Bugzilla 54356 - Support of statistical function SLOPE
git-svn-id: https://svn.apache.org/repos/asf/poi/trunk@1435633 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Yegor Kozlov
parent
eae929673f
commit
3680179e47
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@ -28,7 +28,7 @@ import java.util.TreeSet;
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/**
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* @author Amol S. Deshmukh < amolweb at ya hoo dot com >
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* @author Johan Karlsteen - added Intercept
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* @author Johan Karlsteen - added Intercept and Slope
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*/
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public final class FunctionEval {
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/**
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@ -210,6 +210,7 @@ public final class FunctionEval {
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retval[305] = new Sumx2py2();
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retval[311] = new Intercept();
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retval[315] = new Slope();
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retval[318] = AggregateFunction.DEVSQ;
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@ -19,13 +19,8 @@
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package org.apache.poi.ss.formula.functions;
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import org.apache.poi.ss.formula.TwoDEval;
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import org.apache.poi.ss.formula.eval.ErrorEval;
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import org.apache.poi.ss.formula.eval.EvaluationException;
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import org.apache.poi.ss.formula.eval.NumberEval;
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import org.apache.poi.ss.formula.eval.RefEval;
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import org.apache.poi.ss.formula.eval.ValueEval;
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import org.apache.poi.ss.formula.functions.LookupUtils.ValueVector;
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import org.apache.poi.ss.formula.functions.LinearRegressionFunction.FUNCTION;
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/**
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* Implementation of Excel function INTERCEPT()<p/>
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@ -40,184 +35,15 @@ import org.apache.poi.ss.formula.functions.LookupUtils.ValueVector;
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*/
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public final class Intercept extends Fixed2ArgFunction {
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private static abstract class ValueArray implements ValueVector {
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private final int _size;
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protected ValueArray(int size) {
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_size = size;
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}
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public ValueEval getItem(int index) {
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if (index < 0 || index > _size) {
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throw new IllegalArgumentException("Specified index " + index
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+ " is outside range (0.." + (_size - 1) + ")");
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}
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return getItemInternal(index);
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}
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protected abstract ValueEval getItemInternal(int index);
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public final int getSize() {
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return _size;
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}
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private final LinearRegressionFunction func;
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public Intercept() {
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func = new LinearRegressionFunction(FUNCTION.INTERCEPT);
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}
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private static final class SingleCellValueArray extends ValueArray {
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private final ValueEval _value;
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public SingleCellValueArray(ValueEval value) {
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super(1);
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_value = value;
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}
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@Override
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protected ValueEval getItemInternal(int index) {
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return _value;
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}
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}
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private static final class RefValueArray extends ValueArray {
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private final RefEval _ref;
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public RefValueArray(RefEval ref) {
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super(1);
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_ref = ref;
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}
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@Override
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protected ValueEval getItemInternal(int index) {
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return _ref.getInnerValueEval();
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}
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}
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private static final class AreaValueArray extends ValueArray {
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private final TwoDEval _ae;
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private final int _width;
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public AreaValueArray(TwoDEval ae) {
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super(ae.getWidth() * ae.getHeight());
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_ae = ae;
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_width = ae.getWidth();
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}
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@Override
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protected ValueEval getItemInternal(int index) {
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int rowIx = index / _width;
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int colIx = index % _width;
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return _ae.getValue(rowIx, colIx);
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}
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}
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@Override
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public ValueEval evaluate(int srcRowIndex, int srcColumnIndex,
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ValueEval arg0, ValueEval arg1) {
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double result;
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try {
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ValueVector vvX = createValueVector(arg0);
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ValueVector vvY = createValueVector(arg1);
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int size = vvX.getSize();
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if (size == 0 || vvY.getSize() != size) {
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return ErrorEval.NA;
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}
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result = evaluateInternal(vvX, vvY, size);
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} catch (EvaluationException e) {
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return e.getErrorEval();
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}
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if (Double.isNaN(result) || Double.isInfinite(result)) {
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return ErrorEval.NUM_ERROR;
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}
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return new NumberEval(result);
