/* This file is part of the KDE project Copyright (C) 1998-2002 The KSpread Team www.koffice.org/kspread Copyright (C) 2005 Tomas Mecir This library is free software; you can redistribute it and/or modify it under the terms of the GNU Library General Public License as published by the Free Software Foundation; either version 2 of the License. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Library General Public License for more details. You should have received a copy of the GNU Library General Public License along with this library; see the file COPYING.LIB. If not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, * Boston, MA 02110-1301, USA. */ // built-in statistical functions #include "functions.h" #include "valuecalc.h" #include "valueconverter.h" // needed for MODE #include using namespace KSpread; // prototypes (sorted!) Value func_arrang (valVector args, ValueCalc *calc, FuncExtra *); Value func_average (valVector args, ValueCalc *calc, FuncExtra *); Value func_averagea (valVector args, ValueCalc *calc, FuncExtra *); Value func_avedev (valVector args, ValueCalc *calc, FuncExtra *); Value func_betadist (valVector args, ValueCalc *calc, FuncExtra *); Value func_bino (valVector args, ValueCalc *calc, FuncExtra *); Value func_chidist (valVector args, ValueCalc *calc, FuncExtra *); Value func_combin (valVector args, ValueCalc *calc, FuncExtra *); Value func_confidence (valVector args, ValueCalc *calc, FuncExtra *); Value func_correl_pop (valVector args, ValueCalc *calc, FuncExtra *); Value func_covar (valVector args, ValueCalc *calc, FuncExtra *); Value func_devsq (valVector args, ValueCalc *calc, FuncExtra *); Value func_devsqa (valVector args, ValueCalc *calc, FuncExtra *); Value func_expondist (valVector args, ValueCalc *calc, FuncExtra *); Value func_fdist (valVector args, ValueCalc *calc, FuncExtra *); Value func_fisher (valVector args, ValueCalc *calc, FuncExtra *); Value func_fisherinv (valVector args, ValueCalc *calc, FuncExtra *); Value func_gammadist (valVector args, ValueCalc *calc, FuncExtra *); Value func_gammaln (valVector args, ValueCalc *calc, FuncExtra *); Value func_gauss (valVector args, ValueCalc *calc, FuncExtra *); Value func_geomean (valVector args, ValueCalc *calc, FuncExtra *); Value func_harmean (valVector args, ValueCalc *calc, FuncExtra *); Value func_hypgeomdist (valVector args, ValueCalc *calc, FuncExtra *); Value func_kurtosis_est (valVector args, ValueCalc *calc, FuncExtra *); Value func_kurtosis_pop (valVector args, ValueCalc *calc, FuncExtra *); Value func_large (valVector args, ValueCalc *calc, FuncExtra *); Value func_loginv (valVector args, ValueCalc *calc, FuncExtra *); Value func_lognormdist (valVector args, ValueCalc *calc, FuncExtra *); Value func_median (valVector args, ValueCalc *calc, FuncExtra *); Value func_mode (valVector args, ValueCalc *calc, FuncExtra *); Value func_negbinomdist (valVector args, ValueCalc *calc, FuncExtra *); Value func_normdist (valVector args, ValueCalc *calc, FuncExtra *); Value func_norminv (valVector args, ValueCalc *calc, FuncExtra *); Value func_normsinv (valVector args, ValueCalc *calc, FuncExtra *); Value func_phi (valVector args, ValueCalc *calc, FuncExtra *); Value func_poisson (valVector args, ValueCalc *calc, FuncExtra *); Value func_skew_est (valVector args, ValueCalc *calc, FuncExtra *); Value func_skew_pop (valVector args, ValueCalc *calc, FuncExtra *); Value func_small (valVector args, ValueCalc *calc, FuncExtra *); Value func_standardize (valVector args, ValueCalc *calc, FuncExtra *); Value func_stddev (valVector args, ValueCalc *calc, FuncExtra *); Value func_stddeva (valVector args, ValueCalc *calc, FuncExtra *); Value func_stddevp (valVector args, ValueCalc *calc, FuncExtra *); Value func_stddevpa (valVector args, ValueCalc *calc, FuncExtra *); Value func_stdnormdist (valVector args, ValueCalc *calc, FuncExtra *); Value func_sumproduct (valVector args, ValueCalc *calc, FuncExtra *); Value func_sumx2py2 (valVector args, ValueCalc *calc, FuncExtra *); Value func_sumx2my2 (valVector