// Copyright ©2016 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package mathext import "gonum.org/v1/gonum/mathext/internal/cephes" // RegIncBeta returns the value of the regularized incomplete beta function // I(x;a,b). It is defined as // // I(x;a,b) = B(x;a,b) / B(a,b) // = Γ(a+b) / (Γ(a)*Γ(b)) * int_0^x u^(a-1) * (1-u)^(b-1) du. // // The domain of definition is 0 <= x <= 1, and the parameters a and b must be positive. // For other values of x, a, and b RegIncBeta will panic. func RegIncBeta(a, b float64, x float64) float64 { return cephes.Incbet(a, b, x) } // InvRegIncBeta computes the inverse of the regularized incomplete beta function. // It returns the x for which // // y = I(x;a,b) // // The domain of definition is 0 <= y <= 1, and the parameters a and b must be // positive. For other values of x, a, and b InvRegIncBeta will panic. func InvRegIncBeta(a, b float64, y float64) float64 { if y < 0 || 1 < y { panic("mathext: parameter out of range") } return cephes.Incbi(a, b, y) }