phpOMS/Math/Stochastic/Distribution/BernoulliDistribution.php

210 lines
3.7 KiB
PHP

<?php
/**
* Orange Management
*
* PHP Version 7.4
*
* @package phpOMS\Math\Stochastic\Distribution
* @copyright Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link https://orange-management.org
*/
declare(strict_types=1);
namespace phpOMS\Math\Stochastic\Distribution;
/**
* Bernulli distribution.
*
* @package phpOMS\Math\Stochastic\Distribution
* @license OMS License 1.0
* @link https://orange-management.org
* @since 1.0.0
*/
class BernoulliDistribution
{
/**
* Get probability mass function.
*
* @param float $p Value p
* @param int $k Value k
*
* @return float
*
* @throws \Exception
*
* @since 1.0.0
*/
public static function getPmf(float $p, int $k) : float
{
if ($k === 0) {
return 1 - $p;
} elseif ($k === 1) {
return $p;
}
throw new \Exception('wrong parameter');
}
/**
* Get cummulative distribution function.
*
* @param float $p Value p
* @param float $k Value k
*
* @return float
*
* @since 1.0.0
*/
public static function getCdf(float $p, float $k) : float
{
if ($k < 0) {
return 0;
} elseif ($k >= 1) {
return 1;
}
return 1 - $p;
}
/**
* Get mode.
*
* @param float $p Value p
*
* @return int
*
* @since 1.0.0
*/
public static function getMode(float $p) : int
{
if ($p === 0.5) {
return 0;
} elseif ($p > 0.5) {
return 1;
}
return 0;
}
/**
* Get expected value.
*
* @param float $p Value p
*
* @return float
*
* @since 1.0.0
*/
public static function getMean(float $p) : float
{
return $p;
}
/**
* Get median.
*
* @param float $p Value p
*
* @return float
*
* @since 1.0.0
*/
public static function getMedian(float $p) : float
{
if ($p === 0.5) {
return 0.5;
} elseif ($p > 0.5) {
return 1;
}
return 0.0;
}
/**
* Get variance.
*
* @param float $p Value p
*
* @return float
*
* @since 1.0.0
*/
public static function getVariance(float $p) : float
{
return $p * (1 - $p);
}
/**
* Get moment generating function.
*
* @param float $p Value p
* @param float $t Value t
*
* @return float
*
* @since 1.0.0
*/
public static function getMgf(float $p, float $t) : float
{
return (1 - $p) + $p * \exp($t);
}
/**
* Get skewness.
*
* @param float $p Value p
*
* @return float
*
* @since 1.0.0
*/
public static function getSkewness(float $p) : float
{
return (1 - 2 * $p) / \sqrt($p * (1 - $p));
}
/**
* Get entropy.
*
* @param float $p Value p
*
* @return float
*
* @since 1.0.0
*/
public static function getEntropy(float $p) : float
{
return -(1 - $p) * \log(1 - $p) - $p * \log($p);
}
/**
* Get Fisher information.
*
* @param float $p Value p
*
* @return float
*
* @since 1.0.0
*/
public static function getFisherInformation(float $p) : float
{
return 1 / ($p * (1 - $p));
}
/**
* Get Ex. kurtosis.
*
* @param float $p Value p
*
* @return float
*
* @since 1.0.0
*/
public static function getExKurtosis(float $p) : float
{
return (1 - 6 * $p * (1 - $p)) / ($p * (1 - $p));
}
}