stdlib-js
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About stdlib...
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gammincinv
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Inverse of [incomplete gamma function][incomplete-gamma-function].
p and a it finds the x such that p = P(x, a).
The function can also be used to invert the upper incomplete gamma function, which is defined as follows:Again, for given
p and a the function returns the x which satisfies p = Q(x, a).
bash
npm install @stdlib/math-base-special-gammaincinv
javascript
var gammaincinv = require( '@stdlib/math-base-special-gammaincinv' );
#### gammaincinv( p, s[, upper ] )
Inverts the regularized incomplete gamma function. Contrary to the more commonly used definition, in this implementation the first argument is the probability p and the second argument is the scale factor a. By default, the function inverts the lower regularized incomplete gamma function, P(x,a). To invert the upper function instead, i.e. Q(x,a), set the upper argument to true.
javascript
var y = gammaincinv( 0.5, 2.0 );
// returns ~1.678
y = gammaincinv( 0.1, 10.0 );
// returns ~6.221
y = gammaincinv( 0.75, 3.0 );
// returns ~3.92
y = gammaincinv( 0.75, 3.0, true );
// returns ~1.727
If provided NaN as any argument, the function returns NaN.
javascript
var y = gammaincinv( NaN, 1.0 );
// returns NaN
y = gammaincinv( 0.5, NaN );
// returns NaN
If provided a value outside [0,1] for p, the function returns NaN.
javascript
var y = gammaincinv( 1.2, 1.0 );
// returns NaN
y = gammaincinv( -0.5, 1.0 );
// returns NaN
javascript
var randu = require( '@stdlib/random-base-randu' );
var gammaincinv = require( '@stdlib/math-base-special-gammaincinv' );
var a;
var i;
var p;
for ( i = 0; i < 100; i++ ) {
p = randu();
a = randu() * 50.0;
console.log( 'p: %d, \t a: %d, \t P^(-1)(p, a): %d', p.toFixed( 4 ), a.toFixed( 4 ), gammaincinv( p, a ).toFixed( 4 ) );
}
@stdlib/math-base/special/gamma][@stdlib/math/base/special/gamma]: gamma function.
- [@stdlib/math-base/special/gamma1pm1][@stdlib/math/base/special/gamma1pm1]: compute gamma(x+1) - 1.
- [@stdlib/math-base/special/gammainc][@stdlib/math/base/special/gammainc]: incomplete gamma function.
- [@stdlib/math-base/special/gammaln][@stdlib/math/base/special/gammaln]: natural logarithm of the gamma function.
