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https://github.com/PHPOffice/PhpSpreadsheet.git
synced 2026-08-31 12:40:00 +00:00
Vincent Gao
f687d261e8
calculateInverse() treated a CDF value of exactly 0.0 as "the guess is the root" and collapsed the bracket with $b = $a, ending the search. inverse() already rejects probability <= 0, so a CDF of 0.0 inside the bisection can only be a float64 underflow at a guess far below the root - never an exact hit. It is just an ordinary "guess too low" and belongs in the existing else branch. The underflow is reached whenever a probe lands many standard deviations from the mean, so the search collapses after two or three iterations and returns whichever midpoint it was holding. BETAINV(0.5, 5000, 5000) gave 0.25, though Beta(a, a) is symmetric and its median is exactly 0.5; BETAINV(0.5, 20000, 3) gave 0.5 against a true 0.99986. Onset is around alpha = 1080 for beta = 1, where the closed form 0.5 ** (1 / alpha) is available to check against. That test also happened to stop the search for shapes where incompleteBeta declines to evaluate at all and returns 0 for every x, so inverse() now rejects alpha + beta above that documented limit up front: the CDF is identically zero there, so no quantile exists to search for. Tests cover a shape x probability grid against scipy reference values plus three checks that need no external oracle: the symmetric median, the Beta(alpha, 1) closed form, and the BETADIST round trip / mirror identity.
116 lines
4.2 KiB
PHP
116 lines
4.2 KiB
PHP
<?php
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declare(strict_types=1);
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namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
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use PhpOffice\PhpSpreadsheet\Calculation\Calculation;
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class BetaInvTest extends AllSetupTeardown
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{
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#[\PHPUnit\Framework\Attributes\DataProvider('providerBETAINV')]
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public function testBETAINV(mixed $expectedResult, mixed ...$args): void
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{
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$this->runTestCaseReference('BETAINV', $expectedResult, ...$args);
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}
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public static function providerBETAINV(): array
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{
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return require 'tests/data/Calculation/Statistical/BETAINV.php';
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}
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#[\PHPUnit\Framework\Attributes\DataProvider('providerBetaInvArray')]
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public function testBetaInvArray(array $expectedResult, string $argument1, string $argument2, string $argument3): void
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{
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$calculation = Calculation::getInstance();
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$formula = "=BETAINV({$argument1}, {$argument2}, {$argument3})";
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$result = $calculation->calculateFormula($formula);
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self::assertEqualsWithDelta($expectedResult, $result, 1.0e-14);
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}
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public static function providerBetaInvArray(): array
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{
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return [
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'row/column vectors' => [
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[[0.24709953547, 0.346789605377], [0.215382947588, 0.307844847105]],
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'0.25',
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'{5, 7.5}',
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'{10; 12}',
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],
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];
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}
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/**
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* Beta(alpha, alpha) is symmetric about 0.5, so its median is exactly 0.5.
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*/
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#[\PHPUnit\Framework\Attributes\DataProvider('providerSymmetricShape')]
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public function testBetaInvMedianOfSymmetricDistribution(float $alpha): void
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{
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$result = Calculation::getInstance()->calculateFormula("=BETAINV(0.5, $alpha, $alpha)");
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self::assertEqualsWithDelta(0.5, $result, 1.0e-12);
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}
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public static function providerSymmetricShape(): array
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{
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$cases = [];
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foreach ([0.5, 2, 20, 200, 1000, 2000, 5000, 10000, 20000, 100000] as $alpha) {
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$cases["alpha = beta = $alpha"] = [(float) $alpha];
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}
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return $cases;
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}
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/**
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* The Beta(alpha, 1) CDF is x ** alpha, so its inverse is probability ** (1 / alpha).
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*/
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#[\PHPUnit\Framework\Attributes\DataProvider('providerClosedForm')]
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public function testBetaInvClosedFormForBetaOne(float $probability, float $alpha): void
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{
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$result = Calculation::getInstance()->calculateFormula("=BETAINV($probability, $alpha, 1)");
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self::assertEqualsWithDelta($probability ** (1 / $alpha), $result, 1.0e-12);
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}
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public static function providerClosedForm(): array
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{
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$cases = [];
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foreach ([0.001, 0.05, 0.25, 0.5, 0.9, 0.999] as $probability) {
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foreach ([1, 10, 500, 1100, 5000, 20000, 100000] as $alpha) {
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$cases["probability $probability, alpha $alpha"] = [$probability, (float) $alpha];
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}
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}
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return $cases;
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}
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/**
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* BETADIST must map the quantile BETAINV produced back onto the probability
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* it was asked for, and BETAINV(p, a, b) must mirror 1 - BETAINV(1 - p, b, a).
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*/
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#[\PHPUnit\Framework\Attributes\DataProvider('providerShapeGrid')]
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public function testBetaInvAgreesWithBetaDist(float $probability, float $alpha, float $beta): void
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{
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$calculation = Calculation::getInstance();
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$roundTrip = $calculation->calculateFormula("=BETADIST(BETAINV($probability, $alpha, $beta), $alpha, $beta)");
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self::assertEqualsWithDelta($probability, $roundTrip, 1.0e-6, 'round trip through BETADIST');
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$mirror = $calculation->calculateFormula(
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"=BETAINV($probability, $alpha, $beta) + BETAINV(" . (1 - $probability) . ", $beta, $alpha)"
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);
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self::assertEqualsWithDelta(1.0, $mirror, 1.0e-12, 'mirror identity');
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}
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public static function providerShapeGrid(): array
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{
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$cases = [];
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foreach ([0.01, 0.1, 0.5, 0.9, 0.99] as $probability) {
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foreach ([[0.5, 0.5], [2, 5], [50, 50], [1000, 2], [5000, 3], [5000, 5000], [20000, 50], [200, 20000]] as [$alpha, $beta]) {
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$cases["probability $probability, alpha $alpha, beta $beta"] = [$probability, (float) $alpha, (float) $beta];
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}
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}
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return $cases;
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}
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}
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