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Differences Between: [Versions 400 and 401] [Versions 400 and 402] [Versions 400 and 403]

   1  <?php
   2  
   3  namespace PhpOffice\PhpSpreadsheet\Calculation\Statistical\Distributions;
   4  
   5  use PhpOffice\PhpSpreadsheet\Calculation\Exception;
   6  use PhpOffice\PhpSpreadsheet\Calculation\Functions;
   7  
   8  class StudentT
   9  {
  10      private const MAX_ITERATIONS = 256;
  11  
  12      /**
  13       * TDIST.
  14       *
  15       * Returns the probability of Student's T distribution.
  16       *
  17       * @param mixed $value Float value for the distribution
  18       * @param mixed $degrees Integer value for degrees of freedom
  19       * @param mixed $tails Integer value for the number of tails (1 or 2)
  20       *
  21       * @return float|string The result, or a string containing an error
  22       */
  23      public static function distribution($value, $degrees, $tails)
  24      {
  25          $value = Functions::flattenSingleValue($value);
  26          $degrees = Functions::flattenSingleValue($degrees);
  27          $tails = Functions::flattenSingleValue($tails);
  28  
  29          try {
  30              $value = DistributionValidations::validateFloat($value);
  31              $degrees = DistributionValidations::validateInt($degrees);
  32              $tails = DistributionValidations::validateInt($tails);
  33          } catch (Exception $e) {
  34              return $e->getMessage();
  35          }
  36  
  37          if (($value < 0) || ($degrees < 1) || ($tails < 1) || ($tails > 2)) {
  38              return Functions::NAN();
  39          }
  40  
  41          return self::calculateDistribution($value, $degrees, $tails);
  42      }
  43  
  44      /**
  45       * TINV.
  46       *
  47       * Returns the one-tailed probability of the chi-squared distribution.
  48       *
  49       * @param mixed $probability Float probability for the function
  50       * @param mixed $degrees Integer value for degrees of freedom
  51       *
  52       * @return float|string The result, or a string containing an error
  53       */
  54      public static function inverse($probability, $degrees)
  55      {
  56          $probability = Functions::flattenSingleValue($probability);
  57          $degrees = Functions::flattenSingleValue($degrees);
  58  
  59          try {
  60              $probability = DistributionValidations::validateProbability($probability);
  61              $degrees = DistributionValidations::validateInt($degrees);
  62          } catch (Exception $e) {
  63              return $e->getMessage();
  64          }
  65  
  66          if ($degrees <= 0) {
  67              return Functions::NAN();
  68          }
  69  
  70          $callback = function ($value) use ($degrees) {
  71              return self::distribution($value, $degrees, 2);
  72          };
  73  
  74          $newtonRaphson = new NewtonRaphson($callback);
  75  
  76          return $newtonRaphson->execute($probability);
  77      }
  78  
  79      /**
  80       * @return float
  81       */
  82      private static function calculateDistribution(float $value, int $degrees, int $tails)
  83      {
  84          //    tdist, which finds the probability that corresponds to a given value
  85          //    of t with k degrees of freedom. This algorithm is translated from a
  86          //    pascal function on p81 of "Statistical Computing in Pascal" by D
  87          //    Cooke, A H Craven & G M Clark (1985: Edward Arnold (Pubs.) Ltd:
  88          //    London). The above Pascal algorithm is itself a translation of the
  89          //    fortran algoritm "AS 3" by B E Cooper of the Atlas Computer
  90          //    Laboratory as reported in (among other places) "Applied Statistics
  91          //    Algorithms", editied by P Griffiths and I D Hill (1985; Ellis
  92          //    Horwood Ltd.; W. Sussex, England).
  93          $tterm = $degrees;
  94          $ttheta = atan2($value, sqrt($tterm));
  95          $tc = cos($ttheta);
  96          $ts = sin($ttheta);
  97  
  98          if (($degrees % 2) === 1) {
  99              $ti = 3;
 100              $tterm = $tc;
 101          } else {
 102              $ti = 2;
 103              $tterm = 1;
 104          }
 105  
 106          $tsum = $tterm;
 107          while ($ti < $degrees) {
 108              $tterm *= $tc * $tc * ($ti - 1) / $ti;
 109              $tsum += $tterm;
 110              $ti += 2;
 111          }
 112  
 113          $tsum *= $ts;
 114          if (($degrees % 2) == 1) {
 115              $tsum = Functions::M_2DIVPI * ($tsum + $ttheta);
 116          }
 117  
 118          $tValue = 0.5 * (1 + $tsum);
 119          if ($tails == 1) {
 120              return 1 - abs($tValue);
 121          }
 122  
 123          return 1 - abs((1 - $tValue) - $tValue);
 124      }
 125  }