Bug 62836: Implementation of Excel TREND function
git-svn-id: https://svn.apache.org/repos/asf/poi/trunk@1845586 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Yegor Kozlov
parent
1cd3f7b14e
commit
4d3719144e
@ -115,7 +115,7 @@ public final class FunctionEval {
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// 47: DVAR
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retval[48] = TextFunction.TEXT;
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// 49: LINEST
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// 50: TREND
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retval[50] = new Trend();
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// 51: LOGEST
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// 52: GROWTH
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377
src/java/org/apache/poi/ss/formula/functions/Trend.java
Normal file
377
src/java/org/apache/poi/ss/formula/functions/Trend.java
Normal file
@ -0,0 +1,377 @@
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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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http://www.apache.org/licenses/LICENSE-2.0
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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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* Notes:
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* Duplicate x values don't work most of the time because of the way the
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* math library handles multiple regression.
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* The math library currently fails when the number of x variables is >=
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* the sample size (see https://github.com/Hipparchus-Math/hipparchus/issues/13).
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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.CacheAreaEval;
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import org.apache.poi.ss.formula.eval.AreaEval;
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import org.apache.poi.ss.formula.eval.BoolEval;
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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.MissingArgEval;
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import org.apache.poi.ss.formula.eval.NotImplementedException;
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import org.apache.poi.ss.formula.eval.NumberEval;
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import org.apache.poi.ss.formula.eval.NumericValueEval;
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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.commons.math3.linear.SingularMatrixException;
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import org.apache.commons.math3.stat.regression.OLSMultipleLinearRegression;
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import java.util.Arrays;
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/**
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* Implementation for the Excel function TREND<p>
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*
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* Syntax:<br>
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* TREND(known_y's, known_x's, new_x's, constant)
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* <table border="0" cellpadding="1" cellspacing="0" summary="Parameter descriptions">
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* <tr><th>known_y's, known_x's, new_x's</th><td>typically area references, possibly cell references or scalar values</td></tr>
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* <tr><th>constant</th><td><b>TRUE</b> or <b>FALSE</b>:
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* determines whether the regression line should include an intercept term</td></tr>
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* </table><br>
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* If <b>known_x's</b> is not given, it is assumed to be the default array {1, 2, 3, ...}
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* of the same size as <b>known_y's</b>.<br>
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* If <b>new_x's</b> is not given, it is assumed to be the same as <b>known_x's</b><br>
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* If <b>constant</b> is omitted, it is assumed to be <b>TRUE</b>
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* </p>
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*/
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public final class Trend implements Function {
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MatrixFunction.MutableValueCollector collector = new MatrixFunction.MutableValueCollector(false, false);
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private static final class TrendResults {
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public double[] vals;
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public int resultWidth;
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public int resultHeight;
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public TrendResults(double[] vals, int resultWidth, int resultHeight) {
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this.vals = vals;
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this.resultWidth = resultWidth;
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this.resultHeight = resultHeight;
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}
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}
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public ValueEval evaluate(ValueEval[] args, int srcRowIndex, int srcColumnIndex) {
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if (args.length < 1 || args.length > 4) {
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return ErrorEval.VALUE_INVALID;
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}
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try {
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TrendResults tr = getNewY(args);
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ValueEval[] vals = new ValueEval[tr.vals.length];
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for (int i = 0; i < tr.vals.length; i++) {
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vals[i] = new NumberEval(tr.vals[i]);
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}
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if (tr.vals.length == 1) {
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return vals[0];
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}
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return new CacheAreaEval(srcRowIndex, srcColumnIndex, srcRowIndex + tr.resultHeight - 1, srcColumnIndex + tr.resultWidth - 1, vals);
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} catch (EvaluationException e) {
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return e.getErrorEval();
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}
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}
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private static double[][] evalToArray(ValueEval arg) throws EvaluationException {
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double[][] ar;
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ValueEval eval;
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if (arg instanceof MissingArgEval) {
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return new double[0][0];
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}
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if (arg instanceof RefEval) {
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RefEval re = (RefEval) arg;
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if (re.getNumberOfSheets() > 1) {
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throw new EvaluationException(ErrorEval.VALUE_INVALID);
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}
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eval = re.getInnerValueEval(re.getFirstSheetIndex());
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} else {
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eval = arg;
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}
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if (eval == null) {
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throw new RuntimeException("Parameter may not be null.");
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}
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if (eval instanceof AreaEval) {
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AreaEval ae = (AreaEval) eval;
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int w = ae.getWidth();
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int h = ae.getHeight();
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ar = new double[h][w];
