[R] Alternative to Numerical Recipes

[Kim Horn]

We have had problems with licensing with Numerical Recipes.
We wanted to use the code in our product but never got a
reply from them about licensing. So we built our own.
It is a pity that such a resource cannot be used :-)

The original algorithms are mostly published in Appl. Statistics
journal. You can down load the Fortran code from StatLib web
site and then use F2C to translate to C code.

The ones I have used are:

Algorithm As 109  Appl. Statist. (1977) Vol.26, P.111

Algorithm As 63  appl. statist. (1973), vol.22, no.3

Natural Log of the Complete Gamma Function
Lanczos, C. 'A precision approximation of the gamma
function', J. SIAM Numer. Anal., B, 1, 86-96, 1964.

All the best
Kim

-----------------------------------------------------------------------------
Kim Horn
Product Manager Data Mining
Corvu Australia Pty Ltd
Level 4, 1 James Place
North Sydney NSW 2060 Australia
Telephone: 61 2 9959 3522
Facsimile:   61 2 9959 3583
www.corvu.com

C O R V U
MANAGING BUSINESS PERFORMANCE
"Top 100 Emerging Companies to Watch in 2000"
Computerworld, November, 1999
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Clive Jenkins wrote:

> Some time ago I mentioned the online version of the book
> "Numerical Recipes in C"
> http://www.ulib.org/webRoot/Books/Numerical_Recipes/
> and inadvertantly stirred up a hornets' nest.
> I obtained from this book code to calculate the Incomplete beta
> function. It appears in:
> 6.4 Incomplete Beta Function, Student’s Distribution, F-Distribution,
> Cumulative Binomial Distribution, p.226,
> and it calls the log-gamma function that appears in:
> 6.1 Gamma, Beta, and Related Functions, p.213.
>
> I wish to attribute this material to its source, but would prefer to
> cite a more "respectable" source than Numerical Recipes. Can anyone
> suggest the original source, or a source of something very similar, or a
> better place to ask the question?
>
> Thanks,
> Clive Jenkins
>
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