| <?php |
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| declare(strict_types=1); |
|
|
| namespace Dochia; |
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| |
| final class CalibratedPredictive |
| { |
| public function __construct( |
| public readonly LognormalMixture $base, |
| public readonly float $anchorLow, |
| public readonly float $anchorHigh, |
| public readonly float $scaleLow, |
| public readonly float $scaleHigh, |
| public readonly float $qLow, |
| public readonly float $qHigh, |
| ) { |
| } |
|
|
| public static function fromBase(LognormalMixture $base, ModelParams $params): self |
| { |
| return new self( |
| base: $base, |
| anchorLow: $params->tailAnchorLow, |
| anchorHigh: $params->tailAnchorHigh, |
| scaleLow: max($params->tailScaleLow, 1e-6), |
| scaleHigh: max($params->tailScaleHigh, 1e-6), |
| qLow: $base->quantile($params->tailAnchorLow), |
| qHigh: $base->quantile($params->tailAnchorHigh), |
| ); |
| } |
|
|
| public function quantile(float $p): float |
| { |
| if ($p <= 0.0) { |
| return 0.0; |
| } |
| if ($p >= 1.0) { |
| return 1000.0; |
| } |
| if ($p <= $this->anchorLow) { |
| return $this->qLow + ($this->base->quantile($p) - $this->qLow) * $this->scaleLow; |
| } |
| if ($p >= $this->anchorHigh) { |
| return $this->qHigh + ($this->base->quantile($p) - $this->qHigh) * $this->scaleHigh; |
| } |
| return $this->base->quantile($p); |
| } |
|
|
| public function cdf(float $x): float |
| { |
| if ($x <= $this->qLow) { |
| $y = $this->qLow + ($x - $this->qLow) / $this->scaleLow; |
| return min(max($this->base->cdf($y), 0.0), 1.0); |
| } |
| if ($x >= $this->qHigh) { |
| $y = $this->qHigh + ($x - $this->qHigh) / $this->scaleHigh; |
| return min(max($this->base->cdf($y), 0.0), 1.0); |
| } |
| return $this->base->cdf($x); |
| } |
|
|
| public function pdf(float $x): float |
| { |
| if ($x <= 0.0) { |
| return 0.0; |
| } |
| if ($x < $this->qLow) { |
| return $this->base->pdf($this->qLow + ($x - $this->qLow) / $this->scaleLow) / $this->scaleLow; |
| } |
| if ($x > $this->qHigh) { |
| return $this->base->pdf($this->qHigh + ($x - $this->qHigh) / $this->scaleHigh) / $this->scaleHigh; |
| } |
| return $this->base->pdf($x); |
| } |
|
|
| public function mean(): float |
| { |
| return $this->base->mean; |
| } |
|
|
| public function sd(): float |
| { |
| return $this->base->sd; |
| } |
| } |
|
|
