibull, 3 parameter Weibull, Normal, and Noncentral T cumulative distribution functions and their inverses. It also contains methods to calculate the error function and the complementary error function. Most of the methods are translations of FORTRAN routines written by others.

At some point I intend to add Chi-Squared and F distribution (both
central and noncentral) material. If you are aware of high quality
probability distribution routines written in Java, I would appreciate
hearing about them. Please e-mail me (Steve Verrill) at
`sverrill@fs.fed.us`.

- This work was performed by a user of numerical analysis routines rather than a developer. When probability distribution routines written in Java by professional numerical analysts become available, they should be used.
- I have tried to be careful with the coding and have done some
simple testing (see the
CDF_Normal_Amos_Test,
CDF_Normal_Test,
CDF_Weibull2_Test,
CDF_Weibull3_Test,
DerfTest,
NctTest, and
Nct_invTest
applications).
However, it is quite possible that I have introduced
errors into the routines in the course of the translations. If you
detect bugs in these routines, PLEASE contact me
(Steve Verrill at
`sverrill@fs.fed.us`or 608-231-9375).

Sorry about that.

The fnct method
calculates the noncentral T cdf. It is a translation of a routine
written in FORTRAN in 1972 (modified in 1991) by D.E. Amos and
S.L. Daniel. It references "A Survey of Properties and Applications
of the Non-central T Distribution" by D.B. Owen, *Technometrics*,
**10**, no. 3, pages 464-465.

The fnct_inv method calculates the inverse of the noncentral T cdf. It should be accurate to 1.0e-5. It was written by Steve Verrill in 2002. The tha method computes the t(h,a) integral of Owen. It is a translation of a routine written in FORTRAN in 1975 by D.E. Amos and S.L. Daniel.

The code is available in
compressed tar,
Windows 95 zip,
and Windows 98 and later zip, form.
Alternatively, the code comes in nineteen files:

- CDF_Normal.java
- CDF_Normal_Amos.java
- CDF_Weibull2.java
- CDF_Weibull3.java
- CDF_nct_Amos.java
- Derf.java
- CDF_Normal_Test.java
- CDF_Normal_Amos_Test.java
- CDF_Weibull2_Test.java
- CDF_Weibull3_Test.java
- NctTest.java
- Nct_invTest.java
- DerfTest.java
- Fzero.java
- Fzero_methods.java
- Gaus8.java
- Gaus8_fcn.java
- Blas_f77.java
- Console.java

*Given the manner in which the routines are currently written,*
you will need to import them (see, for example, the beginning of
CDF_nct_Amos.java). All of the classes
will have to be placed
in subdirectories of a directory in your CLASSPATH.
The Fzero and Fzero_methods classes will have to be placed
in a subdirectory called optimization.
The Gaus8 and Gaus8_fcn classes will have to be placed
in a subdirectory called quadrature.
The Blas_f77 class will have to be placed in a subdirectory
called linear_algebra.
Console.class
will have to be placed in a
subdirectory called corejava. The remaining classes will have to be
placed in a subdirectory called distributions.

Note that if you install the software in this manner,
then to run, for example, NctTest you will have to issue the command:

java distributions.NctTest

Last modified on 2/12/03.

As of last midnight, this page had been accessed times.