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
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);