Any libraries that provide betainv for C++

Question

Does anyone know of any libraries that provide the betainv function in c++?

The betainv(x,a,b) computes the xth quantile of a beta distribution with parameters a,b

Answer 1

The Boost C++ Libraries have a beta distribution, and all boost distributions include the inverse cumulative density function: Quantile.

e.g.

double probability=...;
beta_distribution<> mybeta(2, 5);
cout << quantile(mybeta, probability);

Answer 2

I'm not sure, but I believe that API of Wolfram Mathematica, MatLab or R should provide such method.