args, ValueCalc *calc, FuncExtra *); Value func_sumxmy2 (valVector args, ValueCalc *calc, FuncExtra *); Value func_tdist (valVector args, ValueCalc *calc, FuncExtra *); Value func_variance (valVector args, ValueCalc *calc, FuncExtra *); Value func_variancea (valVector args, ValueCalc *calc, FuncExtra *); Value func_variancep (valVector args, ValueCalc *calc, FuncExtra *); Value func_variancepa (valVector args, ValueCalc *calc, FuncExtra *); Value func_weibull (valVector args, ValueCalc *calc, FuncExtra *); typedef TQValueList List; // registers all statistical functions void RegisterStatisticalFunctions() { FunctionRepository* repo = FunctionRepository::self(); Function *f; f = new Function ("AVEDEV", func_avedev); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("AVERAGE", func_average); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("AVERAGEA", func_averagea); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("BETADIST", func_betadist); f->setParamCount (3, 5); repo->add (f); f = new Function ("BINO", func_bino); f->setParamCount (3); repo->add (f); f = new Function ("CHIDIST", func_chidist); f->setParamCount (2); repo->add (f); f = new Function ("COMBIN", func_combin); f->setParamCount (2); repo->add (f); f = new Function ("CONFIDENCE", func_confidence); f->setParamCount (3); repo->add (f); f = new Function ("CORREL", func_correl_pop); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("COVAR", func_covar); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("DEVSQ", func_devsq); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("DEVSQA", func_devsqa); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("EXPONDIST", func_expondist); f->setParamCount (3); repo->add (f); f = new Function ("FDIST", func_fdist); f->setParamCount (3); repo->add (f); f = new Function ("FISHER", func_fisher); repo->add (f); f = new Function ("FISHERINV", func_fisherinv); repo->add (f); f = new Function ("GAMMADIST", func_gammadist); f->setParamCount (4); repo->add (f); f = new Function ("GAMMALN", func_gammaln); repo->add (f); f = new Function ("GAUSS", func_gauss); repo->add (f); f = new Function ("GEOMEAN", func_geomean); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("HARMEAN", func_harmean); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("HYPGEOMDIST", func_hypgeomdist); f->setParamCount (4); repo->add (f); f = new Function ("INVBINO", func_bino); // same as BINO, for 1.4 compat repo->add (f); f = new Function ("KURT", func_kurtosis_est); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("KURTP", func_kurtosis_pop); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("LARGE", func_large); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("LOGINV", func_loginv); f->setParamCount (3); repo->add (f); f = new Function ("LOGNORMDIST", func_lognormdist); f->setParamCount (3); repo->add (f); f = new Function ("MEDIAN", func_median); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("MODE", func_mode); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("NEGBINOMDIST", func_negbinomdist); f->setParamCount (3); repo->add (f); f = new Function ("NORMDIST", func_normdist); f->setParamCount (4); repo->add (f); f = new Function ("NORMINV", func_norminv); f->setParamCount (3); repo->add (f); f = new Function ("NORMSDIST", func_stdnormdist); repo->add (f); f = new Function ("NORMSINV", func_normsinv); repo->add (f); f = new Function ("PEARSON", func_correl_pop); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("PERMUT", func_arrang); f->setParamCount (2); repo->add (f); f = new Function ("PHI", func_phi); repo->add (f); f = new Function ("POISSON", func_poisson); f->setParamCount (3); repo->add (f); f = new Function ("SKEW", func_skew_est); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("SKEWP", func_skew_pop); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("SMALL", func_small); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("STANDARDIZE", func_standardize); f->setParamCount (3); repo->add (f); f = new Function ("STDEV", func_stddev); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("STDEVA", func_stddeva); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("STDEVP", func_stddevp); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("STDEVPA", func_stddevpa); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("SUM2XMY", func_sumxmy2); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("SUMPRODUCT", func_sumproduct); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("SUMX2PY2", func_sumx2py2); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("SUMX2MY2", func_sumx2my2); f->setParamCount (2); f->setAcceptArray (); repo->add (f); f = new Function ("TDIST", func_tdist); f->setParamCount (3); repo->add (f); f = new Function ("VARIANCE", func_variance); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("VAR", func_variance); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("VARP", func_variancep); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("VARA", func_variancea); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("VARPA", func_variancepa); f->setParamCount (1, -1); f->setAcceptArray (); repo->add (f); f = new Function ("WEIBULL", func_weibull); f->setParamCount (4); repo->add (f); } // array-walk functions used in this file void awSkew (ValueCalc *c, Value &res, Value val, Value p) { Value avg = p.element (0, 0); Value stdev = p.element (1, 0); // (val - avg) / stddev Value d = c->div (c->sub (val, avg), stdev); // res += d*d*d res = c->add (res, c->mul (d, c->mul (d, d))); } void awSumInv (ValueCalc *c, Value &res, Value val, Value) { // res += 1/value res = c->add (res, c->div (1.0, val)); } void awAveDev (ValueCalc *c, Value &res, Value val, Value p) { // res += abs (val - p) res = c->add (res, c->abs (c->sub (val, p))); } void awKurtosis (ValueCalc *c, Value &res, Value val, Value p) { Value avg = p.element (0, 0); Value stdev = p.element (1, 0); //d = (val - avg ) / stdev Value d = c->div (c->sub (val, avg), stdev); // res += d^4 res = c->add (res, c->pow (d, 4)); } Value func_skew_est (valVector args, ValueCalc *calc, FuncExtra *) { int number = calc->count (args); Value avg = calc->avg (args); if (number < 3) return Value::errorVALUE(); Value res = calc->stddev (args, avg); if (res.isZero()) return Value::errorVALUE(); Value params (2, 1); params.setElement (0, 0, avg); params.setElement (1, 0, res); Value tskew; calc->arrayWalk (args, tskew, awSkew, params); // ((tskew * number) / (number-1)) / (number-2) return calc->div (calc->div (calc->mul (tskew, number), number-1), number-2); } Value func_skew_pop (valVector args, ValueCalc *calc, FuncExtra *) { int number = calc->count (args); Value avg = calc->avg (args); if (number < 1) return Value::errorVALUE(); Value res = calc->stddevP (args, avg); if (res.isZero()) return Value::errorVALUE(); Value params (2, 1); params.setElement (0, 0, avg); params.setElement (1, 0, res); Value tskew; calc->arrayWalk (args, tskew, awSkew, params); // tskew / number return calc->div (tskew, number); } class ContentSheet : public TQMap {}; void func_mode_helper (Value range, ValueCalc *calc, ContentSheet &sh) { if (!range.isArray()) { double d = calc->conv()->asFloat (range).asFloat(); sh[d]++; return; } for (unsigned int row = 0; row < range.rows(); ++row) for (unsigned int col = 0; col < range.columns(); ++col) { Value v = range.element (col, row); if (v.isArray()) func_mode_helper (v, calc, sh); else { double d = calc->conv()->asFloat (v).asFloat(); sh[d]++; } } } Value func_mode (valVector args, ValueCalc *calc, FuncExtra *) { // does NOT support anything other than doubles !!! ContentSheet sh; for (unsigned int i = 0; i < args.count(); ++i) func_mode_helper (args[i], calc, sh); // retrieve value with max.count int maxcount = 0; double max = 0.0; ContentSheet::iterator it; for (it = sh.begin(); it != sh.end(); ++it) if (it.data() > maxcount) { max = it.key(); maxcount = it.data(); } return Value (max); } Value func_covar_helper (Value range1, Value range2, ValueCalc *calc, Value avg1, Value avg2) { // two arrays -> cannot use arrayWalk