🚀 go-pugleaf

Leonard Howell wrote:
> 
> Hi all --
> 
> I need to compute the gamma probability density function  g(x;a,b)=C(a,b)
> x**(a-1) exp(-x/b) on the order of 10**10 calls (on many different
> occasions) and thus would like to use the FASTEST algorithm available.  It
> must also be double precision with 14 or 15 decimal places of accuracy.
> Advice/coded FORTRAN solutions greatly appreciated.  Other language
> solutions also welcome, if the speed and accuracy is achieved.
> 
> Thanks, Leonard


I'd start off by trying netlib, GAMS and possibly statlib and
seeing what I could turn up there. 

netlib  - www.netlib.org
GAMS    - gams.nist.gov
statlib - lib.stat.cmu.edu

There are a number of Journals I'd look at, including 
"Communications of the ACM" (some of the older algorithms 
from which are on netlib) - this is a good place to look for 
code for something like your problem. Another place would be the 
Journal of the Royal Statistical Society - Series C (Applied
Statistics), which in the past was mostly algorithms, though 
more recently it had moved closer to its title.

If you have access to the Current Index to Statistics, I'd
give that a look.

Glen