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beta_quantile

Function beta_quantile 

Source
pub fn beta_quantile(p: f64, a: f64, b: f64) -> f64
Expand description

Quantile (inverse CDF) of a Beta distribution with shape parameters a > 0 and b > 0 at probability p: the value x in [0, 1] with I_x(a, b) = p, where I is the regularized incomplete beta.

p <= 0 maps to the support floor and p >= 1 to the support ceiling. A non-finite or non-positive shape yields NaN.