IncBeta: Incomplete Beta function of a matrix argument

In stla/HypergeoMatRcpp: Hypergeometric Function of a Matrix Argument

Description

Evaluates the incomplete Beta function of a matrix argument.

Usage

IncBeta(m, a, b, x)

Arguments

m	truncation weight of the summation, a positive integer
a, b	real parameters with a > (p-1)/2, b > (p-1)/2, where p is the dimension (the order of the matrix)
x	either a real positive symmetric matrix or a complex positive Hermitian matrix "smaller" than the identity matrix (i.e. I-x is positive), or a numeric vector, the eigenvalues of the matrix

Value

A real number.

References

A. K. Gupta and D. K. Nagar. Matrix variate distributions. Chapman and Hall, 1999.

Examples

# for a scalar x, this is the incomplete Beta function:
a <- 2; b <- 3
x <- 0.75
IncBeta(m = 15, a, b, x)
gsl::beta_inc(a, b, x)

stla/HypergeoMatRcpp documentation built on Nov. 5, 2019, 9:39 a.m.