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beta.der

swMATH ID: 26373
Software Authors: Robert Boik; James Robinson-Cox
Description: Derivatives of the Incomplete Beta Function. The incomplete beta function is defined as where Beta(p, q) is the beta function. Dutka (1981) gave a history of the development and numerical evaluation of this function. In this article, an algorithm for computing first and second derivatives of Ix,p,q with respect to p and q is described. The algorithm is useful, for example, when fitting parameters to a censored beta, truncated beta, or a truncated beta-binomial model.
Homepage: https://www.jstatsoft.org/v003/i01
Keywords: Beta Function; Censored beta; Continued fractions; Truncated beta; Truncated beta-binomial; Journal of Statistical Software
Related Software: AS 189; AS 121; AS 187; SPECFUN; AS 284; VineCopula; R
Cited in: 3 Documents

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