PHP NORMSINV...?

[mjlintz]

I am looking for a PHP equivalent to MS Excel's NORMSINV function.

According to MS Excel, the NORMSINV function...
"Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one"

If anyone has any ideas, or can point me in the right direction, please let me know.

[Kudose]

Here it is in VB:

http://www.source-code.biz/snippets/vbasic/9.htm

It shouldn't be hard to convert.

[Kudose]

Here is a rough conversion that is untested:

<?php

function NormSInv($p){
   $a1 = -39.6968302866538; $a2 = 220.946098424521; $a3 = -275.928510446969;
   $a4 = 138.357751867269; $a5 = -30.6647980661472; $a6 = 2.50662827745924;
   $b1 = -54.4760987982241; $b2 = 161.585836858041; $b3 = -155.698979859887;
   $b4 = 66.8013118877197; $b5 = -13.2806815528857; $c1 = -7.78489400243029E-03;
   $c2 = -0.322396458041136; $c3 = -2.40075827716184, $c4 = -2.54973253934373;
   $c5 = 4.37466414146497; $c6 = 2.93816398269878; $d1 = 7.78469570904146E-03
   $d2 = 0.32246712907004; $d3 = 2.445134137143; $d4 = 3.75440866190742;
   $p_low = 0.02425; $p_high = 1 - $p_low;
   $q = 0.0; $r = 0.0;
   if($p < 0 || $p > 1){
      throw new Exception("NormSInv: Argument out of range.");
   } else if($p < $p_low){
      $q = pow(-2 * log($p), 2);
      $NormSInv = ((((($c1 * $q + $c2) * $q + $c3) * $q + $c4) * $q + $c5) * $q + $c6) /
         (((($d1 * $q + $d2) * $q + $d3) * $q + $d4) * $q + 1);
    } else if($p <= $p_high){
      $q = $p - 0.5; $r = $q * $q;
      $NormSInv = ((((($a1 * $r + $a2) * $r + $a3) * $r + $a4) * $r + $a5) * $r + $a6) * $q / 
         ((((($b1 * $r + $b2) * $r + $b3) * $r + $b4) * $r + $b5) * $r + 1);
    } else {
      $q = pow(-2 * log(1 - $p), 2);
      $NormSInv = -((((($c1 * $q + $c2) * $q + $c3) * $q + $c4) * $q + $c5) * $q + $c6) / 
         (((($d1 * $q + $d2) * $q + $d3) * $q + $d4) * $q + 1);
    }
    return $NormSInv;
}