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<?php
namespace PhpOffice\PhpSpreadsheet\Calculation\Statistical\Distributions;
use PhpOffice\PhpSpreadsheet\Calculation\Functions;
use PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError;
class NewtonRaphson
{
private const MAX_ITERATIONS = 256;
protected $callback;
public function __construct(callable $callback)
{
$this->callback = $callback;
}
public function execute(float $probability)
{
$xLo = 100;
$xHi = 0;
$dx = 1;
$x = $xNew = 1;
$i = 0;
while ((abs($dx) > Functions::PRECISION) && ($i++ < self::MAX_ITERATIONS)) {
// Apply Newton-Raphson step
$result = call_user_func($this->callback, $x);
$error = $result - $probability;
if ($error == 0.0) {
$dx = 0;
} elseif ($error < 0.0) {
$xLo = $x;
} else {
$xHi = $x;
}
// Avoid division by zero
if ($result != 0.0) {
$dx = $error / $result;
$xNew = $x - $dx;
}
// If the NR fails to converge (which for example may be the
// case if the initial guess is too rough) we apply a bisection
// step to determine a more narrow interval around the root.
if (($xNew < $xLo) || ($xNew > $xHi) || ($result == 0.0)) {
$xNew = ($xLo + $xHi) / 2;
$dx = $xNew - $x;
}
$x = $xNew;
}
if ($i == self::MAX_ITERATIONS) {
return ExcelError::NA();
}
return $x;
}
}
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