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.TH cdfgam 1 "Dec 1997" "Scilab Group" "Scilab Function"
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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.
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: The upper limit of integration of the gamma density.
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Input range: [0, +infinity).
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Search range: [0,1E300]
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: The shape parameter of the gamma density.
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Input range: (0, +infinity).
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Search range: [1E-300,1E300]
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: The scale parameter of the gamma density.
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Input range: (0, +infinity).
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Search range: (1E-300,1E300]
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Calculates any one parameter of the gamma
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distribution given values for the others.
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Cumulative distribution function (P) is calculated directly by
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the code associated with:
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DiDinato, A. R. and Morris, A. H. Computation of the incomplete
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gamma function ratios and their inverse. ACM Trans. Math.
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Softw. 12 (1986), 377-393.
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Computation of other parameters involve a seach for a value that
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produces the desired value of P. The search relies on the
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monotinicity of P with the other parameter.
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The gamma density is proportional to
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\fVT**(SHAPE - 1) * EXP(- SCALE * T)\fR
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From DCDFLIB: Library of Fortran Routines for Cumulative Distribution
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Functions, Inverses, and Other Parameters (February, 1994)
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Barry W. Brown, James Lovato and Kathy Russell. The University of