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@alejandrofloresm
alejandrofloresm / NormSInv.php
Last active August 10, 2023 15:57
Implementation of the function NORMSINV of EXCEL in PHP
<?php
/**
* Returns the inverse of the standard normal cumulative distribution.
* The distribution has a mean of zero and a standard deviation of one.
* Resources:
* http://board.phpbuilder.com/showthread.php?10367349-PHP-NORMSINV
* http://www.source-code.biz/snippets/vbasic/9.htm
* @param integer $week number of week
* @return float sales
*/
@kmpm
kmpm / norminv.js
Last active March 17, 2022 16:00
Compute the quantile function for the normal distribution. - like Excel NORMINV
/// Original C++ implementation found at http://www.wilmott.com/messageview.cfm?catid=10&threadid=38771
/// C# implementation found at http://weblogs.asp.net/esanchez/archive/2010/07/29/a-quick-and-dirty-implementation-of-excel-norminv-function-in-c.aspx
/*
* Compute the quantile function for the normal distribution.
*
* For small to moderate probabilities, algorithm referenced
* below is used to obtain an initial approximation which is
* polished with a final Newton step.
*
* For very large arguments, an algorithm of Wichura is used.