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return func.evaluate(srcRowIndex, srcColumnIndex, arg0, arg1);
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}
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private double evaluateInternal(ValueVector x, ValueVector y, int size)
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throws EvaluationException {
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}
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// error handling is as if the x is fully evaluated before y
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ErrorEval firstXerr = null;
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ErrorEval firstYerr = null;
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boolean accumlatedSome = false;
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double result = 0.0;
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// first pass: read in data, compute xbar and ybar
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double sumx = 0.0, sumy = 0.0;
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for (int i = 0; i < size; i++) {
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ValueEval vx = x.getItem(i);
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ValueEval vy = y.getItem(i);
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if (vx instanceof ErrorEval) {
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if (firstXerr == null) {
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firstXerr = (ErrorEval) vx;
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continue;
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}
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}
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if (vy instanceof ErrorEval) {
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if (firstYerr == null) {
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firstYerr = (ErrorEval) vy;
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continue;
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}
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}
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// only count pairs if both elements are numbers
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if (vx instanceof NumberEval && vy instanceof NumberEval) {
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accumlatedSome = true;
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NumberEval nx = (NumberEval) vx;
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NumberEval ny = (NumberEval) vy;
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sumx += nx.getNumberValue();
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sumy += ny.getNumberValue();
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} else {
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// all other combinations of value types are silently ignored
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}
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}
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double xbar = sumx / size;
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double ybar = sumy / size;
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// second pass: compute summary statistics
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double xxbar = 0.0, xybar = 0.0;
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for (int i = 0; i < size; i++) {
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ValueEval vx = x.getItem(i);
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ValueEval vy = y.getItem(i);
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if (vx instanceof ErrorEval) {
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if (firstXerr == null) {
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firstXerr = (ErrorEval) vx;
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continue;
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}
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}
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if (vy instanceof ErrorEval) {
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if (firstYerr == null) {
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firstYerr = (ErrorEval) vy;
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continue;
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}
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}
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// only count pairs if both elements are numbers
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if (vx instanceof NumberEval && vy instanceof NumberEval) {
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NumberEval nx = (NumberEval) vx;
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NumberEval ny = (NumberEval) vy;
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xxbar += (nx.getNumberValue() - xbar) * (nx.getNumberValue() - xbar);
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xybar += (nx.getNumberValue() - xbar) * (ny.getNumberValue() - ybar);
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} else {
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// all other combinations of value types are silently ignored
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}
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}
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double beta1 = xybar / xxbar;
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double beta0 = ybar - beta1 * xbar;
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if (firstXerr != null) {
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throw new EvaluationException(firstXerr);
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}
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if (firstYerr != null) {
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throw new EvaluationException(firstYerr);
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}
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if (!accumlatedSome) {
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throw new EvaluationException(ErrorEval.DIV_ZERO);
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}
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result = beta0;
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return result;
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}
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private static ValueVector createValueVector(ValueEval arg) throws EvaluationException {
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if (arg instanceof ErrorEval) {
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throw new EvaluationException((ErrorEval) arg);
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}
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if (arg instanceof TwoDEval) {
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return new AreaValueArray((TwoDEval) arg);
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}
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if (arg instanceof RefEval) {
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return new RefValueArray((RefEval) arg);
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}
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return new SingleCellValueArray(arg);
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}
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}
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@ -0,0 +1,236 @@
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/*
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* ====================================================================
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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* ====================================================================
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*/
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package org.apache.poi.ss.formula.functions;
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import org.apache.poi.ss.formula.TwoDEval;
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import org.apache.poi.ss.formula.eval.ErrorEval;
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import org.apache.poi.ss.formula.eval.EvaluationException;
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import org.apache.poi.ss.formula.eval.NumberEval;
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import org.apache.poi.ss.formula.eval.RefEval;
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import org.apache.poi.ss.formula.eval.ValueEval;
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import org.apache.poi.ss.formula.functions.LookupUtils.ValueVector;
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/**
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* Base class for linear regression functions.
