C++ Source Code For Calculation Of Gamma Cdf

Question

[Isar]

Hi I seek a source code of program in C++ which calculate CDF of Gamma distribution for me. Do you know where I can find this program or its algorithm? Isar PhD student of Bioinformatics Isar [e-mail]

Answer 1

[lh3]

kfunc.c from samtools. It implements complete and incomplete gamma functions. Then it is straightforward to calculate CDF. Samtools also comes with a few other gems C programmers may be interested in (e.g. Fisher's exact test; Brent's method; sorting; hash table; fasta/fastq parser; ...).

EDIT: You can also use GSL. Samtools does not use GSL because GSL is GPL'ed, while samtools is licensed under MIT. Even if GSL were released in a permissive license, it would always be a bad idea to request the users to install a non-standard library GSL for a simple function like an incomplete gamma function. If you write programs for yourself, all these concerns do not matter to you. GSL is a great general numerical library.

For C++ programmers, boost is a great resource for special mathematical functions (incomplete gamma function) and many other things. You may copy-paste boost source code if you do not like dependencies.

Answer 2

[Niek De Klein]

Try this: http://www.codecogs.com/code/statistics/distributions/continuous/gamma/cdf.php, you do need a commercial license for the source code.

Answer 3

[Fabian Bull]

You can find source code in Numerical Recipes. If you dont have it. Buy it! Its worth its weight in gold. An academic library should also work.