betacontinuedfraction(3)

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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