Incomplete gamma function is defined as

These formulas define the lower incomplete gamma function and the upper incomplete gamma function (depending on whether the lower or upper limit of integration is fixed). The regularized gamma function is closely related to incomplete gamma functions:

Incomplete gamma functions are often met in statistics. For example, the cumulative distribution functions of gamma distribution, Poisson distribution and chi-square distribution could be written by using the incomplete gamma function.

IncompleteGamma subroutine calculates P(a,x), IncompleteGammaC subroutine calculates Q(a,x). Inverse Q(a,x) function is calculated by using the InvIncompleteGammaC subroutine. To calculate the values, the algorithm uses series expansion or continued fractions representation (depending on an argument value).

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C#

C# 1.0 source.
igammaf.csharp.zip - Incomplete gamma function

C++

C++ source.
igammaf.cpp.zip - Incomplete gamma function
ablas.zip - optimized basic linear algebra subroutines with SSE2 support (for C++ sources only)

Delphi

Delphi source.
Can be compiled under FPC (in Delphi compatibility mode).
igammaf.delphi.zip - Incomplete gamma function

Visual Basic 6

Visual Basic 6 source.
igammaf.vb6.zip - Incomplete gamma function

Zonnon ^beta

Zonnon source.
Zonnon is an experimental language developed at ETH Zurich.
See www.zonnon.ethz.ch for more information.
igammaf.zonnon.zip - Incomplete gamma function