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@thijzert thijzert/stats.inc
Created Jun 11, 2012

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Statistical simulations in PHP
<?php
class St
{
/**
* Generate a random number in the interval (0,1).
*
* Using the parameters $closed_left and/or $closed_right, the interval may
* be closed to [0,1), (0,1], or [0,1].
**/
public static function uniform( $closed_left = false, $closed_right = false )
{
// A large prime for the denominator
$D = 17638261;
$l = $closed_left ? 0 : 1;
$r = $closed_right ? $D : $D-1;
return mt_rand( $l, $r ) / $D;
}
/**
* Generate a random variable with a Gauss distribution
**/
public static function normal( $mu = 0, $sigma = 1 )
{
if ( count(self::$_norm_buffer) == 0 )
self::_fill_norm_buffer();
return ( $sigma * array_shift(self::$_norm_buffer) ) + $mu;
}
private static $_norm_buffer = array();
/**
* Generate two random variables with standard Gauss distribution, using
* the Box-Muller method.
**/
private static function _fill_norm_buffer()
{
$U = self::uniform();
$V = self::uniform();
self::$_norm_buffer[] = sqrt(-2*log($U)) * cos(2*M_PI*$V);
self::$_norm_buffer[] = sqrt(-2*log($U)) * sin(2*M_PI*$V);
}
/**
* Generate a random variable with an exponential distribution,
* with mean ( 1/$lambda ).
**/
public static function exponential( $lambda = 1 )
{
return ( -1*log(self::uniform()) ) / $lambda;
}
}
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