A Perl module used to find probability quantiles and probabilities for several statistical distributions. Functions are available for 7 continuous distributions

- Beta
- Chi-square
- F
- Gamma
- Normal
- Poisson
- T-distribution

and for two discrete distributions

- Binomial
- Negative Binomial

Optional non-centrality parameters are available for the Chi-square, F and T-distributions. Cumulative probabilities are available for all 9 distributions and quantile functions are available for the 7 continuous distributions.

I didn't do the real work here, the algorithms are not mine but came from DCDFLIB. My contribution was just to provide a Perl wrapper for their algorithms.

Download Math-CDF-0.1.tar.gz and compile using:

perl Makefile.PL make make test make install

or for Windows users use ppm:

c:\> ppm ppm> rep add "edcallahan" http://edcallahan.com/ppm ppm> install Math-CDF ppm> rep del edcallahan ppm> quit

or for other users try

[root@scar] perl -MCPAN -e shell; cpan> test Math::CDF cpan> install Math::CDF cpan> q

If you want to compile from source for Windows you'll need the Microsoft Visual C++ 6 compiler. (This seems to be the preferred compiler for ActiveState Perl distributions at least. I had no luck compiling with .Net 1, 1.1 or 2.0.) Edit the cdflib/Makefile.PL and change

libcdflib$(LIB_EXT): $(O_FILES) $(AR) cr libcdflib$(LIB_EXT) $(O_FILES) $(RANLIB) libcdflib$(LIB_EXT)

to

libcdflib$(LIB_EXT): $(O_FILES) $(AR) /OUT:libcdflib$(LIB_EXT) $(O_FILES) $(RANLIB) libcdflib$(LIB_EXT)

and compile with

perl Makefile.PL nmake nmake test nmake install

Detailed documentation can be found here.