Question

we used in the past the Extreme Numerics library from Extreme Optimization
(http://www.extremeoptimization.com) for our calculation kernel.

We need now the BETA INV function which is not included in such library.

Can anybody suggest any commercial level alternative to the mentioned one?

Freeware (if any) or open source which could be included in production’s company internal software would be ok as well, as long as it can be used from C# and .NET 4 and is mature enough.

Thanks!

Answer 1

The equivalent of Excel’s BETAINV function

BETAINV(p, alpha, beta, A, B)

using Numerics.NET (formerly Extreme Optimization Numerical Libraries for .NET) is:

using Extreme.Statistics.Distributions;
// ...
new BetaDistribution(alpha, beta, A, B).InverseDistributionFunction(p);