sabato 12 agosto 2017


betaincinv The inverse of the incomplete beta function was present in Octave, but without the "upper" option (since it was missing in betainc itself). We decided to rewrite it from scratch using Newton method, as for gammaincinv (see my post on it if you are interested).
To make the code numerically more accurate, we decide which version ("lower" or "upper") invert depending on the inputs.
At first we compute the trivial values (0 and 1). Then the remaining terms are divided in two sets: those that will be inverted with the "lower" version, and those that will be inverted with the "upper" one. For both cases, we perform 10 iterations of bisection method and then we perform a Newton method.
The implementation (together with the new implementation of betainc) can be found on my repository, bookmark "betainc".

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