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*
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* Calculates the linear regression line that is used to predict y values from x values<br/>
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* (http://introcs.cs.princeton.edu/java/97data/LinearRegression.java.html)
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* <b>Syntax</b>:<br/>
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* <b>INTERCEPT</b>(<b>arrayX</b>, <b>arrayY</b>)<p/>
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* or
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* <b>SLOPE</b>(<b>arrayX</b>, <b>arrayY</b>)<p/>
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*
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*
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* @author Johan Karlsteen
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*/
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public final class LinearRegressionFunction extends Fixed2ArgFunction {
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private static abstract class ValueArray implements ValueVector {
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private final int _size;
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protected ValueArray(int size) {
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_size = size;
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}
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@Override
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public ValueEval getItem(int index) {
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if (index < 0 || index > _size) {
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throw new IllegalArgumentException("Specified index " + index
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+ " is outside range (0.." + (_size - 1) + ")");
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}
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return getItemInternal(index);
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}
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protected abstract ValueEval getItemInternal(int index);
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@Override
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public final int getSize() {
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return _size;
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}
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}
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private static final class SingleCellValueArray extends ValueArray {
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private final ValueEval _value;
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public SingleCellValueArray(ValueEval value) {
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super(1);
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_value = value;
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}
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@Override
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protected ValueEval getItemInternal(int index) {
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return _value;
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}
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}
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private static final class RefValueArray extends ValueArray {
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private final RefEval _ref;
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public RefValueArray(RefEval ref) {
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super(1);
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_ref = ref;
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}
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@Override
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protected ValueEval getItemInternal(int index) {
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return _ref.getInnerValueEval();
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}
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}
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private static final class AreaValueArray extends ValueArray {
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private final TwoDEval _ae;
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private final int _width;
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public AreaValueArray(TwoDEval ae) {
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super(ae.getWidth() * ae.getHeight());
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_ae = ae;
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_width = ae.getWidth();
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}
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@Override
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protected ValueEval getItemInternal(int index) {
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int rowIx = index / _width;
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int colIx = index % _width;
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return _ae.getValue(rowIx, colIx);
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}
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}
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public enum FUNCTION {INTERCEPT, SLOPE};
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public FUNCTION function;
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public LinearRegressionFunction(FUNCTION function) {
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this.function = function;
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}
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@Override
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public ValueEval evaluate(int srcRowIndex, int srcColumnIndex,
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ValueEval arg0, ValueEval arg1) {
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double result;
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try {
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ValueVector vvX = createValueVector(arg0);
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ValueVector vvY = createValueVector(arg1);
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int size = vvX.getSize();
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if (size == 0 || vvY.getSize() != size) {
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return ErrorEval.NA;
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}
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result = evaluateInternal(vvX, vvY, size);
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} catch (EvaluationException e) {
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return e.getErrorEval();
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}
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if (Double.isNaN(result) || Double.isInfinite(result)) {
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return ErrorEval.NUM_ERROR;
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}
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return new NumberEval(result);
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}
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private double evaluateInternal(ValueVector x, ValueVector y, int size)
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throws EvaluationException {
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// error handling is as if the x is fully evaluated before y
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ErrorEval firstXerr = null;
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ErrorEval firstYerr = null;
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boolean accumlatedSome = false;
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double result = 0.0;
