KSLCore/ksl.utilities.distributions/Beta/Companion

Companion

object Companion

Functions

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fun betaFunction(z1: Double, z2: Double): Double

Computes Beta(z1,z2)

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fun incompleteBetaFunction(x: Double, a: Double, b: Double): Double

Computes the incomplete beta function at the supplied x Beta(x, a, b)/Beta(a, b)

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fun logBetaFunction(z1: Double, z2: Double): Double

The natural logarithm of Beta(z1,z2)

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fun regularizedIncompleteBetaFunction(x: Double, a: Double, b: Double, lnbeta: Double = logBetaFunction(a, b)): Double

Computes the regularized incomplete beta function at the supplied x

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fun stdBetaCDF(x: Double, alpha1: Double, alpha2: Double, lnBetaA1A2: Double = logBetaFunction(alpha1, alpha2)): Double

Computes the CDF of the standard beta distribution, has accuracy to about 10e-9

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fun stdBetaInvCDF(p: Double, alpha: Double, beta: Double, lnBetaA1A2: Double = logBetaFunction(alpha, beta), initialX: Double = approximateInvCDF(alpha, beta, p, lnBetaA1A2), searchDelta: Double = delta): Double

Computes the CDF of the standard beta distribution, has accuracy to about 10e-9