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Functions
vbetai.cpp File Reference

(Last Changed on April 06, 2020 for git-revision 220d6c5eede27230397ecf903ba9226a0318cf90.)

Functions betai(const dvariable, const dvariable, const dvariable, int) and wrapper pbeta(const dvariable, const dvariable, const dvariable, int) More...

#include <fvar.hpp>
#include <math.h>

Go to the source code of this file.

Functions

dvariable betai (const dvariable a, const dvariable b, const dvariable x, int maxit)
 Incomplete beta function for variable objects. More...
 
dvariable pbeta (const dvariable x, const dvariable a, const dvariable b, int maxit)
 beta distribution function for variable objects (alias of ibeta function with same arguments order as in R). More...
 

Detailed Description

Functions betai(const dvariable, const dvariable, const dvariable, int) and wrapper pbeta(const dvariable, const dvariable, const dvariable, int)

Author
David Fournier

Definition in file vbetai.cpp.

Function Documentation

dvariable betai ( const dvariable  a,
const dvariable  b,
const dvariable  x,
int  maxit 
)

Incomplete beta function for variable objects.

Parameters
a$a$
b$b$
x$x$
maxitMaximum number of iterations for the continued fraction approximation in betacf.
Returns
Incomplete beta function $I_x(a,b)$



The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2

Definition at line 23 of file vbetai.cpp.

dvariable pbeta ( const dvariable  x,
const dvariable  a,
const dvariable  b,
int  maxit 
)

beta distribution function for variable objects (alias of ibeta function with same arguments order as in R).

Parameters
x$x$
a$a$
b$b$
maxitMaximum number of iterations for the continued fraction approximation in betacf.
Returns
Incomplete beta function $I_x(a,b)$



The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2

Definition at line 48 of file vbetai.cpp.