if ((!range1.isArray()) && (!range2.isArray())) // (v1-E1)*(v2-E2) return calc->mul (calc->sub (range1, avg1), calc->sub (range2, avg2)); int rows = range1.rows(); int cols = range1.columns(); int rows2 = range2.rows(); int cols2 = range2.columns(); if ((rows != rows2) || (cols != cols2)) return Value::errorVALUE(); Value result = 0.0; for (int row = 0; row < rows; ++row) for (int col = 0; col < cols; ++col) { Value v1 = range1.element (col, row); Value v2 = range2.element (col, row); if (v1.isArray() || v2.isArray()) result = calc->add (result, func_covar_helper (v1, v2, calc, avg1, avg2)); else // result += (v1-E1)*(v2-E2) result = calc->add (result, calc->mul (calc->sub (v1, avg1), calc->sub (v2, avg2))); } return result; } Value func_covar (valVector args, ValueCalc *calc, FuncExtra *) { Value avg1 = calc->avg (args[0]); Value avg2 = calc->avg (args[1]); int number = calc->count (args[0]); int number2 = calc->count (args[1]); if (number2 <= 0 || number2 != number) return Value::errorVALUE(); Value covar = func_covar_helper (args[0], args[1], calc, avg1, avg2); return calc->div (covar, number); } Value func_correl_pop (valVector args, ValueCalc *calc, FuncExtra *) { Value covar = func_covar (args, calc, 0); Value stdevp1 = calc->stddevP (args[0]); Value stdevp2 = calc->stddevP (args[1]); if (calc->isZero (stdevp1) || calc->isZero (stdevp2)) return Value::errorDIV0(); // covar / (stdevp1 * stdevp2) return calc->div (covar, calc->mul (stdevp1, stdevp2)); } void func_array_helper (Value range, ValueCalc *calc, List &array, int &number) { if (!range.isArray()) { array << calc->conv()->asFloat (range).asFloat(); ++number; return; } for (unsigned int row = 0; row < range.rows(); ++row) for (unsigned int col = 0; col < range.columns(); ++col) { Value v = range.element (col, row); if (v.isArray ()) func_array_helper (v, calc, array, number); else { array << calc->conv()->asFloat (v).asFloat(); ++number; } } } Value func_large (valVector args, ValueCalc *calc, FuncExtra *) { // does NOT support anything other than doubles !!! int k = calc->conv()->asInteger (args[1]).asInteger(); if ( k < 1 ) return false; List array; int number = 1; func_array_helper (args[0], calc, array, number); if ( k > number ) return Value::errorVALUE(); qHeapSort (array); double d = *array.at (number - k - 1); return Value (d); } Value func_small (valVector args, ValueCalc *calc, FuncExtra *) { // does NOT support anything other than doubles !!! int k = calc->conv()->asInteger (args[1]).asInteger(); if ( k < 1 ) return false; List array; int number = 1; func_array_helper (args[0], calc, array, number); if ( k > number ) return Value::errorVALUE(); qHeapSort (array); double d = *array.at (k - 1); return Value (d); } Value func_geomean (valVector args, ValueCalc *calc, FuncExtra *) { Value count = calc->count (args); Value prod = calc->product (args, 1.0); if (calc->isZero (count)) return Value::errorDIV0(); return calc->pow (prod, calc->div (1.0, count)); } Value func_harmean (valVector args, ValueCalc *calc, FuncExtra *) { Value count = calc->count (args); if (calc->isZero (count)) return Value::errorDIV0(); Value suminv; calc->arrayWalk (args, suminv, awSumInv, 0); return calc->div (suminv, count); } Value func_loginv (valVector args, ValueCalc *calc, FuncExtra *) { Value p = args[0]; Value m = args[1]; Value s = args[2]; if (calc->lower (p, 0) || calc->greater (p, 1)) return Value::errorVALUE(); if (!calc->greater (s, 0)) return Value::errorVALUE(); Value result = 0.0; if (calc->equal (p, 1)) //p==1 result = Value::errorVALUE(); else if (calc->greater (p, 0)) { //p>0 Value gaussInv = calc->gaussinv (p); // exp (gaussInv * s + m) result = calc->exp (calc->add (calc->mul (s, gaussInv), m)); } return result; } Value func_devsq (valVector args, ValueCalc *calc, FuncExtra *) { Value res; calc->arrayWalk (args, res, calc->awFunc ("devsq"), calc->avg (args, false)); return res; } Value func_devsqa (valVector args, ValueCalc *calc, FuncExtra *) { Value res; calc->arrayWalk (args, res, calc->awFunc ("devsqa"), calc->avg (args)); return res; } Value func_kurtosis_est (valVector args, ValueCalc *calc, FuncExtra *) { int count = calc->count (args); if (count < 4) return Value::errorVALUE(); Value avg = calc->avg (args); Value devsq; calc->arrayWalk (args, devsq, calc->awFunc ("devsqa"), avg); if (devsq.isZero ()) return Value::errorDIV0(); Value params (2, 1); params.setElement (0, 0, avg); params.setElement (1, 0, devsq); Value x4; calc->arrayWalk (args, x4, awKurtosis, params); double den = (double) (count - 2) * (count - 3); double nth = (double) count * (count + 1) / ((count - 1) * den); double t = 3.0 * (count - 1) * (count - 1) / den; // res = x4 * nth - t return calc->sub (calc->mul (x4, nth), t); } Value func_kurtosis_pop (valVector args, ValueCalc *calc, FuncExtra *) { int count = calc->count (args); if (count < 4) return Value::errorVALUE(); Value avg = calc->avg (args); Value devsq; calc->arrayWalk (args, devsq, calc->awFunc ("devsqa"), avg); if (devsq.isZero ()) return Value::errorDIV0(); Value params (2, 1); params.setElement (0, 0, avg); params.setElement (1, 0, devsq); Value x4; calc->arrayWalk (args, x4, awKurtosis, params); // x4 / count - 3 return calc->sub (calc->div (x4, count), 3); } Value func_standardize (valVector args, ValueCalc *calc, FuncExtra *) { Value x = args[0]; Value m = args[1]; Value s = args[2]; if (!calc->greater (s, 0)) // s must be >0 return Value::errorVALUE(); // (x - m) / s return calc->div (calc->sub (x, m), s); } Value func_hypgeomdist (valVector args, ValueCalc *calc, FuncExtra *) { int x = calc->conv()->asInteger (args[0]).asInteger(); int n = calc->conv()->asInteger (args[1]).asInteger(); int M = calc->conv()->asInteger (args[2]).asInteger(); int N = calc->conv()->asInteger (args[3]).asInteger(); if ( x < 0 || n < 0 || M < 0 || N < 0 ) return Value::errorVALUE(); if ( x > M || n > N ) return Value::errorVALUE(); Value d1 = calc->combin (M, x); Value d2 = calc->combin (N - M, n - x); Value d3 = calc->combin (N, n); // d1 * d2 / d3 return calc->div (calc->mul (d1, d2), d3); } Value func_negbinomdist (valVector args, ValueCalc *calc, FuncExtra *) { int x = calc->conv()->asInteger (args[0]).asInteger(); int r = calc->conv()->asInteger (args[1]).asInteger(); Value p = args[2]; if ((x + r - 1) <= 0) return Value::errorVALUE(); if (calc->lower (p, 0) || calc->greater (p, 1)) return Value::errorVALUE(); Value d1 = calc->combin (x + r - 1, r - 1); // d2 = pow (p, r) * pow (1 - p, x) Value d2 = calc->mul (calc->pow (p, r), calc->pow (calc->sub (1, p), x)); return calc->mul (d1, d2); } // Function: permut Value func_arrang (valVector args, ValueCalc *calc, FuncExtra *) { Value n = args[0]; Value m = args[1]; if (calc->lower (n, m)) // problem if nlower (m, 0)) // problem if m<0 (n>=m so that's okay) return Value::errorVALUE(); // fact(n) / (fact(n-m) return calc->fact (n, calc->sub (n, m)); } // Function: average Value func_average (valVector args, ValueCalc *calc, FuncExtra *) { return calc->avg (args, false); } // Function: averagea Value func_averagea (valVector args, ValueCalc *calc, FuncExtra *) { return calc->avg (args); } // Function: avedev Value func_avedev (valVector args, ValueCalc *calc, FuncExtra *) { Value result; calc->arrayWalk (args, result, awAveDev, calc->avg (args)); return result; } // Function: median Value func_median (valVector args, ValueCalc *calc, FuncExtra *) { // does NOT support anything other than doubles !!! List array; int number = 1; for (unsigned int i = 0; i < args.count(); ++i) func_array_helper (args[i], calc, array, number); qHeapSort (array); double d = *array.at (number / 2 + number % 2); return Value (d); } // Function: variance Value func_variance (valVector args, ValueCalc *calc, FuncExtra *) { int count = calc->count (args, false); if (count < 2) return Value::errorVALUE(); Value result = func_devsq (args, calc, 0); return calc->div (result, count-1); } // Function: vara Value func_variancea (valVector args, ValueCalc *calc, FuncExtra *) { int count = calc->count (args); if (count < 2) return Value::errorVALUE(); Value