function normsinv($y)
{
// Returns the inverse standard normal cumulative distribution ( 0<y<1 )
// ---------------------------------------
// Load tabulated values in an array
include "ndist_tabulated.php";
// Discriminate upon whether $y is between 0 and 1, then upon its position relative to 0.5
$y = number_format($y, 4);
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
$smaller = array();
while (list($key, $value) = each($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 = -normsinv(1 - $y);
}
return number_format($output, 4);
}
public static function normsinv($value)
{
return normsinv($value);
}
