betaincinv

Inverse of the incomplete beta function.

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 ) );
}