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jzmaddock 72e469da0a Update version number in docs. 
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<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
<title>Incomplete Beta Functions</title>
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<div class="section">
<div class="titlepage"><div><div><h3 class="title">
<a name="math_toolkit.sf_beta.ibeta_function"></a><a class="link" href="ibeta_function.html" title="Incomplete Beta Functions">Incomplete Beta
Functions</a>
</h3></div></div></div>
<h5>
<a name="math_toolkit.sf_beta.ibeta_function.h0"></a>
<span class="phrase"><a name="math_toolkit.sf_beta.ibeta_function.synopsis"></a></span><a class="link" href="ibeta_function.html#math_toolkit.sf_beta.ibeta_function.synopsis">Synopsis</a>
</h5>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">beta</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
</pre>
<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">ibeta</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">ibeta</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">ibetac</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">ibetac</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">beta</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">beta</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">betac</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">betac</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
<span class="special">}}</span> <span class="comment">// namespaces</span>
</pre>
<h5>
<a name="math_toolkit.sf_beta.ibeta_function.h1"></a>
<span class="phrase"><a name="math_toolkit.sf_beta.ibeta_function.description"></a></span><a class="link" href="ibeta_function.html#math_toolkit.sf_beta.ibeta_function.description">Description</a>
</h5>
<p>
There are four <a href="http://en.wikipedia.org/wiki/Incomplete_beta_function" target="_top">incomplete
beta functions</a> : two are normalised versions (also known as <span class="emphasis"><em>regularized</em></span>
beta functions) that return values in the range [0, 1], and two are non-normalised
and return values in the range [0, <a class="link" href="beta_function.html" title="Beta">beta</a>(a,
b)]. Users interested in statistical applications should use the normalised
(or <a href="http://mathworld.wolfram.com/RegularizedBetaFunction.html" target="_top">regularized</a>
) versions (ibeta and ibetac).
</p>
<p>
All of these functions require <span class="emphasis"><em>0 &lt;= x &lt;= 1</em></span>.
</p>
<p>
The normalized functions <a class="link" href="ibeta_function.html" title="Incomplete Beta Functions">ibeta</a>
and <a class="link" href="ibeta_function.html" title="Incomplete Beta Functions">ibetac</a> require
<span class="emphasis"><em>a,b &gt;= 0</em></span>, and in addition that not both <span class="emphasis"><em>a</em></span>
and <span class="emphasis"><em>b</em></span> are zero.
</p>
<p>
The functions <a class="link" href="beta_function.html" title="Beta">beta</a>
and <a class="link" href="ibeta_function.html" title="Incomplete Beta Functions">betac</a> require
<span class="emphasis"><em>a,b &gt; 0</em></span>.
</p>
<p>
The return type of these functions is computed using the <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>result
type calculation rules</em></span></a> when T1, T2 and T3 are different
types.
</p>
<p>
The final <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
be used to control the behaviour of the function: how it handles errors,
what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">policy
documentation for more details</a>.
</p>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">ibeta</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">ibeta</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
</pre>
<p>
Returns the normalised incomplete beta function of a, b and x:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta3.svg"></span>
</p></blockquote></div>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../graphs/ibeta.svg" align="middle"></span>
</p></blockquote></div>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">ibetac</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">ibetac</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
</pre>
<p>
Returns the normalised complement of the incomplete beta function of a, b
and x:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta4.svg"></span>
</p></blockquote></div>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">beta</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">beta</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
</pre>
<p>
Returns the full (non-normalised) incomplete beta function of a, b and x:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta1.svg"></span>
</p></blockquote></div>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">betac</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">betac</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
</pre>
<p>
Returns the full (non-normalised) complement of the incomplete beta function
of a, b and x:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta2.svg"></span>
</p></blockquote></div>
<h5>
<a name="math_toolkit.sf_beta.ibeta_function.h2"></a>
<span class="phrase"><a name="math_toolkit.sf_beta.ibeta_function.accuracy"></a></span><a class="link" href="ibeta_function.html#math_toolkit.sf_beta.ibeta_function.accuracy">Accuracy</a>
</h5>
<p>
The following tables give peak and mean relative errors in over various domains
of a, b and x, along with comparisons to the <a href="http://www.gnu.org/software/gsl/" target="_top">GSL-1.9</a>
and <a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> libraries.
