/**
Returns the cumulative distribution function, the probability of getting the test value or something below it
@param float $x The test value
@param float $mu The location parameter. Default 0.0
@param float $variance The scale parameter. Default 1.0
@return float The probability
*/
static function getCdf($x, $mu = 0.0, $variance = 1.0)
{
return (1 + \PHPStats\Stats::erf(($x - $mu) / sqrt(2 * $variance))) / 2;
}
public function test_erf()
{
$this->assertEquals(0, round(Stats::erf(0), 7));
$this->assertEquals(0.5205, round(Stats::erf(0.5), 7));
$this->assertEquals(0.8427007, round(Stats::erf(1), 7));
$this->assertEquals(0.9661052999999999, round(Stats::erf(1.5), 7));
$this->assertEquals(0.9953221, round(Stats::erf(2), 7));
$this->assertEquals(0.9999993, round(Stats::erf(3.5), 7));
}
