phpOMS/Math/Stochastic/Distribution/PoissonDistribution.php

200 lines
4.0 KiB
PHP

<?php
/**
* Orange Management
*
* PHP Version 7.0
*
* @category TBD
* @package TBD
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @copyright 2013 Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link http://orange-management.com
*/
namespace phpOMS\Math\Stochastic\Distribution;
use phpOMS\Math\Functions;
/**
* Well known functions class.
*
* @category Framework
* @package phpOMS\DataStorage\Database
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @license OMS License 1.0
* @link http://orange-management.com
* @since 1.0.0
*/
class PoissonDistribution
{
/**
* Get density.
*
* Formula: e^(k * ln(lambda) - lambda - log(gamma(k+1))
*
* @param int $k
* @param float $lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getPmf(int $k, float $lambda) : float
{
return exp($k * log($lambda) - $lambda - log(Functions::getGammaInteger($k + 1)));
}
/**
* Get cumulative distribution function.
*
* @param int $k
* @param float $lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getCdf(int $k, float $lambda) : float
{
$sum = 0.0;
for ($i = 0; $i < $k + 1; $i++) {
$sum += pow($lambda, $i) / Functions::fact($i);
}
return exp(-$lambda) * $sum;
}
/**
* Get mode.
*
* @param float $lambda Lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getMode(float $lambda) : float
{
return floor($lambda);
}
/**
* Get expected value.
*
* @param float $lambda Lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getMean(float $lambda) : float
{
return $lambda;
}
/**
* Get expected value.
*
* @param float $lambda Lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getMedian(float $lambda) : float
{
return floor($lambda + 1 / 3 - 0.02 / $lambda);
}
/**
* Get variance.
*
* @param float $lambda Lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getVariance(float $lambda) : float
{
return $lambda;
}
/**
* Get moment generating function.
*
* @param float $lambda
* @param float $t
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getMgf(float $lambda, float $t) : float
{
return exp($lambda * (exp($t) - 1));
}
/**
* Get skewness.
*
* @param float $lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getSkewness(float $lambda) : float
{
return pow($lambda, -1 / 2);
}
/**
* Get Fisher information.
*
* @param float $lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getFisherInformation(float $lambda) : float
{
return pow($lambda, -1);
}
/**
* Get Ex. kurtosis.
*
* @param float $lambda
*
* @return float
*
* @since 1.0.0
* @author Dennis Eichhorn <d.eichhorn@oms.com>
*/
public static function getExKurtosis(float $lambda) : float
{
return pow($lambda, -1);
}
public static function getRandom()
{
}
}