/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file beta.hpp

    \brief Beta and beta incomplete functions

*/

#ifndef quantlib_math_beta_h

#define quantlib_math_beta_h

#include <ql/math/distributions/gammadistribution.hpp>

namespace QuantLib {

    inline Real betaFunction(Real z, Real w) {

    return std::exp(GammaFunction().logValue(z) +

                    GammaFunction().logValue(w) -

                    GammaFunction().logValue(z+w));

    }

    Real betaContinuedFraction(Real a,

                               Real b,

                               Real x,

                               Real accuracy = 1e-16,

                               Integer maxIteration = 100);

    //! Incomplete Beta function

    /*! Incomplete Beta function

        The implementation of the algorithm was inspired by

        "Numerical Recipes in C", 2nd edition,

        Press, Teukolsky, Vetterling, Flannery, chapter 6

    */

    Real incompleteBetaFunction(Real a,

                                Real b,

                                Real x,

                                Real accuracy = 1e-16,

                                Integer maxIteration = 100);

}

#endif