18609231732

Committed 18 Oct 2025 12:27AM UTC coverage: 99.692% (-0.2%) from 99.921%

Build # 18609231732

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push

github

Committed by

markrogoyski

Commit Message

Update CHANGELOG.

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82.76

/src/Probability/Distribution/Continuous/Continuous.php

<?php

namespace MathPHP\Probability\Distribution\Continuous;

abstract class Continuous extends \MathPHP\Probability\Distribution\Distribution implements ContinuousDistribution
{
    protected const GUESS_THRESHOLD = 10;
    protected const GUESS_ALLOWANCE = 8;

    /**
     * The Inverse CDF of the distribution
     *
     * For example, if the calling class CDF definition is CDF($x, $d1, $d2)
     * than the inverse is called as inverse($target, $d1, $d2)
     *
     * @param float $target   The area for which we are trying to find the $x
     *
     * @todo check the parameter ranges.
     * @return int|float
     */
    public function inverse(float $target)
    {
        $initial = $this->mean();
        if (\is_nan($initial)) {
            $initial = $this->median();
        }

        $tolerance     = .0000000001;
        $dif           = $tolerance + 1;
        $guess         = $initial;
        $guess_history = [];

        while ($dif > $tolerance) {
            $y = $this->cdf($guess);

            // Since the CDF is the integral of the PDF, the PDF is the derivative of the CDF
            $slope = $this->pdf($guess);
            $del_y = $target - $y;
            $guess = $del_y / $slope + $guess;

            // Handle edge case of guesses flipping between two or more small numbers
            $guess_history["$guess"] = isset($guess_history["$guess"])
                ? $guess_history["$guess"] + 1
                : 0;
            if ($guess_history["$guess"] > self::GUESS_THRESHOLD) {
                $repeated_guesses = \array_filter(
                    $guess_history,
                    function ($repeated_guess) {
                        return $repeated_guess > self::GUESS_ALLOWANCE;
                    }
                );
                return \array_sum(\array_keys($repeated_guesses)) / \count($repeated_guesses);
            }

            $dif = \abs($del_y);
        }
        return $guess;
    }

    /**
     * CDF between - probability of being between two points, x₁ and x₂
     * The area under a continuous distribution, that lies between two specified points.
     *
     * P(between) = CDF($x₂) - CDF($x₁)
     *
     * @param float $x₁ Lower bound
     * @param float $x₂ Upper bound
     *
     * @return float
     */
    public function between(float $x₁, float $x₂): float
    {
        $upper_area = $this->cdf($x₂);
        $lower_area = $this->cdf($x₁);
        return $upper_area - $lower_area;
    }

    /**
     * CDF outside - Probability of being below x₁ and above x₂.
     * The area under a continuous distribution, that lies above and below two points.
     *
     * P(outside) = 1 - P(between) = 1 - (CDF($x₂) - CDF($x₁))
     *
     * @param float $x₁ Lower bound
     * @param float $x₂ Upper bound
     *
     * @return float
     */
    public function outside(float $x₁, float $x₂): float
    {
        return 1 - $this->between($x₁, $x₂);
    }

    /**
     * CDF above - Probability of being above x to ∞
     * Area under a continuous distribution, that lies above a specified point.
     *
     * P(above) = 1 - CDF(x)
     *
     * @param float $x
     *
     * @return float
     */
    public function above(float $x): float
    {
        return 1 - $this->cdf($x);
    }

    /**
     * Produce a random number with a particular distribution
     *
     * @return float
     *
     * @throws \Exception
     */
    public function rand()
    {
        return $this->inverse(\random_int(0, \PHP_INT_MAX) / \PHP_INT_MAX);
    }

