incbi

Inverse of incomplete beta integral.

SYNOPSIS:

double a, b, x, y, incbi();
x = incbi(a, b, y);

DESCRIPTION:

Given y, the function finds x such that:

incbet(a, b, x) = y .

The routine performs interval halving or Newton iterations to find the root of incbet(a,b,x) - y = 0.

ACCURACY:
                      Relative error:
                x     a,b
arithmetic   domain domain # trials    peak       rms
    IEEE      0,1    .5,10000   50000    5.8e-12   1.3e-13
    IEEE      0,1   .25,100    100000    1.8e-13   3.9e-15
    IEEE      0,1     0,5       50000    1.1e-12   5.5e-15
    VAX       0,1    .5,100     25000    3.5e-14   1.1e-15
With a and b constrained to half-integer or integer values:
    IEEE      0,1    .5,10000   50000    5.8e-12   1.1e-13
    IEEE      0,1    .5,100    100000    1.7e-14   7.9e-16
With a = .5, b constrained to half-integer or integer values:
    IEEE      0,1    .5,10000   10000    8.3e-11   1.0e-11