Note that only results for the widest floating-point type on the system are
given as narrower types have <a class="link" href="../relative_error.html#math_toolkit.relative_error.zero_error">effectively
zero error</a>.
</p>
<p>
Note that the results for 80 and 128-bit long doubles are noticeably higher
than for doubles: this is because the wider exponent range of these types
allow more extreme test cases to be tested. For example expected results
that are zero at double precision, may be finite but exceptionally small
with the wider exponent range of the long double types.
</p>
<div class="table">
<a name="math_toolkit.sf_beta.ibeta_function.table_ibeta"></a><p class="title"><b>Table&#160;8.18.&#160;Error rates for ibeta</b></p>
<div class="table-contents"><table class="table" summary="Error rates for ibeta">
<colgroup>
<col>
<col>
<col>
<col>
<col>
</colgroup>
<thead><tr>
<th>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> double
</p>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> long double
</p>
</th>
<th>
<p>
Sun compiler version 0x5150<br> Sun Solaris<br> long double
</p>
</th>
<th>
<p>
Microsoft Visual C++ version 14.1<br> Win32<br> double
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
Incomplete Beta Function: Small Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span><br> <br> (<span class="emphasis"><em>GSL
2.1:</em></span> Max = 682&#949; (Mean = 32.6&#949;))<br> (<span class="emphasis"><em>Rmath
3.2.3:</em></span> Max = 22.9&#949; (Mean = 3.35&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 8.97&#949; (Mean = 2.09&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 21.3&#949; (Mean = 2.75&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 8.4&#949; (Mean = 1.93&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Medium Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span><br> <br> (<span class="emphasis"><em>GSL
2.1:</em></span> Max = 690&#949; (Mean = 151&#949;))<br> (<span class="emphasis"><em>Rmath 3.2.3:</em></span>
Max = 232&#949; (Mean = 27.9&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 50&#949; (Mean = 12.1&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 124&#949; (Mean = 18.4&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 106&#949; (Mean = 16.3&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Large and Diverse Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.26&#949; (Mean = 0.063&#949;)</span><br> <br>
(<span class="emphasis"><em>GSL 2.1:</em></span> Max = 3.9e+05&#949; (Mean = 1.82e+04&#949;)
<a class="link" href="../logs_and_tables/logs.html#errors_GNU_C_version_7_1_0_linux_double_ibeta_GSL_2_1_Incomplete_Beta_Function_Large_and_Diverse_Values">And
other failures.</a>)<br> (<span class="emphasis"><em>Rmath 3.2.3:</em></span>
Max = 574&#949; (Mean = 49.4&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.96e+04&#949; (Mean = 997&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 4.98e+04&#949; (Mean = 2.07e+03&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.32e+03&#949; (Mean = 68.5&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Small Integer Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span><br> <br> (<span class="emphasis"><em>GSL
2.1:</em></span> Max = 254&#949; (Mean = 50.9&#949;))<br> (<span class="emphasis"><em>Rmath
3.2.3:</em></span> Max = 62.2&#949; (Mean = 8.95&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 4.45&#949; (Mean = 0.814&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 44.5&#949; (Mean = 10.1&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 3.85&#949; (Mean = 0.791&#949;)</span>
</p>
</td>
</tr>
</tbody>
</table></div>
</div>
<br class="table-break"><div class="table">
<a name="math_toolkit.sf_beta.ibeta_function.table_ibetac"></a><p class="title"><b>Table&#160;8.19.&#160;Error rates for ibetac</b></p>
<div class="table-contents"><table class="table" summary="Error rates for ibetac">
<colgroup>
<col>
<col>
<col>
<col>
<col>
</colgroup>
<thead><tr>
<th>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> double
</p>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> long double
</p>
</th>
<th>
<p>
Sun compiler version 0x5150<br> Sun Solaris<br> long double
</p>
</th>
<th>
<p>
Microsoft Visual C++ version 14.1<br> Win32<br> double
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
Incomplete Beta Function: Small Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span><br> <br> (<span class="emphasis"><em>Rmath
3.2.3:</em></span> Max = 22.4&#949; (Mean = 3.67&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 10.6&#949; (Mean = 2.22&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 13.8&#949; (Mean = 2.68&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 6.94&#949; (Mean = 1.71&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Medium Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span><br> <br> (<span class="emphasis"><em>Rmath
3.2.3:</em></span> Max = 204&#949; (Mean = 25.8&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 73.9&#949; (Mean = 11.2&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 132&#949; (Mean = 19.8&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 56.7&#949; (Mean = 14.3&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Large and Diverse Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.981&#949; (Mean = 0.0573&#949;)</span><br>
<br> (<span class="emphasis"><em>Rmath 3.2.3:</em></span> Max = 889&#949; (Mean = 68.4&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 3.45e+04&#949; (Mean = 1.32e+03&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 6.31e+04&#949; (Mean = 2.04e+03&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.88e+03&#949; (Mean = 82.7&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Small Integer Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span><br> <br> (<span class="emphasis"><em>Rmath
