A set of MATLAB functions for evaluating generalization performance in binary classification.
betaavginv(y, alpha1, beta1, alpha2, beta2)
% Inverse CDF of the sum of two independent random variables which are
% distributed according to Beta distributions.
%
% If the optimization fails, function returns NaN.
%
% Literature:
% K.H. Brodersen, C.S. Ong, K.E. Stephan, J.M. Buhmann (2010).
% The balanced accuracy and its posterior distribution. In: Proceedings
% of the 20th International Conference on Pattern Recognition.
% Kay H. Brodersen, ETH Zurich, Switzerland
% http://people.inf.ethz.ch/bkay/
% $Id: betaavginv.m 8245 2010-10-22 12:57:51Z bkay $
% -------------------------------------------------------------------------
function x = betaavginv(y, alpha1, beta1, alpha2, beta2)
try
x = fzero(@(z) betaavgcdf(z,alpha1,beta1,alpha2,beta2)-y, 0.5);
catch
disp(['Error occurred in BETAAVGINV']);
x = NaN;
end
end