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https://github.com/PHPOffice/PhpSpreadsheet.git
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gaoflow
e88cd615cc
The incomplete gamma primitive used a fixed 32-term power series with no convergence test, so GAMMA.DIST, GAMMADIST, CHISQ.DIST(.RT), GAMMAINV and CHISQ.INV were grossly wrong once the series argument reached ~32 (e.g. CHISQ.DIST.RT(80, 4) returned 0.806 instead of 1.74e-16). Replace it with the standard convergence-tested regularized incomplete gamma: series P(a,x) for x < a+1, continued fraction Q(a,x) for x >= a+1. CHISQ.DIST.RT now uses Q directly so the right tail stays free of 1 - P cancellation. Consolidates the duplicate copy that already existed privately in ChiSquared onto the shared primitive.
89 lines
3.3 KiB
PHP
89 lines
3.3 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 GammaInvTest extends AllSetupTeardown
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{
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private function gammaInvFormulaResult(float $probability, float $alpha, float $beta): mixed
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{
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$sheet = $this->getSheet();
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$sheet->getCell('A1')->setValue($probability);
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$sheet->getCell('A2')->setValue($alpha);
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$sheet->getCell('A3')->setValue($beta);
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$sheet->getCell('B1')->setValue('=GAMMA.INV(A1, A2, A3)');
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return $sheet->getCell('B1')->getCalculatedValue();
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}
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/**
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* Upper-tail quantiles whose true root exceeds the old fixed alpha*beta*5
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* bracket ceiling that used to clamp the result to it. Reference values from
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* mpmath findroot on the regularized gammainc.
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*/
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#[\PHPUnit\Framework\Attributes\DataProvider('providerGammaInvExtremeTail')]
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public function testGammaInvExtremeTail(float $expected, float $probability, float $alpha, float $beta): void
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{
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self::assertEqualsWithDelta($expected, $this->gammaInvFormulaResult($probability, $alpha, $beta), 1.0e-3);
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}
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public static function providerGammaInvExtremeTail(): array
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{
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return [
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'p=0.9999 alpha=1 beta=1' => [9.210340371976, 0.9999, 1.0, 1.0],
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'p=0.99995 alpha=1 beta=1' => [9.903487552536, 0.99995, 1.0, 1.0],
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'p=0.9999 alpha=0.5 beta=2' => [15.136705226623, 0.9999, 0.5, 2.0],
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'p=0.9999 alpha=1 beta=2' => [18.420680743952, 0.9999, 1.0, 2.0],
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];
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}
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public function testGammaInvUnreachableTailStaysBounded(): void
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{
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// A probability the forward series never reaches cannot bracket a root,
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// so expansion stops at the original alpha*beta*5 ceiling instead of
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// running away (see Gamma::inverse doc-block).
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$result = $this->gammaInvFormulaResult(0.9999999, 1.0, 1.0);
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self::assertLessThanOrEqual(1.0 * 1.0 * 5.0, $result);
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}
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#[\PHPUnit\Framework\Attributes\DataProvider('providerGAMMAINV')]
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public function testGAMMAINV(mixed $expectedResult, mixed ...$args): void
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{
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$this->runTestCases('GAMMA.INV', $expectedResult, ...$args);
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}
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public static function providerGAMMAINV(): array
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{
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return require 'tests/data/Calculation/Statistical/GAMMAINV.php';
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}
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#[\PHPUnit\Framework\Attributes\DataProvider('providerGammaInvArray')]
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public function testGammaInvArray(array $expectedResult, string $values, string $alpha, string $beta): void
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{
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$calculation = Calculation::getInstance();
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$formula = "=GAMMA.INV({$values}, {$alpha}, {$beta})";
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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 providerGammaInvArray(): array
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{
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return [
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'row/column vectors' => [
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[
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[2.772588722239782, 5.38526905777939, 12.548861396889375],
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[5.545177444479561, 10.770538115558788, 25.097722793778765],
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[6.931471805599456, 13.463172644448484, 31.372153492223447],
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],
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'0.75',
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'{1, 2, 5}',
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'{2; 4; 5}',
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],
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];
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}
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}
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