mirror of
https://github.com/PHPOffice/PhpSpreadsheet.git
synced 2026-09-24 09:09:22 +00:00
Vincent Gao
52da37f4a7
GAMMA.INV silently returned the first bisection midpoint for alpha in ~[143, 171.62] (e.g. GAMMA.INV(0.5, 143, 1) gave 358.0 instead of 142.667) and #NUM! above that, because the Newton-step pdf evaluates Gamma(a), b**a and value**(a-1) in linear domain, all of which overflow even though the density itself is a small representable number. The same pattern breaks the GAMMA.DIST, CHISQ.DIST and F.DIST densities and GAMMALN, which computed log(Gamma(x)) through Gamma(x). Evaluate these in log domain via the existing logGamma, and scale the incomplete-gamma series/continued-fraction iteration cap as O(sqrt(a)), which both expansions need to converge near x ~ a once the shape is large (GAMMA.INV drifted from the true quantile above alpha ~5000 and returned alpha+1 by alpha=10000; same for CHISQ.INV at high df).
117 lines
2.1 KiB
PHP
117 lines
2.1 KiB
PHP
<?php
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declare(strict_types=1);
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return [
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[
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0.03263913041829,
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10.00001131, 9, 2, false,
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],
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[
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0.06809400387,
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10.00001131, 9, 2, true,
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],
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[
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0.112020903828,
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6, 3, 2, false,
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],
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[
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0.576809918873,
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6, 3, 2, true,
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],
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'Boolean as numeric' => [
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0.576809918873,
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6, 3, 2, 1,
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],
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// Large x/b: the old fixed 32-term series diverged badly here.
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'Large x mid-range' => [
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0.522481190430,
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35, 35, 1, true,
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],
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'Large x saturating' => [
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1.0,
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50, 2, 1, true,
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],
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[
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1.0,
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80, 2, 1, true,
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],
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[
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'#VALUE!',
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'NAN', 3, 2, true,
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],
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[
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'#VALUE!',
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6, 'NAN', 2, true,
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],
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[
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'#VALUE!',
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6, 3, 'NAN', true,
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],
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[
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'#VALUE!',
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6, 3, 2, 'NAN',
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],
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'Value < 0' => [
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'#NUM!',
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-6, 3, 2, true,
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],
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'A < 0' => [
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'#NUM!',
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6, -3, 2, true,
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],
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'A = 0' => [
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'#NUM!',
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6, 0, 2, true,
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],
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'B < 0' => [
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'#NUM!',
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6, 3, -2, true,
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],
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'B = 0' => [
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'#NUM!',
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6, 3, 0, true,
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],
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// Large shape parameters; pdf references from mpmath (50-digit)
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'pdf alpha=143' => [
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0.02692582722231332,
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150, 143, 1, false,
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],
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'pdf alpha=143 far tail' => [
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5.5379345193197405E-39,
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358, 143, 1, false,
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],
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'pdf alpha=200' => [
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0.028197727685924278,
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200, 200, 1, false,
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],
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'pdf alpha=150 beta=2' => [
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8.515496113839707E-15,
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150, 150, 2, false,
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],
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'pdf alpha=1000' => [
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0.012614611348719664,
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1000, 1000, 1, false,
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],
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'pdf alpha=100000' => [
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0.0012011991167748322,
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99900, 100000, 1, false,
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],
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'cdf alpha=100000' => [
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0.5004205221103651,
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100000, 100000, 1, true,
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],
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'pdf at 0, alpha below 1' => [
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'#NUM!',
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0, 0.5, 1, false,
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],
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'pdf at 0, alpha 1' => [
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0.5,
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0, 1, 2, false,
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],
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'pdf at 0, alpha above 1' => [
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0.0,
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0, 3, 1, false,
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],
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];
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