Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void BetaCDFInv(TDenseMtxVec P, Double A, Double B, TDenseMtxVec Res) | Beta PPF (vectorized). |
| 2 | Double BetaCDFInv(Double p, Double a, Double b) | Beta distribution inverse CDF (quantile / point percent function, PPF). |
Overload 1: void BetaCDFInv(TDenseMtxVec P, Double A, Double B, TDenseMtxVec Res)
Beta PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | A | Distribution scale parameter, real positive value. |
| 3 | B | Distribution shape parameter, real positive value. |
| 4 | Res | After calculation stores the PPF calculated from P, A and B. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X. |
Result: stored in self (calling object)
Overload 2: Double BetaCDFInv(Double p, Double a, Double b)
Beta distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 2 | a | First shape parameter, real value > 0. |
| 3 | b | Second shape parameter, real value > 0. |
Returns: Double - the value x with BetaCDF(x,a,b)=p for shape parameters a and b. Returns NAN when p < 0, p > 1, a <= 0 or b <= 0; returns p itself at p=0 and p=1.
Remarks:
Computes the inverse of the beta CDF (the quantile function)
inverse CDF(p|a,b) = F^(-1)(p|a,b) , p(x)=CDF(x|a,b)
evaluated by a Newton-Raphson iteration on I_x(a,b)-p. Domain: p in [0,1], a > 0, b > 0. Behaviour: at p=0 returns 0 and at p=1 returns 1; for invalid parameters or p not in [0,1] returns NAN.
See Also: Probabilities.BetaPDF, Probabilities.BetaCDF