Implementation of MS Excel's LOGNORM.DIST(), NORM.S.DIST(), F.DIST(), GAUSS() and GAMMA() functions (#1588)

* `GAUSS()` and `GAMMA()`, `NORM.S.DIST()`, `LOGNORM.DIST()` and `F.DIST()` function implementations, and further unit tests for a number of the statistical functions

Co-authored-by: Adrien Crivelli <adrien.crivelli@gmail.com>
This commit is contained in:
Mark Baker 2020-07-25 12:44:51 +02:00 committed by GitHub
parent e084e89698
commit 57213deb64
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25 changed files with 602 additions and 21 deletions

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@ -9,7 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org).
### Added
- Nothing.
- Implementation of the Excel `LOGNORM.DIST()`, `NORM.S.DIST()`, `GAMMA()` and `GAUSS()` functions. [#1588](https://github.com/PHPOffice/PhpSpreadsheet/pull/1588)
### Changed

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@ -996,7 +996,7 @@ class Calculation
],
'F.DIST' => [
'category' => Category::CATEGORY_STATISTICAL,
'functionCall' => [Functions::class, 'DUMMY'],
'functionCall' => [Statistical::class, 'FDIST2'],
'argumentCount' => '4',
],
'F.DIST.RT' => [
@ -1133,7 +1133,7 @@ class Calculation
],
'GAMMA' => [
'category' => Category::CATEGORY_STATISTICAL,
'functionCall' => [Functions::class, 'DUMMY'],
'functionCall' => [Statistical::class, 'GAMMAFunction'],
'argumentCount' => '1',
],
'GAMMADIST' => [
@ -1168,7 +1168,7 @@ class Calculation
],
'GAUSS' => [
'category' => Category::CATEGORY_STATISTICAL,
'functionCall' => [Functions::class, 'DUMMY'],
'functionCall' => [Statistical::class, 'GAUSS'],
'argumentCount' => '1',
],
'GCD' => [
@ -1577,7 +1577,7 @@ class Calculation
],
'LOGNORM.DIST' => [
'category' => Category::CATEGORY_STATISTICAL,
'functionCall' => [Functions::class, 'DUMMY'],
'functionCall' => [Statistical::class, 'LOGNORMDIST2'],
'argumentCount' => '4',
],
'LOGNORM.INV' => [
@ -1782,7 +1782,7 @@ class Calculation
],
'NORM.S.DIST' => [
'category' => Category::CATEGORY_STATISTICAL,
'functionCall' => [Functions::class, 'DUMMY'],
'functionCall' => [Statistical::class, 'NORMSDIST2'],
'argumentCount' => '1,2',
],
'NORMSINV' => [
@ -3131,8 +3131,8 @@ class Calculation
}
// Return strings wrapped in quotes
return self::FORMULA_STRING_QUOTE . $value . self::FORMULA_STRING_QUOTE;
// Convert numeric errors to NaN error
} elseif ((is_float($value)) && ((is_nan($value)) || (is_infinite($value)))) {
// Convert numeric errors to NaN error
return Functions::NAN();
}
@ -3774,22 +3774,22 @@ class Calculation
$pCellParent = ($pCell !== null) ? $pCell->getWorksheet() : null;
$regexpMatchString = '/^(' . self::CALCULATION_REGEXP_FUNCTION .
'|' . self::CALCULATION_REGEXP_CELLREF .
'|' . self::CALCULATION_REGEXP_NUMBER .
'|' . self::CALCULATION_REGEXP_STRING .
'|' . self::CALCULATION_REGEXP_OPENBRACE .
'|' . self::CALCULATION_REGEXP_NAMEDRANGE .
'|' . self::CALCULATION_REGEXP_ERROR .
')/sui';
'|' . self::CALCULATION_REGEXP_CELLREF .
'|' . self::CALCULATION_REGEXP_NUMBER .
'|' . self::CALCULATION_REGEXP_STRING .
'|' . self::CALCULATION_REGEXP_OPENBRACE .
'|' . self::CALCULATION_REGEXP_NAMEDRANGE .
'|' . self::CALCULATION_REGEXP_ERROR .
')/sui';
// Start with initialisation
$index = 0;
$stack = new Stack();
$output = [];
$expectingOperator = false; // We use this test in syntax-checking the expression to determine when a
// - is a negation or + is a positive operator rather than an operation
// - is a negation or + is a positive operator rather than an operation
$expectingOperand = false; // We use this test in syntax-checking the expression to determine whether an operand
// should be null in a function call
// should be null in a function call
// IF branch pruning
// currently pending storeKey (last item of the storeKeysStack
@ -4172,7 +4172,7 @@ class Calculation
((preg_match('/^' . self::CALCULATION_REGEXP_CELLREF . '.*/Ui', substr($formula, $index), $match)) &&
($output[count($output) - 1]['type'] == 'Cell Reference') ||
(preg_match('/^' . self::CALCULATION_REGEXP_NAMEDRANGE . '.*/miu', substr($formula, $index), $match)) &&
($output[count($output) - 1]['type'] == 'Named Range' || $output[count($output) - 1]['type'] == 'Value')
($output[count($output) - 1]['type'] == 'Named Range' || $output[count($output) - 1]['type'] == 'Value')
)) {
while ($stack->count() > 0 &&
($o2 = $stack->last()) &&
@ -4951,7 +4951,7 @@ class Calculation
} else {
if ((Functions::getCompatibilityMode() != Functions::COMPATIBILITY_OPENOFFICE) &&
((is_string($operand1) && !is_numeric($operand1) && strlen($operand1) > 0) ||
(is_string($operand2) && !is_numeric($operand2) && strlen($operand2) > 0))) {
(is_string($operand2) && !is_numeric($operand2) && strlen($operand2) > 0))) {
$result = Functions::VALUE();
} else {
// If we're dealing with non-matrix operations, execute the necessary operation
@ -4980,7 +4980,7 @@ class Calculation
return false;
}
$result = $operand1 / $operand2;
$result = $operand1 / $operand2;
break;
// Power

