Contents

module Distribution
  module Beta
    module GSL_
      class << self
        # PDF.
        def pdf(x, a, b)
          GSL::Ran.beta_pdf(x.to_f, a.to_f, b.to_f)
        end

        # Beta cumulative distribution function (cdf).
        #
        # Returns the integral of Beta distribution
        # with parameters +a+ and +b+ over [0, x]
        #
        def cdf(x, a, b)
          GSL::Cdf.beta_P(x.to_f, a.to_f, b.to_f)
        end

        # Return the P-value of the corresponding integral with
        # k degrees of freedom
        def quantile(pr, a, b)
          GSL::Cdf.beta_Pinv(pr.to_f, a.to_f, b.to_f)
        end

        alias_method :p_value, :quantile
      end
    end
  end
end

Version data entries

1 entries across 1 versions & 1 rubygems

Version	Path
distribution-0.8.0	lib/distribution/beta/gsl.rb