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PC-SIG Diskette Library (Disk #435)
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Information about “TURBO PASCAL SET #11”
This disk contains three separate sets of Turbo Pascal routines.
Looking at the directory, all but the last three entries pertain to
the package of statistical distribution functions. The distributions
include the Beta, Log Gamma, Incomplete Gamma, F, T, Chi-square, and
Normal distributions; both the forward and inverse functions are
provided. TRIGFUNC contains Pascal procedures for the common trigono-
metric functions. UTIL features more than 50 Turbo Pascal utility
routines for such diverse functions as screen output, frames, windows,
menus, serial communications, string manipulation, loan calculations,
file I/O, and even a siren for intruder alert.
System Requirements: 64K, one disk drive and monochrome display;
Borland's Turbo Pascal.
How to Start: Enter TYPE README.DOC from the DOS prompt and
follow the directions in that file.
File Descriptions:
NINV PAS Find percentage point of normal distribution
README DOC Description of statistical distribution procedures
SIGCONST PAS Global constants for significance routines
ERF PAS Error function
SIGF PAS Significance of F distribution
TESTSIGF PAS Demo of F-significance routine
GAMMAIN PAS Evaluate incomplete Gamma integral
POWTEN PAS Calculate power of ten (integer powers only)
TESTSIGC PAS Demo of Chi-square distribution routine
CDNORM PAS Cumulative normal distribution probability
SIGCHI PAS Significance of Chi-square distribution
CDBETA PAS Cumulative Beta distribution
ALGAMA PAS Logarithm (base E) of Gamma distribution
SIGT PAS Significance of T distribution
CINV PAS Inverse Chi-square (percentage point)
TESTINVN PAS Demo of inverse normal routine
TESTINVC PAS Demo of inverse Chi-square routine
TESTSIGT PAS Demo of T-significance routine
TESTINVF PAS Demo of inverse F routine
NINV2 PAS Percentage point of normal distribution
LOGTEN PAS Base 10 logarithm
BETAINV PAS Inverse Beta distribution
SIGALL PAS List of statistical routines on this disk
FINV PAS Inverse central F distribution
APINVB PAS Inverse Beta distribution
TESTSIGN PAS Demo of significance of normal distribution
SIGNORM PAS Significance of normal distribution
POWER PAS Exponentiation of real to real power
TRIGFUNC PAS Pascal procedures for trigonometric functions
TINV PAS Inverse central T distribution
POWERI PAS Exponentiation of real to integer power
TESTINVT PAS Demo of inverse central T distribution
UTIL PAS More than 50 utility routines
FILES435.TXT
------------------------------------------------------------------------
Disk No 435 TURBO Pascal Statistics, Trig, Utilities v1 DS2
-----------------------------------------------------------------------
This diskette contains three separate sets of TURBO Pascal routines.
Looking at the directory, all but the last three entries pertain to the
package of statistical distribution functions. The distributions
include the Beta, Log Gamma, Incomplete Gamma, F, T, Chi-square, and
Normal distributions; both the forward and inverse functions are provided. TRIGFUNC contains Pascal procedures for the common trigono-
metric functions. UTIL features more than 50 TURBO Pascal utility
routines for such diverse functions as screen output, frames, windows,
menus, serial communications, string manipulation, loan calculations,
file I/O, and even a siren for intruder alert.
