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cdfgam Scilab Group Scilab Function cdfgam
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cdfgam - cumulative distribution function gamma distribution
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[P,Q]=cdfgam("PQ",X,Shape,Scale)
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[X]=cdfgam("X",Shape,Scale,P,Q)
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[Shape]=cdfgam("Shape",Scale,P,Q,X)
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[Scale]=cdfgam("Scale",P,Q,X,Shape)
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: five real vectors of the same size.
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The integral from 0 to X of the gamma density. Input range: [0,1].
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X : The upper limit of integration of the gamma density. Input
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range: [0, +infinity). Search range: [0,1E300]
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Shape : The shape parameter of the gamma density. Input range: (0,
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+infinity). Search range: [1E-300,1E300]
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Scale : The scale parameter of the gamma density. Input range: (0,
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+infinity). Search range: (1E-300,1E300]
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Calculates any one parameter of the gamma distribution given values for
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Cumulative distribution function (P) is calculated directly by the code
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DiDinato, A. R. and Morris, A. H. Computation of the incomplete gamma
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function ratios and their inverse. ACM Trans. Math. Softw. 12
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Computation of other parameters involve a seach for a value that produces
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the desired value of P. The search relies on the monotinicity of P
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with the other parameter.
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The gamma density is proportional to T**(SHAPE - 1) * EXP(- SCALE * T)
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From DCDFLIB: Library of Fortran Routines for Cumulative Distribution
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Functions, Inverses, and Other Parameters (February, 1994) Barry W.
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Brown, James Lovato and Kathy Russell. The University of Texas.