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