result = func_devsqa (args, calc, 0); return calc->div (result, count-1); } // Function: varp Value func_variancep (valVector args, ValueCalc *calc, FuncExtra *) { int count = calc->count (args, false); if (count == 0) return Value::errorVALUE(); Value result = func_devsq (args, calc, 0); return calc->div (result, count); } // Function: varpa Value func_variancepa (valVector args, ValueCalc *calc, FuncExtra *) { int count = calc->count (args); if (count == 0) return Value::errorVALUE(); Value result = func_devsqa (args, calc, 0); return calc->div (result, count); } // Function: stddev Value func_stddev (valVector args, ValueCalc *calc, FuncExtra *) { return calc->stddev (args, false); } // Function: stddeva Value func_stddeva (valVector args, ValueCalc *calc, FuncExtra *) { return calc->stddev (args); } // Function: stddevp Value func_stddevp (valVector args, ValueCalc *calc, FuncExtra *) { return calc->stddevP (args, false); } // Function: stddevpa Value func_stddevpa (valVector args, ValueCalc *calc, FuncExtra *) { return calc->stddevP (args); } // Function: combin Value func_combin (valVector args, ValueCalc *calc, FuncExtra *) { return calc->combin (args[0], args[1]); } // Function: bino Value func_bino (valVector args, ValueCalc *calc, FuncExtra *) { Value n = args[0]; Value m = args[1]; Value comb = calc->combin (n, m); Value prob = args[2]; if (calc->lower (prob,0) || calc->greater (prob,1)) return Value::errorVALUE(); // result = comb * pow (prob, m) * pow (1 - prob, n - m) Value pow1 = calc->pow (prob, m); Value pow2 = calc->pow (calc->sub (1, prob), calc->sub (n, m)); return calc->mul (comb, calc->mul (pow1, pow2)); } // Function: phi Value func_phi (valVector args, ValueCalc *calc, FuncExtra *) //distribution function for a standard normal distribution { return calc->phi (args[0]); } // Function: gauss Value func_gauss (valVector args, ValueCalc *calc, FuncExtra *) { //returns the integral values of the standard normal cumulative distribution return calc->gauss (args[0]); } // Function: gammadist Value func_gammadist (valVector args, ValueCalc *calc, FuncExtra *) { Value x = args[0]; Value alpha = args[1]; Value beta = args[2]; int kum = calc->conv()->asInteger (args[3]).asInteger(); // 0 or 1 Value result; if (calc->lower (x, 0.0) || (!calc->greater (alpha, 0.0)) || (!calc->greater (beta, 0.0))) return Value::errorVALUE(); if (kum == 0) { //density Value G = calc->GetGamma (alpha); // result = pow (x, alpha - 1.0) / exp (x / beta) / pow (beta, alpha) / G Value pow1 = calc->pow (x, calc->sub (alpha, 1.0)); Value pow2 = calc->exp (calc->div (x, beta)); Value pow3 = calc->pow (beta, alpha); result = calc->div (calc->div (calc->div (pow1, pow2), pow3), G); } else result = calc->GetGammaDist (x, alpha, beta); return Value (result); } // Function: betadist Value func_betadist (valVector args, ValueCalc *calc, FuncExtra *) { Value x = args[0]; Value alpha = args[1]; Value beta = args[2]; Value fA = 0.0; Value fB = 1.0; if (args.count() > 3) fA = args[3]; if (args.count() == 5) fB = args[4]; //x < fA || x > fB || fA == fB || alpha <= 0.0 || beta <= 0.0 if (calc->lower (x, fA) || calc->greater (x, fB) || calc->equal (fA, fB) || (!calc->greater (alpha, 0.0)) || (!calc->greater (beta, 0.0))) return Value::errorVALUE(); // xx = (x - fA) / (fB - fA) // scaling Value xx = calc->div (calc->sub (x, fA), calc->sub (fB, fA)); return calc->GetBeta (xx, alpha, beta); } // Function: fisher Value func_fisher (valVector args, ValueCalc *calc, FuncExtra *) { //returns the Fisher transformation for x // 0.5 * ln ((1.0 + fVal) / (1.0 - fVal)) Value fVal = args[0]; Value num = calc->div (calc->add (fVal, 1.0), calc->sub (1.0, fVal)); return calc->mul (calc->ln (num), 0.5); } // Function: fisherinv Value func_fisherinv (valVector args, ValueCalc *calc, FuncExtra *) { //returns the inverse of the Fisher transformation for x Value fVal = args[0]; // (exp (2.0 * fVal) - 1.0) / (exp (2.0 * fVal) + 1.0) Value ex = calc->exp (calc->mul (fVal, 2.0)); return calc->div (calc->sub (ex, 