ref #65, new formula functions: CHISQ.DIST.RT CHISQ.DIST and GAMMALN.PRECISE

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xuri 2022-03-28 08:13:47 +08:00
parent f8d763d0bd
commit 46336bc788
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2 changed files with 247 additions and 0 deletions

216
calc.go
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@ -357,6 +357,8 @@ type formulaFuncs struct {
// CHIDIST
// CHIINV
// CHITEST
// CHISQ.DIST
// CHISQ.DIST.RT
// CHISQ.TEST
// CHOOSE
// CLEAN
@ -449,6 +451,7 @@ type formulaFuncs struct {
// GAMMA.INV
// GAMMAINV
// GAMMALN
// GAMMALN.PRECISE
// GAUSS
// GCD
// GEOMEAN
@ -6416,6 +6419,200 @@ func (fn *formulaFuncs) CHITEST(argsList *list.List) formulaArg {
return fn.CHIDIST(args)
}
// getGammaSeries calculates a power-series of the gamma function.
func getGammaSeries(fA, fX float64) float64 {
var (
fHalfMachEps = 2.22045e-016 / 2
fDenomfactor = fA
fSummand = 1 / fA
fSum = fSummand
nCount = 1
)
for fSummand/fSum > fHalfMachEps && nCount <= 10000 {
fDenomfactor = fDenomfactor + 1
fSummand = fSummand * fX / fDenomfactor
fSum = fSum + fSummand
nCount = nCount + 1
}
return fSum
}
// getGammaContFraction returns continued fraction with odd items of the gamma
// function.
func getGammaContFraction(fA, fX float64) float64 {
var (
fBigInv = 2.22045e-016
fHalfMachEps = fBigInv / 2
fBig = 1 / fBigInv
fCount = 0.0
fY = 1 - fA
fDenom = fX + 2 - fA
fPkm1 = fX + 1
fPkm2 = 1.0
fQkm1 = fDenom * fX
fQkm2 = fX
fApprox = fPkm1 / fQkm1
bFinished = false
)
for !bFinished && fCount < 10000 {
fCount = fCount + 1
fY = fY + 1
fDenom = fDenom + 2
var (
fNum = fY * fCount
f1 = fPkm1 * fDenom
f2 = fPkm2 * fNum
fPk = math.Nextafter(f1, f1) - math.Nextafter(f2, f2)
f3 = fQkm1 * fDenom
f4 = fQkm2 * fNum
fQk = math.Nextafter(f3, f3) - math.Nextafter(f4, f4)
)
if fQk != 0 {
var fR = fPk / fQk
bFinished = math.Abs((fApprox-fR)/fR) <= fHalfMachEps
fApprox = fR
}
fPkm2, fPkm1, fQkm2, fQkm1 = fPkm1, fPk, fQkm1, fQk
if math.Abs(fPk) > fBig {
// reduce a fraction does not change the value
fPkm2 = fPkm2 * fBigInv
fPkm1 = fPkm1 * fBigInv
fQkm2 = fQkm2 * fBigInv
fQkm1 = fQkm1 * fBigInv
}
}
return fApprox
}
// getLogGammaHelper is a part of implementation of the function getLogGamma.
func getLogGammaHelper(fZ float64) float64 {
var _fg = 6.024680040776729583740234375
var zgHelp = fZ + _fg - 0.5
return math.Log(getLanczosSum(fZ)) + (fZ-0.5)*math.Log(zgHelp) - zgHelp
}
// getGammaHelper is a part of implementation of the function getLogGamma.
func getGammaHelper(fZ float64) float64 {
var (
gamma = getLanczosSum(fZ)
fg = 6.024680040776729583740234375
zgHelp = fZ + fg - 0.5
// avoid intermediate overflow
halfpower = math.Pow(zgHelp, fZ/2-0.25)
)
gamma *= halfpower
gamma /= math.Exp(zgHelp)
gamma *= halfpower
if fZ <= 20 && fZ == math.Floor(fZ) {
gamma = math.Round(gamma)
}
return gamma
}
// getLogGamma calculates the natural logarithm of the gamma function.
func getLogGamma(fZ float64) float64 {
var fMaxGammaArgument = 171.624376956302
if fZ >= fMaxGammaArgument {
return getLogGammaHelper(fZ)
}
if fZ >= 1.0 {
return math.Log(getGammaHelper(fZ))
}
if fZ >= 0.5 {
return math.Log(getGammaHelper(fZ+1) / fZ)
}
return getLogGammaHelper(fZ+2) - math.Log(fZ+1) - math.Log(fZ)
}
// getLowRegIGamma returns lower regularized incomplete gamma function.
