-
Notifications
You must be signed in to change notification settings - Fork 5
/
betaint.R
21 lines (19 loc) · 664 Bytes
/
betaint.R
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
### actuar: Actuarial Functions and Heavy Tailed Distributions
###
### The "beta integral"
###
### B(a, b; x) = Gamma(a + b) int_0^x t^(a-1) (1 - t)^(b-1) dt
###
### a > 0, b != -1, -2, ..., 0 < x < 1. This mathematical function is
### only used at the C level in the package. The R function therein
### provides an R interface just in case it could be useful.
###
### The function is *not* exported.
###
### See Appendix A of Klugman, Panjer and Willmot (2012), Loss Models,
### Fourth Edition, Wiley.
###
### AUTHOR: Vincent Goulet <[email protected]>
## see src/betaint.c
betaint <- function(x, a, b)
.External(C_actuar_do_betaint, x, a, b)