From 61c9bacb8051627a50cb9ad7013b14aba7b9a3a6 Mon Sep 17 00:00:00 2001
From: Dennis Eichhorn <spl1nnes.com@googlemail.com>
Date: Mon, 14 Aug 2023 16:39:53 +0000
Subject: [PATCH] fix cdf function + add icdf

---
 Math/Stochastic/Distribution/NormalDistribution.php | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/Math/Stochastic/Distribution/NormalDistribution.php b/Math/Stochastic/Distribution/NormalDistribution.php
index eee1a2d89..7cfabb853 100755
--- a/Math/Stochastic/Distribution/NormalDistribution.php
+++ b/Math/Stochastic/Distribution/NormalDistribution.php
@@ -101,7 +101,13 @@ final class NormalDistribution
      */
     public static function getCdf(float $x, float $mu, float $sig) : float
     {
-        return 1 / 2 * (1 + Functions::getErf(($x - $mu) / ($sig * \sqrt(2))));
+        return 0.5 * Functions::getErf(-($x - $mu) / ($sig * \sqrt(2)));
+    }
+
+    // AKA Quantile function and sometimes PPF
+    public static function getICdf(float $x, float $mu, float $sig) : float
+    {
+        return $mu - $sig * \sqrt(2) * Functions::getInvErfc(2 * $x);
     }
 
     /**