Created
December 6, 2020 15:58
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Calculate the ROC Curve values for the companies of the country (PHP)
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<? | |
public function calcCurve(): void | |
{ | |
// might take a while, preferred way is to add this to ini | |
ini_set('max_execution_time', 600); | |
$years = [ | |
'2006', | |
'2007', | |
'2008', | |
'2009', | |
'2010', | |
'2011', | |
'2012', | |
'2013', | |
'2014', | |
'2015', | |
'2016', | |
'2017', | |
'2018', | |
'2019', | |
]; | |
// get the X equation results for the country | |
$bankruptedCompaniesCount = Xequation::join('companies AS c', 'company_id', '=', 'c.id') | |
->where('c.country', '=', 'COUNTRY_NAME_HERE') | |
->where('c.type', '=', 'listed') | |
->where('c.bankrupted', '=', 'yes') | |
->count(); | |
$result = []; | |
$plus = 0.00; | |
for ($i = 1; $i <= 100; $i++) { | |
$count = 0; | |
$plus += 0.01; | |
foreach ($years as $year) { | |
// get the X equation results for the country | |
$normDist = Xequation::join('companies AS c', 'company_id', '=', 'c.id') | |
->where('c.country', '=', 'COUNTRY_NAME_HERE') | |
->where('c.type', '=', 'listed') | |
->where('year', '=', $year)->get() | |
->sortBy('z', SORT_NUMERIC); | |
$companyIds = $normDist->pluck('company_id')->unique()->count(); | |
$percentage = round($companyIds * $plus, 0, PHP_ROUND_HALF_DOWN); | |
$takenValues = $normDist->take($percentage); | |
$numberOfBankruptedCompanies = $takenValues->where('bankrupted', 'yes')->count(); | |
$count += $numberOfBankruptedCompanies; | |
} | |
$result[$i] = ($count / $bankruptedCompaniesCount) .';'; | |
} | |
print_r(['COUNTRY_NAME_HERE' => $result]); | |
} |
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