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Contents - Special functions - Incomplete beta function

Incomplete beta function

Incomplete beta function is defined as

A closely related function is regularized beta function:

Incomplete beta functions are often met in statistics. For example, the cumulative distribution functions of the binomial distribution, F-distribution and Student's distribution could be written by using the incomplete beta function.

Incomplete regularized beta function can be calculated by using the IncompleteBeta subroutine. To calculate the values, the algorithm uses series expansion or continued fractions representation (depending on an argument value). Inverse incomplete regularized beta function is calculated by using the InvIncompleteBeta subroutine. Inverse function is calculated using dichotomy or Newton's method.

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Source codes

C#

C# 1.0 source.
ibetaf.csharp.zip - Incomplete beta function


C++

C++ source.
ibetaf.cpp.zip - Incomplete beta function
ablas.zip - optimized basic linear algebra subroutines with SSE2 support (for C++ sources only)


Delphi

Delphi source.
Can be compiled under FPC (in Delphi compatibility mode).
ibetaf.delphi.zip - Incomplete beta function


Visual Basic 6

Visual Basic 6 source.
ibetaf.vb6.zip - Incomplete beta function


Zonnon beta

Zonnon source.
Zonnon is an experimental language developed at ETH Zurich.
See www.zonnon.ethz.ch for more information.
ibetaf.zonnon.zip - Incomplete beta function



 
 
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