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fib_quant/
beta_inv.rs

1use statrs::distribution::{Beta, ContinuousCDF};
2
3use crate::{FibQuantError, Result};
4
5/// Inverse CDF for a Beta distribution, with fail-closed bounds checking.
6pub fn beta_inv(q: f64, alpha: f64, beta: f64) -> Result<f64> {
7    if !(0.0..=1.0).contains(&q)
8        || !alpha.is_finite()
9        || !beta.is_finite()
10        || alpha <= 0.0
11        || beta <= 0.0
12    {
13        return Err(FibQuantError::NumericalFailure(format!(
14            "invalid beta inverse inputs q={q}, alpha={alpha}, beta={beta}"
15        )));
16    }
17    let dist = Beta::new(alpha, beta)
18        .map_err(|err| FibQuantError::NumericalFailure(format!("beta distribution: {err}")))?;
19    Ok(dist.inverse_cdf(q).clamp(0.0, 1.0))
20}