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Jens True
2024-02-26 09:36:05 +00:00
parent 783a12e744
commit 3a14da5388
4 changed files with 33 additions and 14 deletions
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34
src/Numerics/GaussianDistribution.php
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@ -12,12 +12,20 @@ namespace DNW\Skills\Numerics;
*/
class GaussianDistribution implements \Stringable
{
//sqrt(2*pi)
//from https://www.wolframalpha.com/input?i=sqrt%282*pi%29
/**
* Square Root 2π.
* Precalculated constant for performance reasons
* sqrt(2*pi)
* from https://www.wolframalpha.com/input?i=sqrt%282*pi%29
*/
private const M_SQRT_2_PI = 2.5066282746310005024157652848110452530069867406099383166299235763;
//log(sqrt(2*pi))
//From https://www.wolframalpha.com/input?i=log%28sqrt%282*pi%29%29
/**
* Log of Square Root 2π.
* Precalculated constant for performance reasons
* log(sqrt(2*pi))
* From https://www.wolframalpha.com/input?i=log%28sqrt%282*pi%29%29
*/
private const M_LOG_SQRT_2_PI = 0.9189385332046727417803297364056176398613974736377834128171515404;
// precision and precisionMean are used because they make multiplying and dividing simpler
@ -67,9 +75,11 @@ class GaussianDistribution implements \Stringable
return $this->precisionMean;
}
/**
* Great derivation of this is at http://www.astro.psu.edu/~mce/A451_2/A451/downloads/notes0.pdf
*/
public function getNormalizationConstant(): float
{
// Great derivation of this is at http://www.astro.psu.edu/~mce/A451_2/A451/downloads/notes0.pdf
return 1.0 / (self::M_SQRT_2_PI * $this->standardDeviation);
}
@ -92,14 +102,18 @@ class GaussianDistribution implements \Stringable
return $result;
}
// For details, see http://www.tina-vision.net/tina-knoppix/tina-memo/2003-003.pdf
// for multiplication, the precision mean ones are easier to write :)
/**
* For details, see http://www.tina-vision.net/tina-knoppix/tina-memo/2003-003.pdf
* for multiplication, the precision mean ones are easier to write :)
*/
public static function multiply(GaussianDistribution $left, GaussianDistribution $right): self
{
return GaussianDistribution::fromPrecisionMean($left->precisionMean + $right->precisionMean, $left->precision + $right->precision);
}
// Computes the absolute difference between two Gaussians
/**
* Computes the absolute difference between two Gaussians
*/
public static function absoluteDifference(GaussianDistribution $left, GaussianDistribution $right): float
{
return max(
@ -108,7 +122,9 @@ class GaussianDistribution implements \Stringable
);
}
// Computes the absolute difference between two Gaussians
/**
* Computes the absolute difference between two Gaussians
*/
public static function subtract(GaussianDistribution $left, GaussianDistribution $right): float
{
return GaussianDistribution::absoluteDifference($left, $right);