Any libraries that provide betainv for C++

Question

Does anyone know of any libraries that provide the betainv function in c++?

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

Boost does: http://www.boost.org/doc/libs/1_35_0/libs/math/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/beta_dist.html — David Hope, Feb 21 '13 at 16:56

Eamon Nerbonne · Accepted Answer · 2013-02-21T17:10:31.430

4

The Boost C++ Libraries have a beta distribution, and all boost distributions include the inverse cumulative density function: Quantile.

e.g.

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

edited Feb 21 '13 at 17:10

answered Feb 21 '13 at 17:02

Eamon Nerbonne

score 1 · Answer 2 · edited May 23 '17 at 11:49

1

I'm not sure, but I believe that API of Wolfram Mathematica, MatLab or R should provide such method.

edited May 23 '17 at 11:49

Community

answered Feb 21 '13 at 16:49

Mihran Hovsepyan

Did not know Matlab had an API, this should do the trick! Will accept once timer lets me – Aly Feb 21 '13 at 16:59

2 Answers2