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@ -779,7 +779,7 @@ class Statistical
/**
* BETAINV.
*
* Returns the inverse of the beta distribution.
* Returns the inverse of the Beta distribution.
*
* @param float $probability Probability at which you want to evaluate the distribution
* @param float $alpha Parameter to the distribution
@ -1475,6 +1475,62 @@ class Statistical
return Functions::VALUE();
}
private static function betaFunction($a, $b)
{
return (self::gamma($a) * self::gamma($b)) / self::gamma($a + $b);
}
private static function regularizedIncompleteBeta($value, $a, $b)
{
return self::incompleteBeta($value, $a, $b) / self::betaFunction($a, $b);
}
/**
* F.DIST.
*
* Returns the F probability distribution.
* You can use this function to determine whether two data sets have different degrees of diversity.
* For example, you can examine the test scores of men and women entering high school, and determine
* if the variability in the females is different from that found in the males.
*
* @param float $value Value of the function
* @param int $u The numerator degrees of freedom
* @param int $v The denominator degrees of freedom
* @param bool $cumulative If cumulative is TRUE, F.DIST returns the cumulative distribution function;
* if FALSE, it returns the probability density function.
*
* @return float|string
*/
public static function FDIST2($value, $u, $v, $cumulative)
{
$value = Functions::flattenSingleValue($value);
$u = Functions::flattenSingleValue($u);
$v = Functions::flattenSingleValue($v);
$cumulative = Functions::flattenSingleValue($cumulative);
if (is_numeric($value) && is_numeric($u) && is_numeric($v)) {
if ($value < 0 || $u < 1 || $v < 1) {
return Functions::NAN();
}
$cumulative = (bool) $cumulative;
$u = (int) $u;
$v = (int) $v;
if ($cumulative) {
$adjustedValue = ($u * $value) / ($u * $value + $v);
return self::incompleteBeta($adjustedValue, $u / 2, $v / 2);
}
return (self::gamma(($v + $u) / 2) / (self::gamma($u / 2) * self::gamma($v / 2))) *
(($u / $v) ** ($u / 2)) *
(($value ** (($u - 2) / 2)) / ((1 + ($u / $v) * $value) ** (($u + $v) / 2)));
}
return Functions::VALUE();
}
/**
* FISHER.
*
@ -1556,6 +1612,27 @@ class Statistical
return $bestFitLinear->getValueOfYForX($xValue);
}
/**
* GAMMA.
*
* Return the gamma function value.
*
* @param float $value
*
* @return float|string The result, or a string containing an error
*/
public static function GAMMAFunction($value)
{
$value = Functions::flattenSingleValue($value);
if (!is_numeric($value)) {
return Functions::VALUE();
} elseif ((((int) $value) == ((float) $value)) && $value <= 0.0) {
return Functions::NAN();
}
return self::gamma($value);
}
/**
* GAMMADIST.
*
@ -1593,7 +1670,7 @@ class Statistical
/**
* GAMMAINV.
*
* Returns the inverse of the beta distribution.
* Returns the inverse of the Gamma distribution.
*
* @param float $probability Probability at which you want to evaluate the distribution
* @param float $alpha Parameter to the distribution
@ -1677,6 +1754,26 @@ class Statistical
return Functions::VALUE();
}
/**
* GAUSS.
*
* Calculates the probability that a member of a standard normal population will fall between
* the mean and z standard deviations from the mean.
*
* @param float $value
*
* @return float|string The result, or a string containing an error
*/
public static function GAUSS($value)
{
$value = Functions::flattenSingleValue($value);
if (!is_numeric($value)) {
return Functions::VALUE();
}
return self::NORMDIST($value, 0, 1, true) - 0.5;
}
/**
* GEOMEAN.
*
@ -2117,6 +2214,42 @@ class Statistical
return Functions::VALUE();
}
/**
* LOGNORM.DIST.
*
* Returns the lognormal distribution of x, where ln(x) is normally distributed
* with parameters mean and standard_dev.
*
* @param float $value
* @param float $mean
* @param float $stdDev
* @param bool $cumulative
*
* @return float|string The result, or a string containing an error
*/
public static function LOGNORMDIST2($value, $mean, $stdDev, $cumulative = false)
{
$value = Functions::flattenSingleValue($value);
$mean = Functions::flattenSingleValue($mean);
$stdDev = Functions::flattenSingleValue($stdDev);
$cumulative = (bool) Functions::flattenSingleValue($cumulative);
if ((is_numeric($value)) && (is_numeric($mean)) && (is_numeric($stdDev))) {
if (($value <= 0) || ($stdDev <= 0)) {
return Functions::NAN();
}
if ($cumulative === true) {
return self::NORMSDIST2((log($value) - $mean) / $stdDev, true);
}
return (1 / (sqrt(2 * M_PI) * $stdDev * $value)) *
exp(0 - ((log($value) - $mean) ** 2 / (2 * $stdDev ** 2)));
}
return Functions::VALUE();
}
/**
* MAX.
*
@ -2623,10 +2756,36 @@ class Statistical
public static function NORMSDIST($value)
{
$value = Functions::flattenSingleValue($value);
if (!is_numeric($value)) {
return Functions::VALUE();
}
return self::NORMDIST($value, 0, 1, true);
}
/**
* NORM.S.DIST.
*
* Returns the standard normal cumulative distribution function. The distribution has
* a mean of 0 (zero) and a standard deviation of one. Use this function in place of a
* table of standard normal curve areas.
*
* @param float $value
* @param bool $cumulative
*
* @return float|string The result, or a string containing an error
*/
public static function NORMSDIST2($value, $cumulative)
{
$value = Functions::flattenSingleValue($value);
if (!is_numeric($value)) {
return Functions::VALUE();
}
$cumulative = (bool) Functions::flattenSingleValue($cumulative);
return self::NORMDIST($value, 0, 1, $cumulative);
}
/**
* NORMSINV.
*

