Christoph Ruegg
13 years ago
4 changed files with 192 additions and 0 deletions
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// <copyright file="ExcelFunctions.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2013 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using System; |
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using MathNet.Numerics.Distributions; |
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using MathNet.Numerics.Statistics; |
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// ReSharper disable InconsistentNaming
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namespace MathNet.Numerics |
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{ |
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/// <summary>
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/// Collection of functions equivalent to those provided by Microsoft Excel
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/// but backed instead by Math.NET Numerics.
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/// We do not recommend to use them except in an intermediate phase when
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/// porting over solutions previously implemented in Excel.
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/// </summary>
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public static class ExcelFunctions |
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{ |
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public static double TDIST(double x, int degrees_freedom, int tails) |
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{ |
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var dist = new StudentT(0.0, 1.0, degrees_freedom); |
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switch (tails) |
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{ |
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case 1: |
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return 1d - dist.CumulativeDistribution(x); |
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case 2: |
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return 1d - dist.CumulativeDistribution(x) + dist.CumulativeDistribution(-x); |
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default: |
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throw new ArgumentOutOfRangeException("tails"); |
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} |
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} |
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public static double GAMMADIST(double x, double alpha, double beta, bool cumulative) |
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{ |
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return cumulative ? Gamma.CDF(alpha, 1/beta, x) : Gamma.PDF(alpha, 1/beta, x); |
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} |
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public static double GAMMAINV(double probability, double alpha, double beta) |
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{ |
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return Gamma.InvCDF(alpha, 1/beta, probability); |
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} |
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public static double QUARTILE(double[] array, int quant) |
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{ |
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switch (quant) |
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{ |
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case 0: |
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return ArrayStatistics.Minimum(array); |
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case 1: |
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return array.QuantileCustom(0.25, QuantileDefinition.Excel); |
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case 2: |
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return array.QuantileCustom(0.5, QuantileDefinition.Excel); |
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case 3: |
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return array.QuantileCustom(0.75, QuantileDefinition.Excel); |
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case 4: |
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return ArrayStatistics.Maximum(array); |
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default: |
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throw new ArgumentOutOfRangeException("quant"); |
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} |
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} |
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} |
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} |
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// ReSharper restore InconsistentNaming
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// <copyright file="ExcelTests.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2013 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using System; |
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using NUnit.Framework; |
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// ReSharper disable InconsistentNaming
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namespace MathNet.Numerics.UnitTests.SpecialFunctionsTests |
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{ |
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[TestFixture, Category("Functions")] |
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public class ExcelTests |
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{ |
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[Test] |
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public void TDIST() |
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{ |
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Assert.That(ExcelFunctions.TDIST(0, 2, 1), Is.EqualTo(0.50000000000).Within(1e-8), "A1"); |
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Assert.That(ExcelFunctions.TDIST(0.25, 2, 1), Is.EqualTo(0.41296117202).Within(1e-8), "B1"); |
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Assert.That(ExcelFunctions.TDIST(0.5, 2, 1), Is.EqualTo(0.33333333333).Within(1e-8), "C1"); |
