|Introduction||Charlie Reeve wrote the subroutines available here while he was a staff member in the Statistical Engineering Division (SED). Although these routines were intended for his personal use rather than as a publically distributable library, we are providing them because they contain some routines not readily available elsewhere. In particular, it contains routines for computing the cumulative distribution function and generating random numbers for the doubly non-central F and doubly non-central t distributions (these routines are used by the Dataplot program). |
This software is not formally supported and is not being further developed. It is provided on an "as is" basis. There is no formal documentation for the subroutines. However, most of the subroutines contain usage instructions in the comments in the source code.
|Publications||Although there is no formal documentation for these subroutines, Charlie Reeve wrote a number of SED Notes that document some of the algorithms coded in this library. The NIST library has graciously scanned these documents and converted them to PDF documents. These documents were scanned from personal copies, so some of them contain external markings. We apologize for this. |
The following subroutines and functions are available:
|Download the Fortran Source Code||You can download the Fortran source code. |
The source code is written in standard Fortran 77. It should be portable to systems that support 32-bit (or higher) Fortran 77 compilers. These routines were originally written for the 60-bit CDC Fortran compiler, so you may need to convert some routines to double precision to maintain sufficient accuracy.
A few of these routines make calls to the LINPACK library. The LINPACK routines are not included (LINPACK is freely downloadable).