function normsdist($x)
{
// Returns the standard normal cumulative distribution
// ---------------------------------------
// Load tabulated values in an array
include "ndist_tabulated.php";
// Discriminate upon the absolute value, then the sign of $x
$x = number_format($x, 2);
if (abs($x) >= 3.09) {
$output = 0;
} elseif ($x == 0) {
$output = 0.5;
} elseif ($x < 0) {
// find higher boundary (next highest value with 2 decimals)
$x2 = number_format(ceil(100 * $x) / 100, 2);
$x2 = (string) $x2;
// find lower boundary
$x1 = number_format($x2 - 0.01, 2);
$x1 = (string) $x1;
// linear interpolate
$output = $values[$x1] + ($values[$x2] - $values[$x1]) / 0.01 * ($x - $x1);
} else {
// if x>0
$output = 1 - normsdist(-$x);
}
return number_format($output, 4);
}
function normsinv($y)
{
// code adapted from http://www.ozgrid.com/forum/showthread.php?t=20261
if ($y < 9.999999999999999E-21) {
return -5.0;
}
if ($y >= 1.0) {
return 5.0;
}
$x = 0.0;
$incr = $y - 0.5;
while (abs($incr) > 1.0E-7) {
if (abs($incr) < 0.0001 && ($x <= -5.0 || $x >= 5.0)) {
break;
}
$x += $incr;
$tst = normsdist($x);
if ($tst > $y && $incr > 0 || $tst < $y && $incr < 0) {
$incr *= -0.5;
}
}
return $x;
}
public static function normsdist($value)
{
return normsdist($value);
}