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// first pass: read in data, compute xbar and ybar
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double sumx = 0.0, sumy = 0.0;
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for (int i = 0; i < size; i++) {
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ValueEval vx = x.getItem(i);
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ValueEval vy = y.getItem(i);
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if (vx instanceof ErrorEval) {
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if (firstXerr == null) {
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firstXerr = (ErrorEval) vx;
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continue;
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}
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}
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if (vy instanceof ErrorEval) {
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if (firstYerr == null) {
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firstYerr = (ErrorEval) vy;
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continue;
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}
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}
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// only count pairs if both elements are numbers
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if (vx instanceof NumberEval && vy instanceof NumberEval) {
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accumlatedSome = true;
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NumberEval nx = (NumberEval) vx;
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NumberEval ny = (NumberEval) vy;
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sumx += nx.getNumberValue();
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sumy += ny.getNumberValue();
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} else {
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// all other combinations of value types are silently ignored
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}
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}
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double xbar = sumx / size;
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double ybar = sumy / size;
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// second pass: compute summary statistics
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double xxbar = 0.0, xybar = 0.0;
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for (int i = 0; i < size; i++) {
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ValueEval vx = x.getItem(i);
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ValueEval vy = y.getItem(i);
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if (vx instanceof ErrorEval) {
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if (firstXerr == null) {
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firstXerr = (ErrorEval) vx;
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continue;
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}
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}
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if (vy instanceof ErrorEval) {
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if (firstYerr == null) {
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firstYerr = (ErrorEval) vy;
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continue;
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}
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}
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// only count pairs if both elements are numbers
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if (vx instanceof NumberEval && vy instanceof NumberEval) {
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NumberEval nx = (NumberEval) vx;
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NumberEval ny = (NumberEval) vy;
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xxbar += (nx.getNumberValue() - xbar) * (nx.getNumberValue() - xbar);
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xybar += (nx.getNumberValue() - xbar) * (ny.getNumberValue() - ybar);
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} else {
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// all other combinations of value types are silently ignored
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}
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}
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double beta1 = xybar / xxbar;
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double beta0 = ybar - beta1 * xbar;
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if (firstXerr != null) {
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throw new EvaluationException(firstXerr);
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}
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if (firstYerr != null) {
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throw new EvaluationException(firstYerr);
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}
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if (!accumlatedSome) {
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throw new EvaluationException(ErrorEval.DIV_ZERO);
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}
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if(function == FUNCTION.INTERCEPT) {
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return beta0;
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} else {
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return beta1;
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}
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}
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private static ValueVector createValueVector(ValueEval arg) throws EvaluationException {
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if (arg instanceof ErrorEval) {
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throw new EvaluationException((ErrorEval) arg);
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}
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if (arg instanceof TwoDEval) {
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return new AreaValueArray((TwoDEval) arg);
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}
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if (arg instanceof RefEval) {
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return new RefValueArray((RefEval) arg);
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}
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return new SingleCellValueArray(arg);
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}
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}
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@ -0,0 +1,49 @@
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/*
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* ====================================================================
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* Licensed to the Apache Software Foundation (ASF) under one or more
|
||||
* contributor license agreements. See the NOTICE file distributed with
|
||||
* this work for additional information regarding copyright ownership.
|
||||
* The ASF licenses this file to You under the Apache License, Version 2.0
|
||||
* (the "License"); you may not use this file except in compliance with
|
||||
* the License. You may obtain a copy of the License at
|
||||
*
|
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* http://www.apache.org/licenses/LICENSE-2.0
|
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*
|
||||
* Unless required by applicable law or agreed to in writing, software
|
||||
* distributed under the License is distributed on an "AS IS" BASIS,
|
||||
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
* See the License for the specific language governing permissions and
|
||||
* limitations under the License.
