Inverse incomplete gamma function.
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> Inverse of [incomplete gamma function][incomplete-gamma-function].
Computes the inverse of the lower [incomplete gamma function][incomplete-gamma-function]
Specifically, for given 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 uniform = require( '@stdlib/random-array-uniform' );
var logEachMap = require( '@stdlib/console-log-each-map' );
var gammaincinv = require( '@stdlib/math-base-special-gammaincinv' );
var opts = {
'dtype': 'float64'
};
var p = uniform( 100, 0.0, 1.0, opts );
var a = uniform( 100, 0.0, 50.0, opts );
logEachMap( 'p: %0.4f, \t a: %0.4f, \t P^(-1)(p, a): %0.4f', p, a, gammaincinv );
`
*
- [@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.
*
This package is part of [stdlib][stdlib], a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop [stdlib][stdlib], see the main project [repository][stdlib].
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---
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