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COST (GBP)
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sub units 18.60
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MathsSpecialGamma

beta reg inv

Inverse of imcomplete, regularized, beta integral.

Dependents

Info

Interface

C++
Excel

Beta Reg Inv

 
doublebeta_reg_invdoubleyy
doubleaa
doublebb
boolupper = false )
Inverse of imcomplete beta integral

Given y and the <em> upper </em> boolean parameter, the function finds x such that
beta_reg(x, a, b, upper) = y

The routine performs interval halving or Newton iterations to find the root of beta_reg(x, a, b, upper) - y = 0.

See also Maths/Special/Gamma/Beta_Reg

Accuracy:

x     a,b
  arithmetic   domain   # trials    peak       rms
    0,1      .5,10000    50000    5.8e-12   1.3e-13
    0,1      .25,100    100000    1.8e-13   3.9e-15
    0,1       0,5        50000    1.1e-12   5.5e-15
  With a and b constrained to half-integer or integer values:
    0,1      .5,10000    50000    5.8e-12   1.1e-13
    0,1      .5,100     100000    1.7e-14   7.9e-16
  With a = .5, b constrained to half-integer or integer values:
    0,1      .5,10000   10000     8.3e-11   1.0e-11

Parameters

yysolution we're seeking for beta_reg
aafirst attribute
bbsecond attribute
upperDefault value = false

Authors

Will Bateman
Source Code

Source code is available when you buy a Commercial licence.

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