Reputation: 1166
I know about the cuda math library, and the cuda 4.1 toolkit version has good stuff like the gamma and bessel functions. I need the regularized incomplete beta function (a.k.a the cumulative distribution function for the beta probability distribution). Is this available in any open source library?
Upvotes: 1
Views: 1106
Reputation: 26085
I don't know enough about statistical functions, but it looks like the function incbet() in the Cephes library may be a reasonable starting point. The Cephes library has an excellent reputation, and sources are readily available via Netlib. See http://www.netlib.org/cephes
Inside the archive cprob.tgz there is a file incbet.c which contains the source for incbet().
Upvotes: 1