Monday, 15 February 2010

math - Any libraries that provide betainv for C++ -



math - Any libraries that provide betainv for C++ -

does know of libraries provide betainv function in c++?

the betainv(x,a,b) computes xth quantile of beta distribution parameters a,b

the boost c++ libraries have beta distribution, , boost distributions include inverse cumulative density function: quantile.

e.g.

double probability=...; beta_distribution<> mybeta(2, 5); cout << quantile(mybeta, probability);

c++ math g++ libraries beta-distribution

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