1.0), calc->add (ex, 1.0)); } // Function: normdist Value func_normdist (valVector args, ValueCalc *calc, FuncExtra *) { //returns the normal cumulative distribution Value x = args[0]; Value mue = args[1]; Value sigma = args[2]; Value k = args[3]; if (!calc->greater (sigma, 0.0)) return Value::errorVALUE(); // (x - mue) / sigma Value Y = calc->div (calc->sub (x, mue), sigma); if (calc->isZero (k)) // density return calc->div (calc->phi (Y), sigma); else // distribution return calc->add (calc->gauss (Y), 0.5); } // Function: lognormdist Value func_lognormdist (valVector args, ValueCalc *calc, FuncExtra *) { //returns the cumulative lognormal distribution Value x = args[0]; Value mue = args[1]; Value sigma = args[2]; if (!calc->greater (sigma, 0.0) || (!calc->greater (x, 0.0))) return Value::errorVALUE(); // (ln(x) - mue) / sigma Value Y = calc->div (calc->sub (calc->ln (x), mue), sigma); return calc->add (calc->gauss (Y), 0.5); } // Function: normsdist Value func_stdnormdist (valVector args, ValueCalc *calc, FuncExtra *) { //returns the cumulative lognormal distribution, mue=0, sigma=1 return calc->add (calc->gauss (args[0]), 0.5); } // Function: expondist Value func_expondist (valVector args, ValueCalc *calc, FuncExtra *) { //returns the exponential distribution Value x = args[0]; Value lambda = args[1]; Value kum = args[2]; Value result = 0.0; if (!calc->greater (lambda, 0.0)) return Value::errorVALUE(); // ex = exp (-lambda * x) Value ex = calc->exp (calc->mul (calc->mul (lambda, -1), x)); if (calc->isZero (kum)) { //density if (!calc->lower (x, 0.0)) // lambda * ex result = calc->mul (lambda, ex); } else { //distribution if (calc->greater (x, 0.0)) // 1.0 - ex result = calc->sub (1.0, ex); } return result; } // Function: weibull Value func_weibull (valVector args, ValueCalc *calc, FuncExtra *) { //returns the Weibull distribution Value x = args[0]; Value alpha = args[1]; Value beta = args[2]; Value kum = args[3]; Value result; if ((!calc->greater (alpha, 0.0)) || (!calc->greater (beta, 0.0)) || calc->lower (x, 0.0)) return Value::errorVALUE(); // ex = exp (-pow (x / beta, alpha)) Value ex; ex = calc->exp (calc->mul (calc->pow (calc->div (x, beta), alpha), -1)); if (calc->isZero (kum)) // density { // result = alpha / pow(beta,alpha) * pow(x,alpha-1.0) * ex result = calc->div (alpha, calc->pow (beta, alpha)); result = calc->mul (result, calc->mul (calc->pow (x, calc->sub (alpha, 1)), ex)); } else // distribution result = calc->sub (1.0, ex); return result; } // Function: normsinv Value func_normsinv (valVector args, ValueCalc *calc, FuncExtra *) { //returns the inverse of the standard normal cumulative distribution Value x = args[0]; if (!(calc->greater (x, 0.0) && calc->lower (x, 1.0))) return Value::errorVALUE(); return calc->gaussinv (x); } // Function: norminv Value func_norminv (valVector args, ValueCalc *calc, FuncExtra *) { //returns the inverse of the normal cumulative distribution Value x = args[0]; Value mue = args[1]; Value sigma = args[2]; if (!calc->greater (sigma, 0.0)) return Value::errorVALUE(); if (!(calc->greater (x, 0.0) && calc->lower (x, 1.0))) return Value::errorVALUE(); // gaussinv (x)*sigma + mue return calc->add (calc->mul (calc->gaussinv (x), sigma), mue); } // Function: gammaln Value func_gammaln (valVector args, ValueCalc *calc, FuncExtra *) { //returns the natural logarithm of the gamma function if (calc->greater (args[0], 0.0)) return calc->GetLogGamma (args[0]); return Value::errorVALUE(); } // Function: poisson Value func_poisson (valVector args, ValueCalc *calc, FuncExtra *) { //returns the Poisson distribution Value x = args[0]; Value lambda = args[1]; Value kum = args[2]; // lambda < 0.0 || x < 0.0 if (calc->lower (lambda, 0.0) || calc->lower (x, 0.0)) return Value::errorVALUE(); Value result; // ex = exp (-lambda) Value ex = calc->exp (calc->mul (lambda, -1)); if (calc->isZero (kum)) { // density if (calc->isZero (lambda)) result = 0; else // ex * pow (lambda, x) / fact (x) result = calc->div (calc->mul (ex, calc->pow (lambda, x)), calc->fact (x)); } else { // distribution if (calc->isZero (lambda)) result = 1; else { result = 1.0; Value fFak = 1.0; unsigned long nEnd = calc->conv()->asInteger (x).asInteger(); for (unsigned long i = 1; i <= nEnd; i++) { // fFak *= i fFak = calc->mul (fFak, i); // result += pow (lambda, i) / fFak result = calc->add (result, calc->div (calc->pow (lambda, i), fFak)); } result = calc->mul (result, ex); } } return result; } // Function: confidence Value func_confidence (valVector args, ValueCalc *calc, FuncExtra *) { //returns the confidence interval for a population mean Value alpha = args[0]; Value sigma = args[1]; Value n = args[2]; // sigma <= 0.0 || alpha <= 0.0 || alpha >= 1.0 || n < 1 if ((!calc->greater (sigma, 0.0)) || (!calc->greater (alpha, 0.0)) || (!calc->lower (alpha, 1.0)) || calc->lower (n, 1)) return Value::errorVALUE(); // g = gaussinv (1.0 - alpha / 2.0) Value g = calc->gaussinv (calc->sub (1.0, calc->div (alpha, 2.0))); // g * sigma / sqrt (n) return calc->div (calc->mul (g, sigma), calc->sqrt (n)); } // Function: tdist Value func_tdist (valVector args, ValueCalc *calc, FuncExtra *) { //returns the t-distribution Value T = args[0]; Value fDF = args[1]; int flag = calc->conv()->asInteger (args[2]).asInteger(); if (calc->lower (fDF, 1) || calc->lower (T, 0.0) || (flag != 1 && flag != 2)) return Value::errorVALUE(); // arg = fDF / (fDF + T * T) Value arg = calc->div (fDF, calc->add (fDF, calc->sqr (T))); Value R; R = calc->mul (calc->GetBeta (arg, calc->div (fDF, 2.0), 0.5), 0.5); if (flag == 1) return R; return calc->mul (R, 2); // flag is 2 here } // Function: fdist Value func_fdist (valVector args, ValueCalc *calc, FuncExtra *) { //returns the f-distribution Value x = args[0]; Value fF1 = args[1]; Value fF2 = args[2]; // x < 0.0 || fF1 < 1 || fF2 < 1 || fF1 >= 1.0E10 || fF2 >= 1.0E10 if (calc->lower (x, 0.0) || calc->lower (fF1, 1) || calc->lower (fF2, 1) || (!calc->lower (fF1, 1.0E10)) || (!calc->lower (fF2, 1.0E10))) return Value::errorVALUE(); // arg = fF2 / (fF2 + fF1 * x) Value arg = calc->div (fF2, calc->add (fF2, calc->mul (fF1, x))); // alpha = fF2/2.0 Value alpha = calc->div (fF2, 2.0); // beta = fF1/2.0 Value beta = calc->div (fF1, 2.0); return calc->GetBeta (arg, alpha, beta); } // Function: chidist Value func_chidist (valVector args, ValueCalc *calc, FuncExtra *) { //returns the chi-distribution Value fChi = args[0]; Value fDF = args[1]; // fDF < 1 || fDF >= 1.0E5 || fChi < 0.0 if (calc->lower (fDF, 1) || (!calc->lower (fDF, 1.0E5)) || calc->lower (fChi, 0.0)) return Value::errorVALUE(); // 1.0 - GetGammaDist (fChi / 2.0, fDF / 2.0, 1.0) return calc->sub (1.0, calc->GetGammaDist (calc->div (fChi, 2.0), calc->div (fDF, 2.0), 1.0)); } // two-array-walk functions used in the two-sum functions void tawSumproduct (ValueCalc *c, Value &res, Value v1, Value v2) { // res += v1*v2 res = c->add (res, c->mul (v1, v2)); } void tawSumx2py2 (ValueCalc *c, Value &res, Value v1, Value v2) { // res += sqr(v1)+sqr(v2) res = c->add (res, c->add (c->sqr (v1), c->sqr (v2))); } void tawSumx2my2 (ValueCalc *c, Value &res, Value v1, Value v2) { // res += sqr(v1)-sqr(v2) res = c->add (res, c->sub (c->sqr (v1), c->sqr (v2))); } void tawSumxmy2 (ValueCalc *c, Value &res, Value v1, Value v2) { // res += sqr(v1-v2) res = c->add (res, c->sqr (c->sub (v1, v2))); } // Function: sumproduct Value func_sumproduct (valVector args, ValueCalc *calc, FuncExtra *) { Value result; calc->twoArrayWalk (args[0], args[1], result, tawSumproduct); return result; } // Function: sumx2py2 Value func_sumx2py2 (valVector args, ValueCalc *calc, FuncExtra *) { Value result; calc->twoArrayWalk (args[0], args[1], result, tawSumx2py2); return result; } // Function: sumx2my2 Value func_sumx2my2 (valVector args, ValueCalc *calc, FuncExtra *) { Value result; calc->twoArrayWalk (args[0], args[1], result, tawSumx2my2); return result; } // Function: sum2xmy Value func_sumxmy2 (valVector args, ValueCalc *calc, FuncExtra *) { Value result; calc->twoArrayWalk (args[0], args[1], result, tawSumxmy2); return result; }