Created
December 6, 2020 16:45
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Cumulative Normal Distribution Calculation (PHP)
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| <? | |
| /** | |
| * @param mixed $x | |
| * @return float|int | |
| */ | |
| public function cumNormDist($x) | |
| { | |
| $b1 = 0.319381530; | |
| $b2 = -0.356563782; | |
| $b3 = 1.781477937; | |
| $b4 = -1.821255978; | |
| $b5 = 1.330274429; | |
| $p = 0.2316419; | |
| $c = 0.39894228; | |
| if ($x >= 0.0) { | |
| $t = 1.0 / (1.0 + $p * $x); | |
| return (1.0 - $c * exp(-$x * $x / 2.0) * $t * | |
| ($t * ($t * ($t * ($t * $b5 + $b4) + $b3) + $b2) + $b1)); | |
| } | |
| $t = 1.0 / (1.0 - $p * $x); | |
| return ($c * exp(-$x * $x / 2.0) * $t * | |
| ($t * ($t * ($t * ($t * $b5 + $b4) + $b3) + $b2) + $b1)); | |
| } |
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