3.2.3:</em></span> Max = 84.6&#949; (Mean = 18&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 5.34&#949; (Mean = 1.11&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 107&#949; (Mean = 17.1&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 6.37&#949; (Mean = 1.03&#949;)</span>
</p>
</td>
</tr>
</tbody>
</table></div>
</div>
<br class="table-break"><div class="table">
<a name="math_toolkit.sf_beta.ibeta_function.table_beta_incomplete_"></a><p class="title"><b>Table&#160;8.20.&#160;Error rates for beta (incomplete)</b></p>
<div class="table-contents"><table class="table" summary="Error rates for beta (incomplete)">
<colgroup>
<col>
<col>
<col>
<col>
<col>
</colgroup>
<thead><tr>
<th>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> double
</p>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> long double
</p>
</th>
<th>
<p>
Sun compiler version 0x5150<br> Sun Solaris<br> long double
</p>
</th>
<th>
<p>
Microsoft Visual C++ version 14.1<br> Win32<br> double
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
Incomplete Beta Function: Small Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 11.1&#949; (Mean = 2.32&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 18.7&#949; (Mean = 3.19&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 9.94&#949; (Mean = 2.17&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Medium Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.568&#949; (Mean = 0.0254&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 69.2&#949; (Mean = 13.4&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 174&#949; (Mean = 25&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 90&#949; (Mean = 12.7&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Large and Diverse Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.999&#949; (Mean = 0.0325&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 6.84e+04&#949; (Mean = 2.76e+03&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 6.86e+04&#949; (Mean = 2.79e+03&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 633&#949; (Mean = 29.7&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Small Integer Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.786&#949; (Mean = 0.0323&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 11.6&#949; (Mean = 3.6&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 51.8&#949; (Mean = 11&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 26&#949; (Mean = 6.28&#949;)</span>
</p>
</td>
</tr>
</tbody>
</table></div>
</div>
<br class="table-break"><div class="table">
<a name="math_toolkit.sf_beta.ibeta_function.table_betac"></a><p class="title"><b>Table&#160;8.21.&#160;Error rates for betac</b></p>
<div class="table-contents"><table class="table" summary="Error rates for betac">
<colgroup>
<col>
<col>
<col>
<col>
<col>
</colgroup>
<thead><tr>
<th>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> double
</p>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> long double
</p>
</th>
<th>
<p>
Sun compiler version 0x5150<br> Sun Solaris<br> long double
</p>
</th>
<th>
<p>
Microsoft Visual C++ version 14.1<br> Win32<br> double
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
Incomplete Beta Function: Small Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.676&#949; (Mean = 0.0302&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 9.92&#949; (Mean = 2.3&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 11.2&#949; (Mean = 2.94&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 8.94&#949; (Mean = 2.06&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Medium Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.949&#949; (Mean = 0.098&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 63.5&#949; (Mean = 13.5&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 97.6&#949; (Mean = 24.3&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 90.6&#949; (Mean = 14.8&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Large and Diverse Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.12&#949; (Mean = 0.0458&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.05e+05&#949; (Mean = 5.45e+03&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.04e+05&#949; (Mean = 5.46e+03&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 3.72e+03&#949; (Mean = 113&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
Incomplete Beta Function: Small Integer Values
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.586&#949; (Mean = 0.0314&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 11.1&#949; (Mean = 3.65&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 103&#949; (Mean = 17.4&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 26.2&#949; (Mean = 6.36&#949;)</span>
</p>
</td>
</tr>
</tbody>
</table></div>
</div>
<br class="table-break"><h5>
<a name="math_toolkit.sf_beta.ibeta_function.h3"></a>
<span class="phrase"><a name="math_toolkit.sf_beta.ibeta_function.testing"></a></span><a class="link" href="ibeta_function.html#math_toolkit.sf_beta.ibeta_function.testing">Testing</a>
</h5>
<p>
There are two sets of tests: spot tests compare values taken from <a href="http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=BetaRegularized" target="_top">Mathworld's
online function evaluator</a> with this implementation: they provide
a basic "sanity check" for the implementation, with one spot-test
in each implementation-domain (see implementation notes below).
