51 lines
1.1 KiB
PHP
51 lines
1.1 KiB
PHP
<?php
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declare(strict_types=1);
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namespace Phpml\Math\Statistic;
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class Gaussian
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{
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/**
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* @var float
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*/
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protected $mean;
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/**
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* @var float
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*/
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protected $std;
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public function __construct(float $mean, float $std)
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{
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$this->mean = $mean;
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$this->std = $std;
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}
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/**
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* Returns probability density of the given <i>$value</i>
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*
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* @return float|int
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*/
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public function pdf(float $value)
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{
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// Calculate the probability density by use of normal/Gaussian distribution
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// Ref: https://en.wikipedia.org/wiki/Normal_distribution
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$std2 = $this->std ** 2;
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$mean = $this->mean;
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return exp(-(($value - $mean) ** 2) / (2 * $std2)) / ((2 * $std2 * M_PI) ** .5);
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}
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/**
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* Returns probability density value of the given <i>$value</i> based on
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* given standard deviation and the mean
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*/
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public static function distributionPdf(float $mean, float $std, float $value): float
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{
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$normal = new self($mean, $std);
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return $normal->pdf($value);
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}
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}
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