README DOC Description of statistical distribution procedures
NINV PAS Find percentage point of normal distribution
TESTSIGF PAS Demo of F-significance routine
SIGF PAS Significance of F distribution
ERF PAS Error function
SIGCONST PAS Global constants for significance routines
ALGAMA PAS Logarithm (base E) of Gamma distribution
CDBETA PAS Cumulative Beta distribution
SIGCHI PAS Significance of Chi-square distribution
CDNORM PAS Cumulative normal distribution probability
TESTSIGC PAS Demo of Chi-square distribution routine
POWTEN PAS Calculate power of ten (integer powers only)
GAMMAIN PAS Evaluate incomplete Gamma integral
CINV PAS Inverse Chi-square (percentage point)
SIGT PAS Significance of T distribution
TESTINVF PAS Demo of inverse F routine
TESTSIGT PAS Demo of T-significance routine
TESTINVC PAS Demo of inverse Chi-square routine
TESTINVN PAS Demo of inverse normal routine
SIGNORM PAS Significance of normal distribution
TESTSIGN PAS Demo of significance of normal distribution
APINVB PAS Inverse Beta distribution
FINV PAS Inverse central F distribution
SIGALL PAS List of statistical routines on this diskette
BETAINV PAS Inverse Beta distribution
LOGTEN PAS Base 10 logarithm
NINV2 PAS Percentage point of normal distribution
POWER PAS Exponentiation of real to real power
TESTINVT PAS Demo of inverse central T distribution
POWERI PAS Exponentiation of real to integer power
TINV PAS Inverse central T distribution
TRIGFUNC PAS Description of TRIGFUNC.PAS
TRIGFUNC PAS Pascal procedures for trigonometric functions
UTIL PAS More than 50 utility routines
PC Software Interest Group (PC-SIG)
1030 E Duane, Suite J
Sunnyvale, CA 94086
(408) 730-9291
README.DOC
==========================================================================
= PIBSIGS.LBR =
==========================================================================
Introduction:
------------
PIBSIGS.LBR contains Turbo Pascal procedures which
compute a variety of statistical distribution functions. The
distributions include the Beta, Log Gamma, Incomplete Gamma, F, t,
Chi-square, and Normal distributions. Both the forward
and inverse functions are provided. Although specific routines for
the binomial and negative binomial distribution are not given here,
probabilities and percentage points for those two distributions
can be computed from the Beta distribution.
Machine-dependent constants assume that Turbo-87 is to be used.
All machine-dependent constants are located in module SIGCONST.PAS,
if you wish to change them. You will need to change them if you don't
use Turbo-87.
I assume that you know something about these distributions, and when
they should be used. If you don't, these routines may not be very
useful to you. If you'd like to learn more about the subject of
statistical distributions, I suggest you read the series of books
by Johnson and Kotz, covering both discrete and continuous
statistical distributions. The publisher is Houghton Mifflin.
Files:
-----
Library PIBSIGS.LBR contains the following files:
README.DOC --- what you are reading now.
--- Basic distribution and support routines
ALGAMA.PAS --- logarithm of gamma function
CDBETA.PAS --- cumulative Beta distribution
CDNORM.PAS --- cumulative normal distribution
ERF.PAS --- Gaussian error function
GAMMAIN.PAS --- incomplete gamma integral
LOGTEN.PAS --- base 10 logarithm
POWER.PAS --- raise number to a real power
POWERI.PAS --- raise number to an integer power
POWTEN.PAS --- computes powers of ten
SIGCONST.PAS --- machine dependent constants
--- Point probability routines
SIGCHI.PAS --- significance of chi-square
SIGF.PAS --- significance of F
SIGNORM.PAS --- significance of normal value
SIGT.PAS --- significance of t
--- Inverse distributions (percentage points)
BETINV.PAS --- Inverse Beta
CINV.PAS --- Inverse chi-square
FINV.PAS --- inverse F
NINV.PAS --- inverse normal (low accuracy)
NINV2.PAS --- inverse normal (high accuracy)
TINV.PAS --- inverse t
--- Demonstration routines
TESTINVC.PAS --- demonstrate inverse chi-square
TESTINVF.PAS --- demonstrate inverse F
TESTINVN.PAS --- demonstrate inverse normal
TESTINVT.PAS --- demonstrate inverse t
TESTSIGC.PAS --- demonstrate chi-square significance
TESTSIGF.PAS --- demonstrate F significance
TESTSIGN.PAS --- demonstrate normal probability
TESTSIGT.PAS --- demonstrate t significance
--- File containing "(*$I" include directives for all the distribution
routines:
SIGALL.PAS
All of the Pascal source modules (ending in .PAS) are squeezed, so that
they actually appear as *.PQS in the PIBSIGS.LBR library file.