func getLowRegIGamma(fA, fX float64) float64 {
fLnFactor := fA*math.Log(fX) - fX - getLogGamma(fA)
fFactor := math.Exp(fLnFactor)
if fX > fA+1 {
return 1 - fFactor*getGammaContFraction(fA, fX)
}
return fFactor * getGammaSeries(fA, fX)
}
// getChiSqDistCDF returns left tail for the Chi-Square distribution.
func getChiSqDistCDF(fX, fDF float64) float64 {
if fX <= 0 {
return 0
}
return getLowRegIGamma(fDF/2, fX/2)
}
// getChiSqDistPDF calculates the probability density function for the
// Chi-Square distribution.
func getChiSqDistPDF(fX, fDF float64) float64 {
if fDF*fX > 1391000 {
return math.Exp((0.5*fDF-1)*math.Log(fX*0.5) - 0.5*fX - math.Log(2) - getLogGamma(0.5*fDF))
}
var fCount, fValue float64
if math.Mod(fDF, 2) < 0.5 {
fValue = 0.5
fCount = 2
} else {
fValue = 1 / math.Sqrt(fX*2*math.Pi)
fCount = 1
}
for fCount < fDF {
fValue *= fX / fCount
fCount += 2
}
if fX >= 1425 {
fValue = math.Exp(math.Log(fValue) - fX/2)
} else {
fValue *= math.Exp(-fX / 2)
}
return fValue
}
// CHISQdotDIST function calculates the Probability Density Function or the
// Cumulative Distribution Function for the Chi-Square Distribution. The
// syntax of the function is:
//
// CHISQ.DIST(x,degrees_freedom,cumulative)
//
func (fn *formulaFuncs) CHISQdotDIST(argsList *list.List) formulaArg {
if argsList.Len() != 3 {
return newErrorFormulaArg(formulaErrorVALUE, "CHISQ.DIST requires 3 arguments")
}
var x, degrees, cumulative formulaArg
if x = argsList.Front().Value.(formulaArg).ToNumber(); x.Type != ArgNumber {
return x
}
if degrees = argsList.Front().Next().Value.(formulaArg).ToNumber(); degrees.Type != ArgNumber {
return degrees
}
if cumulative = argsList.Back().Value.(formulaArg).ToBool(); cumulative.Type == ArgError {
return cumulative
}
if x.Number < 0 {
return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
}
maxDeg := math.Pow10(10)
if degrees.Number < 1 || degrees.Number >= maxDeg {
return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
}
if cumulative.Number == 1 {
return newNumberFormulaArg(getChiSqDistCDF(x.Number, degrees.Number))
}
return newNumberFormulaArg(getChiSqDistPDF(x.Number, degrees.Number))
}
// CHISQdotDISTdotRT function calculates the right-tailed probability of the
// Chi-Square Distribution. The syntax of the function is:
//
// CHISQ.DIST.RT(x,degrees_freedom)
//
func (fn *formulaFuncs) CHISQdotDISTdotRT(argsList *list.List) formulaArg {
if argsList.Len() != 2 {
return newErrorFormulaArg(formulaErrorVALUE, "CHISQ.DIST.RT requires 2 numeric arguments")
}
return fn.CHIDIST(argsList)
}
// CHISQdotTEST function performs the chi-square test on two supplied data sets
// (of observed and expected frequencies), and returns the probability that
// the differences between the sets are simply due to sampling error. The
@ -7033,6 +7230,25 @@ func (fn *formulaFuncs) GAMMALN(argsList *list.List) formulaArg {
return newErrorFormulaArg(formulaErrorVALUE, "GAMMALN requires 1 numeric argument")
}
// GAMMALNdotPRECISE function returns the natural logarithm of the Gamma
// Function, Γ(n). The syntax of the function is:
//
// GAMMALN.PRECISE(x)
//
func (fn *formulaFuncs) GAMMALNdotPRECISE(argsList *list.List) formulaArg {