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@ -0,0 +1,25 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class FDist2Test extends TestCase
{
/**
* @dataProvider providerFDIST2
*
* @param mixed $expectedResult
*/
public function testFDIST2($expectedResult, ...$args): void
{
$result = Statistical::FDIST2(...$args);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerFDIST2(): array
{
return require 'tests/data/Calculation/Statistical/FDIST2.php';
}
}

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@ -0,0 +1,26 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class GammaTest extends TestCase
{
/**
* @dataProvider providerGAMMA
*
* @param mixed $expectedResult
* @param mixed $testValue
*/
public function testGAMMA($expectedResult, $testValue): void
{
$result = Statistical::GAMMAFunction($testValue);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerGAMMA(): array
{
return require 'tests/data/Calculation/Statistical/GAMMA.php';
}
}

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@ -0,0 +1,26 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class GaussTest extends TestCase
{
/**
* @dataProvider providerGAUSS
*
* @param mixed $expectedResult
* @param mixed $testValue
*/
public function testGAUSS($expectedResult, $testValue): void
{
$result = Statistical::GAUSS($testValue);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerGAUSS(): array
{
return require 'tests/data/Calculation/Statistical/GAUSS.php';
}
}

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@ -0,0 +1,25 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class LogNormDist2Test extends TestCase
{
/**
* @dataProvider providerLOGNORMDIST2
*
* @param mixed $expectedResult
*/
public function testLOGNORMDIST2($expectedResult, ...$args): void
{
$result = Statistical::LOGNORMDIST2(...$args);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerLOGNORMDIST2(): array
{
return require 'tests/data/Calculation/Statistical/LOGNORMDIST2.php';
}
}