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Assert.That(ExcelFunctions.TDIST(1, 2, 1), Is.EqualTo(0.21132486541).Within(1e-8), "D1"); |
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Assert.That(ExcelFunctions.TDIST(2, 2, 1), Is.EqualTo(0.09175170954).Within(1e-8), "E1"); |
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Assert.That(ExcelFunctions.TDIST(10, 2, 1), Is.EqualTo(0.00492622851).Within(1e-8), "F1"); |
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Assert.That(ExcelFunctions.TDIST(0, 2, 2), Is.EqualTo(1.00000000000).Within(1e-8), "A2"); |
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Assert.That(ExcelFunctions.TDIST(0.25, 2, 2), Is.EqualTo(0.82592234404).Within(1e-8), "B2"); |
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Assert.That(ExcelFunctions.TDIST(0.5, 2, 2), Is.EqualTo(0.66666666667).Within(1e-8), "C2"); |
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Assert.That(ExcelFunctions.TDIST(1, 2, 2), Is.EqualTo(0.42264973081).Within(1e-8), "D2"); |
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Assert.That(ExcelFunctions.TDIST(2, 2, 2), Is.EqualTo(0.18350341907).Within(1e-8), "E2"); |
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Assert.That(ExcelFunctions.TDIST(10, 2, 2), Is.EqualTo(0.00985245702).Within(1e-8), "F2"); |
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} |
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[Test] |
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public void GAMMADIST() |
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{ |
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Assert.That(ExcelFunctions.GAMMADIST(0, 2, 1.5, true), Is.EqualTo(0.00000000000).Within(1e-8), "A1"); |
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Assert.That(ExcelFunctions.GAMMADIST(0.25, 2, 1.5, true), Is.EqualTo(0.01243798763).Within(1e-8), "B1"); |
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Assert.That(ExcelFunctions.GAMMADIST(0.5, 2, 1.5, true), Is.EqualTo(0.04462491923).Within(1e-8), "C1"); |
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Assert.That(ExcelFunctions.GAMMADIST(1, 2, 1.5, true), Is.EqualTo(0.14430480161).Within(1e-6), "D1"); |
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Assert.That(ExcelFunctions.GAMMADIST(2, 2, 1.5, true), Is.EqualTo(0.38494001106).Within(1e-8), "E1"); |
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Assert.That(ExcelFunctions.GAMMADIST(10, 2, 1.5, true), Is.EqualTo(0.99024314086).Within(1e-8), "F1"); |
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Assert.That(ExcelFunctions.GAMMADIST(0, 2, 1.5, false), Is.EqualTo(0.00000000000).Within(1e-8), "A2"); |
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Assert.That(ExcelFunctions.GAMMADIST(0.25, 2, 1.5, false), Is.EqualTo(0.09405352499).Within(1e-8), "B2"); |
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Assert.That(ExcelFunctions.GAMMADIST(0.5, 2, 1.5, false), Is.EqualTo(0.15922918013).Within(1e-8), "C2"); |
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Assert.That(ExcelFunctions.GAMMADIST(1, 2, 1.5, false), Is.EqualTo(0.22818538624).Within(1e-8), "D2"); |
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Assert.That(ExcelFunctions.GAMMADIST(2, 2, 1.5, false), Is.EqualTo(0.23430856721).Within(1e-8), "E2"); |
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Assert.That(ExcelFunctions.GAMMADIST(10, 2, 1.5, false), Is.EqualTo(0.00565615023).Within(1e-8), "F2"); |
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} |
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[Test] |
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public void GAMMAINV() |
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{ |
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Assert.That(ExcelFunctions.GAMMAINV(0, 2, 1.5), Is.EqualTo(0.00000000000).Within(1e-8), "A1"); |
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Assert.That(ExcelFunctions.GAMMAINV(0.01, 2, 1.5), Is.EqualTo(0.22283211038).Within(1e-8), "B1"); |
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Assert.That(ExcelFunctions.GAMMAINV(0.25, 2, 1.5), Is.EqualTo(1.44191814467).Within(1e-6), "C1"); |
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Assert.That(ExcelFunctions.GAMMAINV(0.5, 2, 1.5), Is.EqualTo(2.51752048502).Within(1e-6), "D1"); |
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Assert.That(ExcelFunctions.GAMMAINV(0.75, 2, 1.5), Is.EqualTo(4.03895179333).Within(1e-8), "E1"); |
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Assert.That(ExcelFunctions.GAMMAINV(0.99, 2, 1.5), Is.EqualTo(9.95752810199).Within(1e-8), "F1"); |
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Assert.That(ExcelFunctions.GAMMAINV(0.9999, 2, 1.5), Is.EqualTo(17.63455683374).Within(1e-8), "G1"); |
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} |
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[Test] |
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public void QUARTILE() |
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{ |
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var array = new Double[] { 1, 8, 12, 7, 2, 9, 10, 4 }; |
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Assert.That(ExcelFunctions.QUARTILE(array, 0), Is.EqualTo(1.00000000000).Within(1e-8)); |
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Assert.That(ExcelFunctions.QUARTILE(array, 1), Is.EqualTo(3.50000000000).Within(1e-8)); |
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Assert.That(ExcelFunctions.QUARTILE(array, 2), Is.EqualTo(7.50000000000).Within(1e-8)); |
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Assert.That(ExcelFunctions.QUARTILE(array, 3), Is.EqualTo(9.25000000000).Within(1e-8)); |
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Assert.That(ExcelFunctions.QUARTILE(array, 4), Is.EqualTo(12.00000000000).Within(1e-8)); |
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} |
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} |
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} |
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// ReSharper restore InconsistentNaming
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