beta.hpp

Langue: en

Autres versions - même langue

Version: 383733 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/beta.hpp -

Beta and beta incomplete functions.

SYNOPSIS


#include <ql/math/distributions/gammadistribution.hpp>

Functions


Real betaFunction (Real z, Real w)

Real betaContinuedFraction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100)

Real incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100)
Incomplete Beta function.

Detailed Description

Beta and beta incomplete functions.

Author

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