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COST (GBP)
this unit 2.98
sub units 23.60
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0

CDF inv

Evaluates the inverse of the Beta CDF.

Dependents

Info

Interface

C++
Excel

CDF Inv

 
doubleCDF_invdoubley
doublea
doubleb )[inline]
Computes the inverse CDF of the Beta distribution. This is identical to the inverse regularized beta function.

The typical shape of this function is:
There is an error with your graph parameters for CDF_inv with options y=0:1 a=3 b=1:5:5 .size=medium

Error Message:Function CDF_inv failed. Ensure that: Invalid C++

Given y, this function finds x such that
Beta::CDF( x, a, b ) = y

The routine performs interval halving or Newton iterations to find the root of \inline  betaCDF(x,a,b) - y = 0

References:

Cephes Math Library Release 2.8: June, 2000

Parameters

ya percentile in the range 0<=x<=1
afirst shape parameter, a>0
bsecond shape parameter, b>0

Returns

the quantile

Authors

Lucian Bentea (August 2005)
Source Code

Source code is available when you buy a Commercial licence.

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