</p>
<p>
Accuracy tests use data generated at very high precision (with <a href="http://shoup.net/ntl/doc/RR.txt" target="_top">NTL
RR class</a> set at 1000-bit precision), using the "textbook"
continued fraction representation (refer to the first continued fraction
in the implementation discussion below). Note that this continued fraction
is <span class="emphasis"><em>not</em></span> used in the implementation, and therefore we
have test data that is fully independent of the code.
</p>
<h5>
<a name="math_toolkit.sf_beta.ibeta_function.h4"></a>
<span class="phrase"><a name="math_toolkit.sf_beta.ibeta_function.implementation"></a></span><a class="link" href="ibeta_function.html#math_toolkit.sf_beta.ibeta_function.implementation">Implementation</a>
</h5>
<p>
This implementation is closely based upon <a href="http://portal.acm.org/citation.cfm?doid=131766.131776" target="_top">"Algorithm
708; Significant digit computation of the incomplete beta function ratios",
DiDonato and Morris, ACM, 1992.</a>
</p>
<p>
All four of these functions share a common implementation: this is passed
both x and y, and can return either p or q where these are related by:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta_inv5.svg"></span>
</p></blockquote></div>
<p>
so at any point we can swap a for b, x for y and p for q if this results
in a more favourable position. Generally such swaps are performed so that
we always compute a value less than 0.9: when required this can then be subtracted
from 1 without undue cancellation error.
</p>
<p>
The following continued fraction representation is found in many textbooks
but is not used in this implementation - it's both slower and less accurate
than the alternatives - however it is used to generate test data:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta5.svg"></span>
</p></blockquote></div>
<p>
The following continued fraction is due to <a href="http://portal.acm.org/citation.cfm?doid=131766.131776" target="_top">Didonato
and Morris</a>, and is used in this implementation when a and b are both
greater than 1:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta6.svg"></span>
</p></blockquote></div>
<p>
For smallish b and x then a series representation can be used:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta7.svg"></span>
</p></blockquote></div>
<p>
When b &lt;&lt; a then the transition from 0 to 1 occurs very close to x
= 1 and some care has to be taken over the method of computation, in that
case the following series representation is used:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta8.svg"></span>
</p></blockquote></div>
<p>
Where Q(a,x) is an <a href="http://functions.wolfram.com/GammaBetaErf/Gamma2/" target="_top">incomplete
gamma function</a>. Note that this method relies on keeping a table of
all the p<sub>n </sub> previously computed, which does limit the precision of the method,
depending upon the size of the table used.
</p>
<p>
When <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> are both small integers,
then we can relate the incomplete beta to the binomial distribution and use
the following finite sum:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta12.svg"></span>
</p></blockquote></div>
<p>
Finally we can sidestep difficult areas, or move to an area with a more efficient
means of computation, by using the duplication formulae:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta10.svg"></span>
</p></blockquote></div>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/ibeta11.svg"></span>
</p></blockquote></div>
<p>
The domains of a, b and x for which the various methods are used are identical
to those described in the <a href="http://portal.acm.org/citation.cfm?doid=131766.131776" target="_top">Didonato
and Morris TOMS 708 paper</a>.
</p>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright &#169; 2006-2019 Nikhar
Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
R&#229;de, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
Daryle Walker and Xiaogang Zhang<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
</p>
</div></td>
</tr></table>
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