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Returns the inverse standard normal cumulative distribution ( 0<y<1 ) (PHP)
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| <? | |
| /** | |
| * @param mixed $y | |
| * @return string | |
| */ | |
| public function normDistInv($y) | |
| { | |
| // Load tabulated values in an array | |
| $values = config('table'); | |
| // Discriminate upon whether $y is between 0 and 1, then upon its position relative to 0.5 | |
| $y = number_format($y, 2); | |
| if ($y <= 0 || $y >= 1) { | |
| $output = false; | |
| } elseif ($y <= 0.5) { | |
| // find the largest index which value is smaller than $y: | |
| // filter array for values higher than $y | |
| $smaller = []; | |
| while (list($key, $value) = $this->myEach($values)) { | |
| if ($value <= $y) { | |
| $smaller[$key] = $value; | |
| } | |
| } | |
| // order $values in decreasing terms of the $values | |
| krsort($smaller, SORT_NUMERIC); | |
| reset($smaller); | |
| $x1 = (string) key($smaller); | |
| $x2 = (string) ($x1 + 0.01); | |
| // interpolate | |
| $output = $x1 + ($y - $values[$x1]) / ($values[$x2] - $values[$x1]) * 0.01; | |
| } else { | |
| // meaning $x between 0.5 and 1 | |
| $output = -$this->normDistInv(1 - $y); | |
| } | |
| return number_format($output, 4); | |
| } |
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