tablepress / libraries / vendor / PhpSpreadsheet / Calculation / Statistical / Distributions / LogNormal.php

LogNormal.php in TablePress – Tables in WordPress made easy 3.4, at libraries/vendor/PhpSpreadsheet/Calculation/Statistical/Distributions/LogNormal.php

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1	<?php
2
3	namespace TablePress\PhpOffice\PhpSpreadsheet\Calculation\Statistical\Distributions;
4
5	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\ArrayEnabled;
6	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Exception;
7	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError;
8
9	class LogNormal
10	{
11	use ArrayEnabled;
12
13	/**
14	* LOGNORMDIST.
15	*
16	* Returns the cumulative lognormal distribution of x, where ln(x) is normally distributed
17	* with parameters mean and standard_dev.
18	*
19	* @param mixed $value Float value for which we want the probability
20	* Or can be an array of values
21	* @param mixed $mean Mean value as a float
22	* Or can be an array of values
23	* @param mixed $stdDev Standard Deviation as a float
24	* Or can be an array of values
25	*
26	* @return array<mixed>\|float\|string The result, or a string containing an error
27	* If an array of numbers is passed as an argument, then the returned result will also be an array
28	* with the same dimensions
29	*/
30	public static function cumulative($value, $mean, $stdDev)
31	{
32	if (is_array($value) \|\| is_array($mean) \|\| is_array($stdDev)) {
33	return self::evaluateArrayArguments([self::class, __FUNCTION__], $value, $mean, $stdDev);
34	}
35
36	try {
37	$value = DistributionValidations::validateFloat($value);
38	$mean = DistributionValidations::validateFloat($mean);
39	$stdDev = DistributionValidations::validateFloat($stdDev);
40	} catch (Exception $e) {
41	return $e->getMessage();
42	}
43
44	if (($value <= 0) \|\| ($stdDev <= 0)) {
45	return ExcelError::NAN();
46	}
47
48	return StandardNormal::cumulative((log($value) - $mean) / $stdDev);
49	}
50
51	/**
52	* LOGNORM.DIST.
53	*
54	* Returns the lognormal distribution of x, where ln(x) is normally distributed
55	* with parameters mean and standard_dev.
56	*
57	* @param mixed $value Float value for which we want the probability
58	* Or can be an array of values
59	* @param mixed $mean Mean value as a float
60	* Or can be an array of values
61	* @param mixed $stdDev Standard Deviation as a float
62	* Or can be an array of values
63	* @param mixed $cumulative Boolean value indicating if we want the cdf (true) or the pdf (false)
64	* Or can be an array of values
65	*
66	* @return array<mixed>\|float\|string The result, or a string containing an error
67	* If an array of numbers is passed as an argument, then the returned result will also be an array
68	* with the same dimensions
69	*/
70	public static function distribution($value, $mean, $stdDev, $cumulative = false)
71	{
72	if (is_array($value) \|\| is_array($mean) \|\| is_array($stdDev) \|\| is_array($cumulative)) {
73	return self::evaluateArrayArguments([self::class, __FUNCTION__], $value, $mean, $stdDev, $cumulative);
74	}
75
76	try {
77	$value = DistributionValidations::validateFloat($value);
78	$mean = DistributionValidations::validateFloat($mean);
79	$stdDev = DistributionValidations::validateFloat($stdDev);
80	$cumulative = DistributionValidations::validateBool($cumulative);
81	} catch (Exception $e) {
82	return $e->getMessage();
83	}
84
85	if (($value <= 0) \|\| ($stdDev <= 0)) {
86	return ExcelError::NAN();
87	}
88
89	if ($cumulative === true) {
90	return StandardNormal::distribution((log($value) - $mean) / $stdDev, true);
91	}
92
93	return (1 / (sqrt(2 * M_PI) * $stdDev * $value))
94	* exp(0 - ((log($value) - $mean) ** 2 / (2 * $stdDev ** 2)));
95	}
96
97	/**
98	* LOGINV.
99	*
100	* Returns the inverse of the lognormal cumulative distribution
101	*
102	* @param mixed $probability Float probability for which we want the value
103	* Or can be an array of values
104	* @param mixed $mean Mean Value as a float
105	* Or can be an array of values
106	* @param mixed $stdDev Standard Deviation as a float
107	* Or can be an array of values
108	*
109	* @return array<mixed>\|float\|string The result, or a string containing an error
110	* If an array of numbers is passed as an argument, then the returned result will also be an array
111	* with the same dimensions
112	*
113	* @TODO Try implementing P J Acklam's refinement algorithm for greater
114	* accuracy if I can get my head round the mathematics
115	* (as described at) http://home.online.no/~pjacklam/notes/invnorm/
116	*/
117	public static function inverse($probability, $mean, $stdDev)
118	{
119	if (is_array($probability) \|\| is_array($mean) \|\| is_array($stdDev)) {
120	return self::evaluateArrayArguments([self::class, __FUNCTION__], $probability, $mean, $stdDev);
121	}
122
123	try {
124	$probability = DistributionValidations::validateProbability($probability);
125	$mean = DistributionValidations::validateFloat($mean);
126	$stdDev = DistributionValidations::validateFloat($stdDev);
127	} catch (Exception $e) {
128	return $e->getMessage();
129	}
130
131	if ($stdDev <= 0) {
132	return ExcelError::NAN();
133	}
134	/** @var float $inverse */
135	$inverse = StandardNormal::inverse($probability);
136
137	return exp($mean + $stdDev * $inverse);
138	}
139	}
140