For instance, SIGF.PAS appears under the name SIGF.PQS. The Pascal
routines were squeezed WITHOUT the time and date stamp, so your favorite
unsqueezer should have no difficulty. I especially recommend
Alan Losoff's ALUSQ.COM.
Credits:
-------
These routines are translations of Fortran and Assembler routines which I
have used in various programs for many years. Many of the algorithms
are modified from ones which appeared in Applied Statistics or the
Communications of the ACM algorithms sections. If the algorithm comes from
one of those sources, that is mentioned in the header comments for the
corresponding routine.
I chose the algorithms included here based upon extensive experience and
empirical, simulation, and theoretical studies that demonstrate these
to be among the best available in terms of speed, accuracy, and robustness.
However, the area of computing for statistical distributions is
a constantly changing one, and any of the methods included here may soon
be retired in favor of new and better ones.
What PIBSIGS does:
------------------
PIBSIGS provides a fairly complete library of statistical distribution
routines covering the three most commonly used families of distributions:
the Incomplete Beta (F, t, binomial); the Incomplete Gamma (Chi-square);
and the Normal. These three distributions can also be used to approximate
many other families.
These routines may be used to compute the observed probabilities of
hypothesis tests and to compute percentage points required for the
construction of confidence intervals.
The basic routines for the beta and gamma distributions allow you to
specify the degree of accuracy you want and the maximum number of
iterations allowed. These routines also return an accuracy indicator
showing how many digits of precision were actually calculated. Note that
this doesn't mean that the answers are correct to that many places,
just that two successive ietratively derived values match to as many
decimal places as indicated.
The programs beginning with TEST... are brief demonstrations of how to
use the lower-level routines. The test programs typically ask for
a test value or probability value, and degrees of freedom. The output is
either the corresponding probability or percentage point.
Using PIBSIGS:
--------------
Extract all the .PQS files from the library. For most library utilities
this request appears as follows:
LU A PIBSIGS.LBR
or
LU86 -A PIBSIGS.LBR
After extracting all the files, unsqueeze all of the .PQS files.
Using an unsqueezer like Losoff's ALUSQ, this can be done as
follows:
ALUSQ *.PQS
If your unsqueezer doesn't allow wildcards, you will have to unsqueeze
each file one at a time.
To use the routines in your program, include the following routines
in this order before any others from PIBSIGS:
SIGCONST.PAS
LOGTEN.PAS
POWER.PAS
POWERI.PAS
POWTEN.PAS
ALGAMA.PAS
ERF.PAS
Then write includes for the specific routines you want. The sample programs
TEST*.PAS show which modules need to be included to use a given distribution.
To get ALL of the PIBSIGS modules included, copy the file SIGALL.PAS into your
program. SIGALL.PAS contains include directives for all the PIBSIGS modules
(except the test program, of course). Note that you can't include SIGALL.PAS
using a "(*$I" directive, since Turbo Pascal doesn't allow nested includes.
Glitches:
--------
These routines are designed to work with TURBO-87, the 8087 version
of Turbo Pascal. You must alter the constants in SIGCONST.PAS for the
non-8087 version. I have NOT tested the routines without the 8087.
I'd appreciate some feedback on how well they perform.
I hope that there are no coding errors in the routines; if you find
any, please let me know ASAP as indicated below.
I'd also appreciate any feedback on the performance of these routines,
or suggestions for alternate algorithms that you have found to be
valuable -- especially algorithms for troublesome cases where the
algorithms presented here have difficulties. In particular, it would
be nice to have algorithms that perform accurately and efficiently
to approximate the Incomplete Beta distribution with large degrees
of freedom -- greater than 100000. Such degrees of freedom DO occur
quite often in approximating multivariate distributions (e.g.,
Box's M test for assessing homogeneity of covariance matrices).
