Package dev.nm.analysis.function.special.beta

Class BetaRegularizedInverse

java.lang.Object
dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
dev.nm.analysis.function.special.beta.BetaRegularizedInverse
All Implemented Interfaces:
Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction
public class BetaRegularizedInverse extends AbstractUnivariateRealFunction
The inverse of the Regularized Incomplete Beta function is defined at: \[ x = I^{-1}_{(p,q)}(u), 0 \le u \le 1 \]

The R equivalent function is qbeta.

See Also:
    • "Amparo Gil, Javier Segura, and Nico M. Temme, "Section 10.5," Numerical Methods for Special Functions."
    • "John Maddock, Paul A. Bristow, Hubert Holin, and Xiaogang Zhang. "Notes for The Incomplete Beta Function Inverses," Boost Library."
    • "K. L. Majumder, and G. P. Bhattacharjee, Algorithm AS 63: The Incomplete Beta Integral, 1973."
    • "Cran, G. W., K. J. Martin, and G. E. Thomas, "Remark AS R19 and Algorithm AS 109," Applied Statistics, 26, 111-114, 1977, and subsequent remarks (AS83 and correction)."

  • Constructor Details

    • BetaRegularizedInverse

      public BetaRegularizedInverse(double p, double q)
      Construct an instance of \(I^{-1}_{(p,q)}(u)\) with parameters p and p.
      Parameters:
      p - p > 0
      q - q > 0

  • Method Details

    • evaluate

      public double evaluate(double u)
      Evaluate \(I^{-1}_{(p,q)}(u)\).
      Parameters:
      u - \(0 \le u \le 1\)
      Returns:
      \(I^{-1}_{(p,q)}(u)\)