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);
}
예제 #2
1
 public static function normsinv($value)
 {
     return normsinv($value);
 }