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@ -0,0 +1,25 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class LogNormDistTest extends TestCase
{
/**
* @dataProvider providerLOGNORMDIST
*
* @param mixed $expectedResult
*/
public function testLOGNORMDIST($expectedResult, ...$args): void
{
$result = Statistical::LOGNORMDIST(...$args);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerLOGNORMDIST(): array
{
return require 'tests/data/Calculation/Statistical/LOGNORMDIST.php';
}
}

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@ -0,0 +1,25 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class NormDistTest extends TestCase
{
/**
* @dataProvider providerNORMDIST
*
* @param mixed $expectedResult
*/
public function testNORMDIST($expectedResult, ...$args): void
{
$result = Statistical::NORMDIST(...$args);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerNORMDIST(): array
{
return require 'tests/data/Calculation/Statistical/NORMDIST.php';
}
}

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@ -0,0 +1,25 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class NormInvTest extends TestCase
{
/**
* @dataProvider providerNORMINV
*
* @param mixed $expectedResult
*/
public function testNORMINV($expectedResult, ...$args): void
{
$result = Statistical::NORMINV(...$args);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerNORMINV()
{
return require 'tests/data/Calculation/Statistical/NORMINV.php';
}
}

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@ -0,0 +1,25 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class NormSDist2Test extends TestCase
{
/**
* @dataProvider providerNORMSDIST2
*
* @param mixed $expectedResult
*/
public function testNORMSDIST2($expectedResult, ...$args): void
{
$result = Statistical::NORMSDIST2(...$args);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerNORMSDIST2(): array
{
return require 'tests/data/Calculation/Statistical/NORMSDIST2.php';
}
}

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@ -0,0 +1,26 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class NormSDistTest extends TestCase
{
/**
* @dataProvider providerNORMSDIST
*
* @param mixed $expectedResult
* @param mixed $testValue
*/
public function testNORMSDIST($expectedResult, $testValue): void
{
$result = Statistical::NORMSDIST($testValue);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerNORMSDIST(): array
{
return require 'tests/data/Calculation/Statistical/NORMSDIST.php';
}
}

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@ -0,0 +1,26 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class NormSInvTest extends TestCase
{
/**
* @dataProvider providerNORMSINV
*
* @param mixed $expectedResult
* @param mixed $testValue
*/
public function testNORMSINV($expectedResult, $testValue): void
{
$result = Statistical::NORMSINV($testValue);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerNORMSINV(): array
{
return require 'tests/data/Calculation/Statistical/NORMSINV.php';
}
}

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@ -0,0 +1,25 @@
<?php
namespace PhpOffice\PhpSpreadsheetTests\Calculation\Functions\Statistical;
use PhpOffice\PhpSpreadsheet\Calculation\Statistical;
use PHPUnit\Framework\TestCase;
class StandardizeTest extends TestCase
{
/**
* @dataProvider providerSTANDARDIZE
*
* @param mixed $expectedResult
*/
public function testSTANDARDIZE($expectedResult, ...$args): void
{
$result = Statistical::STANDARDIZE(...$args);
self::assertEqualsWithDelta($expectedResult, $result, 1E-12);
}
public function providerSTANDARDIZE(): array
{
return require 'tests/data/Calculation/Statistical/STANDARDIZE.php';
}
}

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@ -0,0 +1,17 @@
<?php
return [
[0.0012237917087, 15.2069, 6, 4, false],
[0.99000004300276, 15.2069, 6, 4, true],
[0.0241472644208, 5, 1, 2, false],
[0.84515425472852, 5, 1, 2, true],
[0.0006669496615, 65, 2, 1, false],
[0.9126295943339, 65, 2, 1, true],
[4.7306581130012E-6, 65, 8, 5, false],
[0.99987479238344, 65, 8, 5, true],
[0.0017323823929, 7.5, 13, 8, false],
[0.9961476916638, 7.5, 13, 8, true],
['#NUM!', -1, 1, 2, false],
['#NUM!', -1, 0.5, 2, false],
['#VALUE!', 'NAN', 1, 2, false],
];

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@ -0,0 +1,13 @@
<?php
return [
[1.329340388179, 2.5],
[0.267865934620, -3.75],
[9.513507698669, 0.1],
[1.0, 1.0],
[0.886226925453, 1.5],
[17.837861981813, 4.8],
[52.342777784553, 5.5],
['#NUM!', -1],
['#VALUE!', 'NAN'],
];

