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Returns the inverse standard normal cumulative distribution ( 0<y<1 ) (PHP)
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<? | |
/** | |
* @param mixed $y | |
* @return string | |
*/ | |
public function normDistInv($y) | |
{ | |
// Load tabulated values in an array | |
$values = config('table'); | |
// Discriminate upon whether $y is between 0 and 1, then upon its position relative to 0.5 | |
$y = number_format($y, 2); | |
if ($y <= 0 || $y >= 1) { | |
$output = false; | |
} elseif ($y <= 0.5) { | |
// find the largest index which value is smaller than $y: | |
// filter array for values higher than $y | |
$smaller = []; | |
while (list($key, $value) = $this->myEach($values)) { | |
if ($value <= $y) { | |
$smaller[$key] = $value; | |
} | |
} | |
// order $values in decreasing terms of the $values | |
krsort($smaller, SORT_NUMERIC); | |
reset($smaller); | |
$x1 = (string) key($smaller); | |
$x2 = (string) ($x1 + 0.01); | |
// interpolate | |
$output = $x1 + ($y - $values[$x1]) / ($values[$x2] - $values[$x1]) * 0.01; | |
} else { | |
// meaning $x between 0.5 and 1 | |
$output = -$this->normDistInv(1 - $y); | |
} | |
return number_format($output, 4); | |
} |
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