__  __    __   __  _____      _            _          _____ _          _ _ 
 |  \/  |   \ \ / / |  __ \    (_)          | |        / ____| |        | | |
 | \  / |_ __\ V /  | |__) | __ ___   ____ _| |_ ___  | (___ | |__   ___| | |
 | |\/| | '__|> <   |  ___/ '__| \ \ / / _` | __/ _ \  \___ \| '_ \ / _ \ | |
 | |  | | |_ / . \  | |   | |  | |\ V / (_| | ||  __/  ____) | | | |  __/ | |
 |_|  |_|_(_)_/ \_\ |_|   |_|  |_| \_/ \__,_|\__\___| |_____/|_| |_|\___V 2.1
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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);
    }
}

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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
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