if argsList.Len() != 1 {
return newErrorFormulaArg(formulaErrorVALUE, "GAMMALN.PRECISE requires 1 numeric argument")
}
x := argsList.Front().Value.(formulaArg).ToNumber()
if x.Type != ArgNumber {
return x
}
if x.Number <= 0 {
return newErrorFormulaArg(formulaErrorNUM, formulaErrorNUM)
}
return newNumberFormulaArg(getLogGamma(x.Number))
}
// GAUSS function returns the probability that a member of a standard normal
// population will fall between the mean and a specified number of standard
// deviations from the mean. The syntax of the function is:

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@ -851,6 +851,20 @@ func TestCalcCellValue(t *testing.T) {
"=CHIINV(0.75,1)": "0.101531044267622",
"=CHIINV(0.1,2)": "4.60517018598809",
"=CHIINV(0.8,2)": "0.446287102628419",
// CHISQ.DIST
"=CHISQ.DIST(0,2,TRUE)": "0",
"=CHISQ.DIST(4,1,TRUE)": "0.954499736103642",
"=CHISQ.DIST(1180,1180,FALSE)": "0.00821093706387967",
"=CHISQ.DIST(2,1,FALSE)": "0.103776874355149",
"=CHISQ.DIST(3,2,FALSE)": "0.111565080074215",
"=CHISQ.DIST(2,3,FALSE)": "0.207553748710297",
"=CHISQ.DIST(1425,1,FALSE)": "3.88315098887099E-312",
"=CHISQ.DIST(3,2,TRUE)": "0.77686983985157",
// CHISQ.DIST.RT
"=CHISQ.DIST.RT(0.5,3)": "0.918891411654676",
"=CHISQ.DIST.RT(8,3)": "0.0460117056892314",
"=CHISQ.DIST.RT(40,4)": "4.32842260712097E-08",
"=CHISQ.DIST.RT(42,4)": "1.66816329414062E-08",
// CONFIDENCE
"=CONFIDENCE(0.05,0.07,100)": "0.0137197479028414",
// CONFIDENCE.NORM
@ -918,6 +932,9 @@ func TestCalcCellValue(t *testing.T) {
// GAMMALN
"=GAMMALN(4.5)": "2.45373657084244",
"=GAMMALN(INT(1))": "0",
// GAMMALN.PRECISE
"=GAMMALN.PRECISE(0.4)": "0.796677817701784",
"=GAMMALN.PRECISE(4.5)": "2.45373657084244",
// GAUSS
"=GAUSS(-5)": "-0.499999713348428",
"=GAUSS(0)": "0",
@ -2523,6 +2540,17 @@ func TestCalcCellValue(t *testing.T) {
"=CHIINV(0,1)": "#NUM!",
"=CHIINV(2,1)": "#NUM!",
"=CHIINV(0.5,0.5)": "#NUM!",
// CHISQ.DIST
"=CHISQ.DIST()": "CHISQ.DIST requires 3 arguments",
"=CHISQ.DIST(\"\",2,TRUE)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=CHISQ.DIST(3,\"\",TRUE)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=CHISQ.DIST(3,2,\"\")": "strconv.ParseBool: parsing \"\": invalid syntax",
"=CHISQ.DIST(-1,2,TRUE)": "#NUM!",
"=CHISQ.DIST(3,0,TRUE)": "#NUM!",
// CHISQ.DIST.RT
"=CHISQ.DIST.RT()": "CHISQ.DIST.RT requires 2 numeric arguments",
"=CHISQ.DIST.RT(\"\",3)": "strconv.ParseFloat: parsing \"\": invalid syntax",
"=CHISQ.DIST.RT(0.5,\"\")": "strconv.ParseFloat: parsing \"\": invalid syntax",
// CONFIDENCE
"=CONFIDENCE()": "CONFIDENCE requires 3 numeric arguments",
"=CONFIDENCE(\"\",0.07,100)": "strconv.ParseFloat: parsing \"\": invalid syntax",
@ -2621,6 +2649,9 @@ func TestCalcCellValue(t *testing.T) {
"=GAMMALN(F1)": "GAMMALN requires 1 numeric argument",
"=GAMMALN(0)": "#N/A",
"=GAMMALN(INT(0))": "#N/A",
// GAMMALN.PRECISE
"=GAMMALN.PRECISE()": "GAMMALN.PRECISE requires 1 numeric argument",
"=GAMMALN.PRECISE(\"\")": "strconv.ParseFloat: parsing \"\": invalid syntax",
// GAUSS
"=GAUSS()": "GAUSS requires 1 numeric argument",
"=GAUSS(\"\")": "strconv.ParseFloat: parsing \"\": invalid syntax",