Cumulative Normal Distribution Calculation (PHP)

cumNormDist.php

<?

    /**
     * @param mixed $x
     * @return float|int
     */
    public function cumNormDist($x)
    {
        $b1 = 0.319381530;
        $b2 = -0.356563782;
        $b3 = 1.781477937;
        $b4 = -1.821255978;
        $b5 = 1.330274429;
        $p = 0.2316419;
        $c = 0.39894228;

        if ($x >= 0.0) {
            $t = 1.0 / (1.0 + $p * $x);

            return (1.0 - $c * exp(-$x * $x / 2.0) * $t *
                ($t * ($t * ($t * ($t * $b5 + $b4) + $b3) + $b2) + $b1));
        }

        $t = 1.0 / (1.0 - $p * $x);

        return ($c * exp(-$x * $x / 2.0) * $t *
            ($t * ($t * ($t * ($t * $b5 + $b4) + $b3) + $b2) + $b1));
    }