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@ -0,0 +1,10 @@
<?php
return [
[0.4772498680518, 2],
[-0.4999997133484, -5],
[0.0, 0],
[0.0398278372770, 0.1],
[0.4937903346742, 2.5],
['#VALUE!', 'NAN'],
];

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@ -0,0 +1,9 @@
<?php
return[
[0.0390835557068, 4, 3.5, 1.2],
[0.066417114799, 12, 10, 5],
['#NUM!', -1.1, -2.2, 3.3],
['#NUM!', 1.1, -2.2, -3.3],
['#VALUE!', 'NAN', 0.1, 0.2],
];

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@ -0,0 +1,23 @@
<?php
return[
[0.0390835557068, 4, 3.5, 1.2, true],
[0.0176175966818, 4, 3.5, 1.2, false],
[0.0162328457851, 0.5, 10, 5, true],
[0.0162104821842, 0.5, 10, 5, false],
[0.0664171147992, 12, 10, 5, true],
[0.0021488646273, 12, 10, 5, false],
[0.0201708646513, 8, 7, 2.4, true],
[0.0025400389694, 8, 7, 2.4, false],
[0.0390835557068, 4, 3.5, 1.2, true],
[0.0176175966818, 4, 3.5, 1.2, false],
[0.0847348867430, 3, 2.5, 1.02, true],
[0.0507335863525, 3, 2.5, 1.02, false],
[0.2618068896629, 1.1, 2.2, 3.3, true],
[0.0896756593248, 1.1, 2.2, 3.3, false],
[0.7566441984111, 1.1, -2.2, 3.3, true],
[0.0862879718374, 1.1, -2.2, 3.3, false],
['#NUM!', -1.1, -2.2, 3.3, true],
['#NUM!', 1.1, -2.2, -3.3, true],
['#VALUE!', 'NAN', 0.1, 0.2, true],
];

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@ -0,0 +1,11 @@
<?php
return [
[0.9087887802741, 42, 40, 1.5, true],
[0.109340049784, 42, 40, 1.5, false],
[0.0176032663382, 50, 40, 20, false],
[0.2524925375469, 0.8, 1, 0.3, true],
[0.8413447460685, 68, 65.5, 2.5, true],
['#NUM!', 42, 40, -1.5, true],
['#VALUE!', 42, 'ALPHA', 1.5, true],
];

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@ -0,0 +1,11 @@
<?php
return [
[42.000002008416, 0.908789, 40, 1.5],
[5.50669420572, 0.6, 5, 2],
[63.813775624441, 0.25, 65.5, 2.5],
['#NUM!', -0.5, 2.2, 3.3],
['#NUM!', 1.5, 2.2, 3.3],
['#NUM!', 0.5, 2.2, -3.3],
['#VALUE!', 'NAN', 0.1, 0.2],
];

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@ -0,0 +1,12 @@
<?php
return [
[0.908788780274, 1.333333333333],
[0.788144601416, 0.8],
[0.841344746068, 1.0],
[0.158655253931, -1.0],
[0.066807201269, -1.5],
[0.5, 0],
[0.989275889978, 2.3],
['#VALUE!', 'NAN'],
];

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@ -0,0 +1,17 @@
<?php
return [
[0.908788780274, 1.333333333333, true],
[0.164010074676, 1.333333333333, false],
[0.352065326764, 0.5, false],
[0.788144601416, 0.8, true],
[0.841344746068, 1.0, true],
[0.158655253931, -1.0, true],
[0.066807201269, -1.5, true],
[0.129517595666, -1.5, false],
[0.5, 0, true],
[0.398942280401, 0, false],
[0.989275889978, 2.3, true],
[0.028327037742, 2.3, false],
['#VALUE!', 'NAN', true],
];

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@ -0,0 +1,8 @@
<?php
return [
[1.33333467227723, 0.908789],
[-0.67448975022342, 0.25],
[0.12566134687610, 0.55],
[1.28155156414015, 0.9],
];

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@ -0,0 +1,12 @@
<?php
return [
[1.333333333333, 42, 40, 1.5],
[0.25, 5.5, 5, 2],
[20, 5.5, 1.5, 0.2],
[-2.0, 12, 15, 1.5],
[-0.4, -2, 0, 5],
[-0.676, 63.81, 65.5, 2.5],
['#NUM!', 1.1, -2.2, -3.3],
['#VALUE!', 'NAN', 0.1, 0.2],
];