com.numericalmethod.suanshu.analysis.function.special
Class BetaRegularizedInverse

java.lang.Object
  com.numericalmethod.suanshu.analysis.function.rn2r1.UnivariateRealFunction
      com.numericalmethod.suanshu.analysis.function.special.BetaRegularizedInverse

All Implemented Interfaces:

Function, RealScalarFunction

public class BetaRegularizedInverse
extends UnivariateRealFunction

This class computes the inverse of the Regularized Incomplete Beta function.

x = B-1(p, q)(u), where 0 <= u <= 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)."

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Field Summary

double	p the shape parameter
double	q the shape parameter

Constructor Summary

BetaRegularizedInverse(double p, double q)
Construct an instance of B-1(p, q)(u) with the parameters p and q.

Method Summary

double

evaluate(double u) Evaluate Bx(p, q).

Methods inherited from class com.numericalmethod.suanshu.analysis.function.rn2r1.UnivariateRealFunction

dimension4Domain, dimension4Range, evaluate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

p

public final double p

the shape parameter

q

public final double q

the shape parameter

Constructor Detail

BetaRegularizedInverse

public BetaRegularizedInverse(double p,
                              double q)

Construct an instance of B-1(p, q)(u) with the parameters p and q.

Parameters:

p - p > 0

q - q > 0

Method Detail

evaluate

public double evaluate(double u)

Evaluate Bx(p, q).

Specified by:

evaluate in class UnivariateRealFunction

Parameters:

u - 0 <= u <= 1

Returns:

B-1(p, q)(u)