lib/distribution/beta/gsl.rb
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