PHPOffice /
PhpSpreadsheet
| @@ 1057-1101 (lines=45) @@ | ||
| 1054 | * @param float $degrees degrees of freedom |
|
| 1055 | * @return float |
|
| 1056 | */ |
|
| 1057 | public static function CHIINV($probability, $degrees) |
|
| 1058 | { |
|
| 1059 | $probability = Functions::flattenSingleValue($probability); |
|
| 1060 | $degrees = floor(Functions::flattenSingleValue($degrees)); |
|
| 1061 | ||
| 1062 | if ((is_numeric($probability)) && (is_numeric($degrees))) { |
|
| 1063 | $xLo = 100; |
|
| 1064 | $xHi = 0; |
|
| 1065 | ||
| 1066 | $x = $xNew = 1; |
|
| 1067 | $dx = 1; |
|
| 1068 | $i = 0; |
|
| 1069 | ||
| 1070 | while ((abs($dx) > PRECISION) && ($i++ < MAX_ITERATIONS)) { |
|
| 1071 | // Apply Newton-Raphson step |
|
| 1072 | $result = self::CHIDIST($x, $degrees); |
|
| 1073 | $error = $result - $probability; |
|
| 1074 | if ($error == 0.0) { |
|
| 1075 | $dx = 0; |
|
| 1076 | } elseif ($error < 0.0) { |
|
| 1077 | $xLo = $x; |
|
| 1078 | } else { |
|
| 1079 | $xHi = $x; |
|
| 1080 | } |
|
| 1081 | // Avoid division by zero |
|
| 1082 | if ($result != 0.0) { |
|
| 1083 | $dx = $error / $result; |
|
| 1084 | $xNew = $x - $dx; |
|
| 1085 | } |
|
| 1086 | // If the NR fails to converge (which for example may be the |
|
| 1087 | // case if the initial guess is too rough) we apply a bisection |
|
| 1088 | // step to determine a more narrow interval around the root. |
|
| 1089 | if (($xNew < $xLo) || ($xNew > $xHi) || ($result == 0.0)) { |
|
| 1090 | $xNew = ($xLo + $xHi) / 2; |
|
| 1091 | $dx = $xNew - $x; |
|
| 1092 | } |
|
| 1093 | $x = $xNew; |
|
| 1094 | } |
|
| 1095 | if ($i == MAX_ITERATIONS) { |
|
| 1096 | return Functions::NA(); |
|
| 1097 | } |
|
| 1098 | ||
| 1099 | return round($x, 12); |
|
| 1100 | } |
|
| 1101 | ||
| 1102 | return Functions::VALUE(); |
|
| 1103 | } |
|
| 1104 | ||
| @@ 3316-3360 (lines=45) @@ | ||
| 3313 | * @param float $degrees degrees of freedom |
|
| 3314 | * @return float |
|
| 3315 | */ |
|
| 3316 | public static function TINV($probability, $degrees) |
|
| 3317 | { |
|
| 3318 | $probability = Functions::flattenSingleValue($probability); |
|
| 3319 | $degrees = floor(Functions::flattenSingleValue($degrees)); |
|
| 3320 | ||
| 3321 | if ((is_numeric($probability)) && (is_numeric($degrees))) { |
|
| 3322 | $xLo = 100; |
|
| 3323 | $xHi = 0; |
|
| 3324 | ||
| 3325 | $x = $xNew = 1; |
|
| 3326 | $dx = 1; |
|
| 3327 | $i = 0; |
|
| 3328 | ||
| 3329 | while ((abs($dx) > PRECISION) && ($i++ < MAX_ITERATIONS)) { |
|
| 3330 | // Apply Newton-Raphson step |
|
| 3331 | $result = self::TDIST($x, $degrees, 2); |
|
| 3332 | $error = $result - $probability; |
|
| 3333 | if ($error == 0.0) { |
|
| 3334 | $dx = 0; |
|
| 3335 | } elseif ($error < 0.0) { |
|
| 3336 | $xLo = $x; |
|
| 3337 | } else { |
|
| 3338 | $xHi = $x; |
|
| 3339 | } |
|
| 3340 | // Avoid division by zero |
|
| 3341 | if ($result != 0.0) { |
|
| 3342 | $dx = $error / $result; |
|
| 3343 | $xNew = $x - $dx; |
|
| 3344 | } |
|
| 3345 | // If the NR fails to converge (which for example may be the |
|
| 3346 | // case if the initial guess is too rough) we apply a bisection |
|
| 3347 | // step to determine a more narrow interval around the root. |
|
| 3348 | if (($xNew < $xLo) || ($xNew > $xHi) || ($result == 0.0)) { |
|
| 3349 | $xNew = ($xLo + $xHi) / 2; |
|
| 3350 | $dx = $xNew - $x; |
|
| 3351 | } |
|
| 3352 | $x = $xNew; |
|
| 3353 | } |
|
| 3354 | if ($i == MAX_ITERATIONS) { |
|
| 3355 | return Functions::NA(); |
|
| 3356 | } |
|
| 3357 | ||
| 3358 | return round($x, 12); |
|
| 3359 | } |
|
| 3360 | ||
| 3361 | return Functions::VALUE(); |
|
| 3362 | } |
|
| 3363 | ||
