Equivalent of beta functions
5 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
Hi!
I'd like to use the Matlab functions betapdf and betacdf, but I do not have access to the statistical toolbox of Matlab. Do you know if someone has developed an equivalent of these function, that can achieve calculation for high values of alpha and beta rather robustly?
Thanks!
Martin
0 Commenti
Risposte (3)
Youssef Khmou
il 21 Giu 2013
Modificato: Youssef Khmou
il 21 Giu 2013
hi,
Concerning the function beta, you can use the gamma function, do you have access to the gamma function? anyway:
BETA(x,y)=Gamma(x)*gamma(y)/gamma(x+y)
Write your own function :
function y=myBeta(x,y)
y=gamma(x)*gamma(y)./(gamma(y+x))
If you do not have the gamma function you can quickly write your own defined gamma using factorial or prod functions which a restriction that it will be correct only for INTEGER inputs :
gamma(n+1)=n! n in N
0 Commenti
Roger Stafford
il 21 Giu 2013
The 'betainc' function in the regular matlab package computes the same function as 'betacdf' in the Statistics Toolbox. As for 'betapdf', you can use the 'beta' function together with your own expression:
y = 1/beta(a,b)*x^(a-1)*(1-x)^(b-1)
to achieve the equivalent of 'betapdf'.
In case it is of interest, you can even obtain the equivalent of 'betarnd' of the Statistics Toolbox using the regular package's 'betaincinv' along with the 'rand' function:
betaincinv(rand,a,b)
2 Commenti
Roger Stafford
il 24 Giu 2013
Use this formula for betapdf(x,a,b) to handle a larger range of a and b values:
y = exp(-betaln(a,b)+(a-1)*log(x)+(b-1)*log(1-x));
The function 'betaln' is in the regular matlab package.
Vedere anche
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!