|
||||
* ====================================================================
|
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*/
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package org.apache.poi.ss.formula.functions;
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import org.apache.poi.ss.formula.eval.ValueEval;
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import org.apache.poi.ss.formula.functions.LinearRegressionFunction.FUNCTION;
|
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|
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/**
|
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* Implementation of Excel function SLOPE()<p/>
|
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*
|
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* Calculates the SLOPE of the linear regression line that is used to predict y values from x values<br/>
|
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* (http://introcs.cs.princeton.edu/java/97data/LinearRegression.java.html)
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* <b>Syntax</b>:<br/>
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* <b>SLOPE</b>(<b>arrayX</b>, <b>arrayY</b>)<p/>
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*
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*
|
||||
* @author Johan Karlsteen
|
||||
*/
|
||||
public final class Slope extends Fixed2ArgFunction {
|
||||
|
||||
private final LinearRegressionFunction func;
|
||||
public Slope() {
|
||||
func = new LinearRegressionFunction(FUNCTION.SLOPE);
|
||||
}
|
||||
|
||||
@Override
|
||||
public ValueEval evaluate(int srcRowIndex, int srcColumnIndex,
|
||||
ValueEval arg0, ValueEval arg1) {
|
||||
return func.evaluate(srcRowIndex, srcColumnIndex, arg0, arg1);
|
||||
}
|
||||
}
|
||||
|
||||
|
|
@ -0,0 +1,137 @@
|
|||
/*
|
||||
* ====================================================================
|
||||
* Licensed to the Apache Software Foundation (ASF) under one or more
|
||||
* contributor license agreements. See the NOTICE file distributed with
|
||||
* this work for additional information regarding copyright ownership.
|
||||
* The ASF licenses this file to You under the Apache License, Version 2.0
|
||||
* (the "License"); you may not use this file except in compliance with
|
||||
* the License. You may obtain a copy of the License at
|
||||
*
|
||||
* http://www.apache.org/licenses/LICENSE-2.0
|
||||
*
|
||||
* Unless required by applicable law or agreed to in writing, software
|
||||
* distributed under the License is distributed on an "AS IS" BASIS,
|
||||
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
* See the License for the specific language governing permissions and
|
||||
* limitations under the License.
|
||||
* ====================================================================
|
||||
*/
|
||||
|
||||
package org.apache.poi.ss.formula.functions;
|
||||
|
||||
import junit.framework.TestCase;
|
||||
|
||||
import org.apache.poi.ss.formula.eval.ErrorEval;
|
||||
import org.apache.poi.ss.formula.eval.NumberEval;
|
||||
import org.apache.poi.ss.formula.eval.ValueEval;
|
||||
/**
|
||||
* Test for Excel function SLOPE()
|
||||
*
|
||||
* @author Johan Karlsteen
|
||||
*/
|
||||
public final class TestSlope extends TestCase {
|
||||
private static final Function SLOPE = new Slope();
|
||||
|
||||
private static ValueEval invoke(Function function, ValueEval xArray, ValueEval yArray) {
|
||||
ValueEval[] args = new ValueEval[] { xArray, yArray, };
|
||||
return function.evaluate(args, -1, (short)-1);
|
||||
}
|
||||
|
||||
private void confirm(Function function, ValueEval xArray, ValueEval yArray, double expected) {
|
||||