    /**
     * @return int|float
     */
    abstract public function median();
}

1	<?php
2
3	namespace MathPHP\Probability\Distribution\Continuous;
4
5	abstract class Continuous extends \MathPHP\Probability\Distribution\Distribution implements ContinuousDistribution
6	{
7	protected const GUESS_THRESHOLD = 10;
8	protected const GUESS_ALLOWANCE = 8;
9
10	/**
11	* The Inverse CDF of the distribution
12	*
13	* For example, if the calling class CDF definition is CDF($x, $d1, $d2)
14	* than the inverse is called as inverse($target, $d1, $d2)
15	*
16	* @param float $target The area for which we are trying to find the $x
17	*
18	* @todo check the parameter ranges.
19	* @return int\|float
20	*/
21	public function inverse(float $target)
22	{
23	$initial = $this->mean();	422✔
24	if (\is_nan($initial)) {	422✔
25	$initial = $this->median();	8✔
26	}
27
28	$tolerance = .0000000001;	422✔
29	$dif = $tolerance + 1;	422✔
30	$guess = $initial;	422✔
31	$guess_history = [];	422✔
32
33	while ($dif > $tolerance) {	422✔
34	$y = $this->cdf($guess);	422✔
35
36	// Since the CDF is the integral of the PDF, the PDF is the derivative of the CDF
37	$slope = $this->pdf($guess);	422✔
38	$del_y = $target - $y;	422✔
39	$guess = $del_y / $slope + $guess;	422✔
40
41	// Handle edge case of guesses flipping between two or more small numbers
42	$guess_history["$guess"] = isset($guess_history["$guess"])	422✔
43	? $guess_history["$guess"] + 1	100✔
44	: 0;	422✔
45	if ($guess_history["$guess"] > self::GUESS_THRESHOLD) {	422✔
46	$repeated_guesses = \array_filter(	×
47	$guess_history,	×
48	function ($repeated_guess) {
49	return $repeated_guess > self::GUESS_ALLOWANCE;	×
50	}	×
51	);
52	return \array_sum(\array_keys($repeated_guesses)) / \count($repeated_guesses);	×
53	}
54
55	$dif = \abs($del_y);	422✔
56	}
57	return $guess;	422✔
58	}
59
60	/**
61	* CDF between - probability of being between two points, x₁ and x₂
62	* The area under a continuous distribution, that lies between two specified points.
63	*
64	* P(between) = CDF($x₂) - CDF($x₁)
65	*
66	* @param float $x₁ Lower bound
67	* @param float $x₂ Upper bound
68	*
69	* @return float
70	*/
71	public function between(float $x₁, float $x₂): float
72	{
73	$upper_area = $this->cdf($x₂);	95✔
74	$lower_area = $this->cdf($x₁);	95✔
75	return $upper_area - $lower_area;	95✔
76	}
77
78	/**
79	* CDF outside - Probability of being below x₁ and above x₂.
80	* The area under a continuous distribution, that lies above and below two points.
81	*
82	* P(outside) = 1 - P(between) = 1 - (CDF($x₂) - CDF($x₁))
83	*
84	* @param float $x₁ Lower bound
85	* @param float $x₂ Upper bound
86	*
87	* @return float
88	*/
89	public function outside(float $x₁, float $x₂): float
90	{
91	return 1 - $this->between($x₁, $x₂);	93✔
92	}
93
94	/**
95	* CDF above - Probability of being above x to ∞
96	* Area under a continuous distribution, that lies above a specified point.
97	*
98	* P(above) = 1 - CDF(x)
99	*
100	* @param float $x
101	*
102	* @return float
103	*/
104	public function above(float $x): float
105	{
106	return 1 - $this->cdf($x);	94✔
107	}
108
109	/**
110	* Produce a random number with a particular distribution
111	*
112	* @return float
113	*
114	* @throws \Exception
115	*/
116	public function rand()
117	{
118	return $this->inverse(\random_int(0, \PHP_INT_MAX) / \PHP_INT_MAX);	8✔
119	}
120
121	/**
122	* @return int\|float
123	*/
124	abstract public function median();
125	}

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