beta_reg_inv

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 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