← All changes | libraries/vendor/PhpSpreadsheet/Calculation/Statistical/Distributions/ChiSquared.php +13 -75 3.3.3 → 3.4 View file →

		@@ -49,9 +49,9 @@
49	49
50	50	return ExcelError::NAN();
51	51	}
52	52
53		- return 1 - (Gamma::incompleteGamma($degrees / 2, $value / 2) / Gamma::gammaValue($degrees / 2));
	53	+ return Gamma::regularizedGammaQ($degrees / 2, $value / 2);
54	54	}
55	55
56	56	/**
57	57	* CHIDIST.
		@@ -98,10 +98,18 @@
98	98
99	99	return 1 - (is_numeric($temp) ? $temp : 0);
100	100	}
101	101
102		- return ($value ** (($degrees / 2) - 1) * exp(-$value / 2))
103		- / ((2 ** ($degrees / 2)) * Gamma::gammaValue($degrees / 2));
	102	+ if ($value == 0.0) {
	103	+ if ($degrees === 2) {
	104	+ return 0.5;
	105	+ }
	106	+
	107	+ return ($degrees === 1) ? INF : 0.0;
	108	+ }
	109	+
	110	+ // Log domain, so large degrees of freedom cannot overflow Gamma(d/2).
	111	+ return exp((($degrees / 2) - 1) * log($value) - $value / 2 - ($degrees / 2) * M_LN2 - Gamma::logGamma($degrees / 2));
104	112	}
105	113
106	114	/**
107	115	* CHIINV.
		@@ -132,10 +140,9 @@
132	140	if ($degrees < 1) {
133	141	return ExcelError::NAN();
134	142	}
135	143
136		- $callback = fn (float $value): float => 1 - (Gamma::incompleteGamma($degrees / 2, $value / 2)
137		- / Gamma::gammaValue($degrees / 2));
	144	+ $callback = fn (float $value): float => Gamma::regularizedGammaQ($degrees / 2, $value / 2);
138	145
139	146	$newtonRaphson = new NewtonRaphson($callback);
140	147
141	148	return $newtonRaphson->execute($probability);
		@@ -258,76 +265,7 @@
258	265	}
259	266
260	267	private static function pchisq(float $chi2, int $degrees): float
261	268	{
262		- return self::gammp($degrees, 0.5 * $chi2);
263		- }
264		-
265		- private static function gammp(int $n, float $x): float
266		- {
267		- if ($x < 0.5 * $n + 1) {
268		- return self::gser($n, $x);
269		- }
270		-
271		- return 1 - self::gcf($n, $x);
272		- }
273		-
274		- // Return the incomplete gamma function P(n/2,x) evaluated by
275		- // series representation. Algorithm from numerical recipe.
276		- // Assume that n is a positive integer and x>0, won't check arguments.
277		- // Relative error controlled by the eps parameter
278		- private static function gser(int $n, float $x): float
279		- {
280		- /** @var float $gln */
281		- $gln = Gamma::ln($n / 2);
282		- $a = 0.5 * $n;
283		- $ap = $a;
284		- $sum = 1.0 / $a;
285		- $del = $sum;
286		- for ($i = 1; $i < 101; ++$i) {
287		- ++$ap;
288		- $del = $del * $x / $ap;
289		- $sum += $del;
290		- if ($del < $sum * self::EPS) {
291		- break;
292		- }
293		- }
294		-
295		- return $sum * exp(-$x + $a * log($x) - $gln);
296		- }
297		-
298		- // Return the incomplete gamma function Q(n/2,x) evaluated by
299		- // its continued fraction representation. Algorithm from numerical recipe.
300		- // Assume that n is a postive integer and x>0, won't check arguments.
301		- // Relative error controlled by the eps parameter
302		- private static function gcf(int $n, float $x): float
303		- {
304		- /** @var float $gln */
305		- $gln = Gamma::ln($n / 2);
306		- $a = 0.5 * $n;
307		- $b = $x + 1 - $a;
308		- $fpmin = 1.e-300;
309		- $c = 1 / $fpmin;
310		- $d = 1 / $b;
311		- $h = $d;
312		- for ($i = 1; $i < 101; ++$i) {
313		- $an = -$i * ($i - $a);
314		- $b += 2;
315		- $d = $an * $d + $b;
316		- if (abs($d) < $fpmin) {
317		- $d = $fpmin;
318		- }
319		- $c = $b + $an / $c;
320		- if (abs($c) < $fpmin) {
321		- $c = $fpmin;
322		- }
323		- $d = 1 / $d;
324		- $del = $d * $c;
325		- $h = $h * $del;
326		- if (abs($del - 1) < self::EPS) {
327		- break;
328		- }
329		- }
330		-
331		- return $h * exp(-$x + $a * log($x) - $gln);
	269	+ return Gamma::regularizedGammaP($degrees / 2, 0.5 * $chi2);
332	270	}
333	271	}