betaincinv

Inverse of the incomplete beta function.

Installation

npm install @stdlib/math-base-special-betaincinv

Usage

var betaincinv = require( '@stdlib/math-base-special-betaincinv' );

betaincinv( p, a, b[, upper] )

Inverts the regularized incomplete beta function. Contrary to the more commonly used definition, in this implementation the first parameter is the probability p and the second and third parameter are a and b. By default, the function inverts the lower regularized incomplete beta function. To invert the upper function instead, set the upper argument to true.

var y = betaincinv( 0.2, 3.0, 3.0 );
// returns ~0.327

y = betaincinv( 0.4, 3.0, 3.0 );
// returns ~0.446

y = betaincinv( 0.4, 3.0, 3.0, true );
// returns ~0.554

y = betaincinv( 0.4, 1.0, 6.0 );
// returns ~0.082

y = betaincinv( 0.8, 1.0, 6.0 );
// returns ~0.235

If provided NaN as any argument, the function returns NaN.

var y = betaincinv( NaN, 1.0, 1.0 );
// returns NaN

y = betaincinv( 0.5, NaN, 1.0 );
// returns NaN

y = betaincinv( 0.5, 1.0, NaN );
// returns NaN

If provided a value outside [0,1] for p, the function returns NaN.

var y = betaincinv( 1.2, 1.0, 1.0 );
// returns NaN

y = betaincinv( -0.5, 1.0, 1.0 );
// returns NaN

If provided a nonpositive a, the function returns NaN.

var y = betaincinv( 0.5, -2.0, 2.0 );
// returns NaN

y = betaincinv( 0.5, 0.0, 2.0 );
// returns NaN

If provided a nonpositive b, the function returns NaN.

var y = betaincinv( 0.5, 2.0, -2.0 );
// returns NaN

y = betaincinv( 0.5, 2.0, 0.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random-base-randu' );
var betaincinv = require( '@stdlib/math-base-special-betaincinv' );

var i;
var p;
var a;
var b;

for ( i = 0; i < 100; i++ ) {
    p = randu();
    a = randu() * 10.0;
    b = randu() * 10.0;
    console.log( 'p: %d, \t a: %d, \t b: %d, \t f(p,a,b): %d', p.toFixed( 4 ), a.toFixed( 4 ), b.toFixed( 4 ), betaincinv( p, a, b ) );
}

See Also

• @stdlib/math-base/special/beta: beta function.
• @stdlib/math-base/special/betainc: incomplete beta function.
• @stdlib/math-base/special/betaln: natural logarithm of the beta function.

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.