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