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