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<?php
declare(strict_types=1);
namespace Phpml\Math\Statistic;
class Gaussian
{
/**
* @var float
*/
protected $mean;
/**
* @var float
*/
protected $std;
public function __construct(float $mean, float $std)
{
$this->mean = $mean;
$this->std = $std;
}
/**
* Returns probability density of the given <i>$value</i>
*
* @return float|int
*/
public function pdf(float $value)
{
// Calculate the probability density by use of normal/Gaussian distribution
// Ref: https://en.wikipedia.org/wiki/Normal_distribution
$std2 = $this->std ** 2;
$mean = $this->mean;
return exp(-(($value - $mean) ** 2) / (2 * $std2)) / ((2 * $std2 * M_PI) ** .5);
}
/**
* Returns probability density value of the given <i>$value</i> based on
* given standard deviation and the mean
*/
public static function distributionPdf(float $mean, float $std, float $value): float
{
$normal = new self($mean, $std);
return $normal->pdf($value);
}
}
| Name | Type | Size | Permission | Actions |
|---|---|---|---|---|
| ANOVA.php | File | 4.17 KB | 0777 |
|
| Correlation.php | File | 880 B | 0777 |
|
| Covariance.php | File | 4.21 KB | 0777 |
|
| Gaussian.php | File | 1.08 KB | 0777 |
|
| Mean.php | File | 1.37 KB | 0777 |
|
| StandardDeviation.php | File | 1.33 KB | 0777 |
|
| Variance.php | File | 811 B | 0777 |
|