math-php
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Logistic distribution https://en.wikipedia.org/wiki/Logistic_distribution. More...
Public Member Functions | |
__construct (float $μ, float $s) | |
Constructor. More... | |
pdf (float $x) | |
Probability density function. More... | |
cdf (float $x) | |
Cumulative distribution function From -∞ to x (lower CDF) More... | |
inverse (float $p) | |
Inverse CDF (quantile function) More... | |
mean () | |
Mean of the distribution. More... | |
median () | |
Median of the distribution. More... | |
mode () | |
Mode of the distribution. More... | |
variance () | |
Variance of the distribution. More... | |
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inverse (float $target) | |
The Inverse CDF of the distribution. More... | |
between (float $x₁, float $x₂) | |
CDF between - probability of being between two points, x₁ and x₂ The area under a continuous distribution, that lies between two specified points. More... | |
outside (float $x₁, float $x₂) | |
CDF outside - Probability of being below x₁ and above x₂. More... | |
above (float $x) | |
CDF above - Probability of being above x to ∞ Area under a continuous distribution, that lies above a specified point. More... | |
rand () | |
Produce a random number with a particular distribution. More... | |
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__construct (... $params) | |
Constructor. More... | |
Public Attributes | |
const | PARAMETER_LIMITS |
const | SUPPORT_LIMITS |
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const | GUESS_THRESHOLD = 10 |
const | GUESS_ALLOWANCE = 8 |
Protected Attributes | |
$μ | |
$s | |
Logistic distribution https://en.wikipedia.org/wiki/Logistic_distribution.
MathPHP\Probability\Distribution\Continuous\Logistic::__construct | ( | float | $μ, |
float | $s | ||
) |
Constructor.
float | $μ | shape parameter |
float | $s | shape parameter s > 0 |
MathPHP\Probability\Distribution\Continuous\Logistic::cdf | ( | float | $x | ) |
Cumulative distribution function From -∞ to x (lower CDF)
1 f(x; μ, s) = ----------------— / x - μ \ 1 + exp| - --— | \ s /
float | $x |
Implements MathPHP\Probability\Distribution\Continuous\ContinuousDistribution.
MathPHP\Probability\Distribution\Continuous\Logistic::inverse | ( | float | $p | ) |
Inverse CDF (quantile function)
/ p \ Q(p;μ,s) = μ + s ln| --— | \ 1 - p /
float | $p |
MathPHP\Probability\Distribution\Continuous\Logistic::mean | ( | ) |
Mean of the distribution.
μ = μ
Implements MathPHP\Probability\Distribution\Continuous\ContinuousDistribution.
MathPHP\Probability\Distribution\Continuous\Logistic::median | ( | ) |
Median of the distribution.
median = μ
MathPHP\Probability\Distribution\Continuous\Logistic::mode | ( | ) |
Mode of the distribution.
mode = μ
MathPHP\Probability\Distribution\Continuous\Logistic::pdf | ( | float | $x | ) |
Probability density function.
/ x - μ \ exp| - --— | \ s / f(x; μ, s) = --------------------— / / x - μ \ \ ² s| 1 + exp| - --— | | \ \ s / /
float | $x |
Implements MathPHP\Probability\Distribution\Continuous\ContinuousDistribution.
MathPHP\Probability\Distribution\Continuous\Logistic::variance | ( | ) |
Variance of the distribution.
s²π² var[X] = -— 3
const MathPHP\Probability\Distribution\Continuous\Logistic::PARAMETER_LIMITS |
const MathPHP\Probability\Distribution\Continuous\Logistic::SUPPORT_LIMITS |