Usage Restrictions
------------------
I've placed these routines in the public domain. You are free to
add to them, correct them, extend them, or do whatever else you wish,
but PLEASE do NOT sell them as your own work. That's not nice.
If you wish to use these in a commercial product, PLEASE let me know
that you intend to do so (see below) so that I can inform you of
any needed bug fixes. You may use these routines in commercial
programs AS LONG AS you mention that I wrote them and you DO NOT
INCREASE THE PROGRAM'S PRICE JUST BECAUSE THESE ROUTINES ARE INCLUDED.
Comments:
--------
Send comments, suggestions, etc. to PHILIP BURNS on either of the
following two Chicago BBSs:
Gene Plantz's BBS: (312) 882 4227
Ron Fox's BBS: (312) 940 6496
or on the SMUG BBS:
SMUG BBS (P. Olympia): (301) 963 5249
As time permits, I will be adding other statistical distribution
functions to these such as approximations for multivariate
distributions, non-central distributions, and so on. Your comments
and suggestions are most welcome.
Thanks,
Phil Burns
May, 1985
TRIGFUNC.DOC
These procedures were originally presented in MicroSystems, Dec. 1983
as "Improved Trigonometric Functions for CBASIC-80", by R. Lurie.
I have taken the code and converted it to Pascal. It should run
under just about any version, but I am using Turbo Pascal. The
routines seem accurate enough, and fill in a gap in the Turbo
compiler.
Gary Dale (416) 921-2048
Directory of PC-SIG Library Disk #0435
Volume in drive A has no label
Directory of A:\
ALGAMA PAS 9171 5-17-85 10:39p
APINVB PAS 4846 5-17-85 10:39p
BETAINV PAS 9332 5-17-85 10:39p
CDBETA PAS 8141 5-17-85 10:39p
CDNORM PAS 2353 5-17-85 10:39p
CINV PAS 6921 5-17-85 10:39p
ERF PAS 5780 5-17-85 10:39p
FILES435 TXT 2712 11-16-85 2:29p
FINV PAS 2913 5-17-85 10:39p
GAMMAIN PAS 6418 5-17-85 10:39p
LOGTEN PAS 1854 5-17-85 10:39p
NINV PAS 2967 5-17-85 10:39p
NINV2 PAS 2502 5-17-85 10:39p
POWER PAS 2095 5-17-85 10:39p
POWERI PAS 2047 5-17-85 10:39p
POWTEN PAS 2213 5-17-85 10:39p
README DOC 8960 5-17-85 10:36p
SIGALL PAS 443 5-17-85 10:39p
SIGCHI PAS 2977 5-17-85 10:39p
SIGCONST PAS 1103 5-17-85 10:39p
SIGF PAS 3203 5-17-85 10:39p
SIGNORM PAS 2372 5-17-85 10:39p
SIGT PAS 3088 5-17-85 10:39p
TESTINVC PAS 2297 5-17-85 10:39p
TESTINVF PAS 2480 5-17-85 10:39p
TESTINVN PAS 2014 5-17-85 10:39p
TESTINVT PAS 2510 5-17-85 10:39p
TESTSIGC PAS 2193 5-17-85 10:39p
TESTSIGF PAS 2108 5-17-85 10:39p
TESTSIGN PAS 466 5-17-85 10:39p
TESTSIGT PAS 2219 5-17-85 10:39p
TINV PAS 2771 5-17-85 10:39p
TRIGFUNC DOC 384 5-17-85 10:50p
TRIGFUNC PAS 3456 5-17-85 10:50p
UTIL PAS 57728 5-17-85 10:50p
35 file(s) 175037 bytes
129024 bytes free