Where can I find simple beta cdf implementation.
- by Gacek
I need to use beta distribution and inverse beta distribution in my project.
There is quite good but complicated implementation in GSL, but I don't want to use such a big library only to get one function.
I would like to either, implement it on my own or link some simple library. Do you know any sources that could help me? I'm looking for any books/articles about numerical approximation of beta PDF, libraries where it could be implemented. Any other suggestions would be also appreciated.
Any programming language, but C++/C# preffered.