ValueEval result = invoke(function, xArray, yArray);
|
||||
assertEquals(NumberEval.class, result.getClass());
|
||||
assertEquals(expected, ((NumberEval)result).getNumberValue(), 0);
|
||||
}
|
||||
private void confirmError(Function function, ValueEval xArray, ValueEval yArray, ErrorEval expectedError) {
|
||||
ValueEval result = invoke(function, xArray, yArray);
|
||||
assertEquals(ErrorEval.class, result.getClass());
|
||||
assertEquals(expectedError.getErrorCode(), ((ErrorEval)result).getErrorCode());
|
||||
}
|
||||
|
||||
private void confirmError(ValueEval xArray, ValueEval yArray, ErrorEval expectedError) {
|
||||
confirmError(SLOPE, xArray, yArray, expectedError);
|
||||
}
|
||||
|
||||
public void testBasic() {
|
||||
Double exp = Math.pow(10, 7.5);
|
||||
ValueEval[] xValues = {
|
||||
new NumberEval(3+exp),
|
||||
new NumberEval(4+exp),
|
||||
new NumberEval(2+exp),
|
||||
new NumberEval(5+exp),
|
||||
new NumberEval(4+exp),
|
||||
new NumberEval(7+exp),
|
||||
};
|
||||
ValueEval areaEvalX = createAreaEval(xValues);
|
||||
|
||||
ValueEval[] yValues = {
|
||||
new NumberEval(1),
|
||||
new NumberEval(2),
|
||||
new NumberEval(3),
|
||||
new NumberEval(4),
|
||||
new NumberEval(5),
|
||||
new NumberEval(6),
|
||||
};
|
||||
ValueEval areaEvalY = createAreaEval(yValues);
|
||||
confirm(SLOPE, areaEvalX, areaEvalY, 0.7752808988764045);
|
||||
// Excel 2010 gives 0.775280898876405
|
||||
}
|
||||
|
||||
/**
|
||||
* number of items in array is not limited to 30
|
||||
*/
|
||||
public void testLargeArrays() {
|
||||
ValueEval[] xValues = createMockNumberArray(100, 3); // [1,2,0,1,2,0,...,0,1]
|
||||
xValues[0] = new NumberEval(2.0); // Changes first element to 2
|
||||
ValueEval[] yValues = createMockNumberArray(100, 101); // [1,2,3,4,...,99,100]
|
||||
|
||||
confirm(SLOPE, createAreaEval(xValues), createAreaEval(yValues), -1.231527093596059);
|
||||
// Excel 2010 gives -1.23152709359606
|
||||
}
|
||||
|
||||
private ValueEval[] createMockNumberArray(int size, double value) {
|
||||
ValueEval[] result = new ValueEval[size];
|
||||
for (int i = 0; i < result.length; i++) {
|
||||
result[i] = new NumberEval((i+1)%value);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
private static ValueEval createAreaEval(ValueEval[] values) {
|
||||
String refStr = "A1:A" + values.length;
|
||||
return EvalFactory.createAreaEval(refStr, values);
|
||||
}
|
||||
|
||||
public void testErrors() {
|
||||
ValueEval[] xValues = {
|
||||
ErrorEval.REF_INVALID,
|
||||
new NumberEval(2),
|
||||
};
|
||||
ValueEval areaEvalX = createAreaEval(xValues);
|
||||
ValueEval[] yValues = {
|
||||
new NumberEval(2),
|
||||
ErrorEval.NULL_INTERSECTION,
|
||||
};
|
||||
ValueEval areaEvalY = createAreaEval(yValues);
|
||||
ValueEval[] zValues = { // wrong size
|
||||
new NumberEval(2),
|
||||
};
|
||||
ValueEval areaEvalZ = createAreaEval(zValues);
|
||||
|
||||
// if either arg is an error, that error propagates
|
||||
confirmError(ErrorEval.REF_INVALID, ErrorEval.NAME_INVALID, ErrorEval.REF_INVALID);
|
||||
confirmError(areaEvalX, ErrorEval.NAME_INVALID, ErrorEval.NAME_INVALID);
|
||||
confirmError(ErrorEval.NAME_INVALID, areaEvalX, ErrorEval.NAME_INVALID);
|
||||
|
||||
// array sizes must match
|
||||
confirmError(areaEvalX, areaEvalZ, ErrorEval.NA);
|
||||
confirmError(areaEvalZ, areaEvalY, ErrorEval.NA);
|
||||
|
||||
// any error in an array item propagates up
|
||||
confirmError(areaEvalX, areaEvalX, ErrorEval.REF_INVALID);
|
||||
|
||||
// search for errors array by array, not pair by pair
|
||||
confirmError(areaEvalX, areaEvalY, ErrorEval.REF_INVALID);
|
||||
confirmError(areaEvalY, areaEvalX, ErrorEval.NULL_INTERSECTION);
|
||||
}
|
||||
}
|
||||
Loading…
Reference in New Issue