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for (int i = 0; i < h; i++) {
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for (int j = 0; j < w; j++) {
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ValueEval ve = ae.getRelativeValue(i, j);
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if (!(ve instanceof NumericValueEval)) {
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throw new EvaluationException(ErrorEval.VALUE_INVALID);
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}
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ar[i][j] = ((NumericValueEval)ve).getNumberValue();
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}
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}
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} else if (eval instanceof NumericValueEval) {
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ar = new double[1][1];
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ar[0][0] = ((NumericValueEval)eval).getNumberValue();
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} else {
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throw new EvaluationException(ErrorEval.VALUE_INVALID);
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}
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return ar;
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}
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private static double[][] getDefaultArrayOneD(int w) {
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double[][] array = new double[w][1];
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for (int i = 0; i < w; i++) {
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array[i][0] = i + 1;
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}
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return array;
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}
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private static double[] flattenArray(double[][] twoD) {
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if (twoD.length < 1) {
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return new double[0];
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}
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double[] oneD = new double[twoD.length * twoD[0].length];
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for (int i = 0; i < twoD.length; i++) {
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for (int j = 0; j < twoD[0].length; j++) {
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oneD[i * twoD[0].length + j] = twoD[i][j];
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}
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}
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return oneD;
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}
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private static double[][] flattenArrayToRow(double[][] twoD) {
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if (twoD.length < 1) {
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return new double[0][0];
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}
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double[][] oneD = new double[twoD.length * twoD[0].length][1];
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for (int i = 0; i < twoD.length; i++) {
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for (int j = 0; j < twoD[0].length; j++) {
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oneD[i * twoD[0].length + j][0] = twoD[i][j];
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}
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}
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return oneD;
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}
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private static double[][] switchRowsColumns(double[][] array) {
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double[][] newArray = new double[array[0].length][array.length];
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for (int i = 0; i < array.length; i++) {
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for (int j = 0; j < array[0].length; j++) {
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newArray[j][i] = array[i][j];
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}
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}
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return newArray;
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}
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/**
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* Check if all columns in a matrix contain the same values.
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* Return true if the number of distinct values in each column is 1.
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*
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* @param matrix column-oriented matrix. A Row matrix should be transposed to column .
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* @return true if all columns contain the same value
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*/
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private static boolean isAllColumnsSame(double[][] matrix){
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if(matrix.length == 0) return false;
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boolean[] cols = new boolean[matrix[0].length];
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for (int j = 0; j < matrix[0].length; j++) {
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double prev = Double.NaN;
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for (int i = 0; i < matrix.length; i++) {
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double v = matrix[i][j];
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if(i > 0 && v != prev) {
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cols[j] = true;
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break;
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}
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prev = v;
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}
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}
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boolean allEquals = true;
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for (boolean x : cols) {
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if(x) {
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allEquals = false;
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break;
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}
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};
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return allEquals;
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}
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private static TrendResults getNewY(ValueEval[] args) throws EvaluationException {
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double[][] xOrig;
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double[][] x;
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double[][] yOrig;
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double[] y;
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double[][] newXOrig;
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double[][] newX;
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double[][] resultSize;
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boolean passThroughOrigin = false;
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switch (args.length) {
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case 1:
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yOrig = evalToArray(args[0]);
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xOrig = new double[0][0];
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newXOrig = new double[0][0];
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break;
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case 2:
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yOrig = evalToArray(args[0]);
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xOrig = evalToArray(args[1]);
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newXOrig = new double[0][0];
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break;
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case 3:
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yOrig = evalToArray(args[0]);
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xOrig = evalToArray(args[1]);
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newXOrig = evalToArray(args[2]);
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break;
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case 4:
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yOrig = evalToArray(args[0]);
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xOrig = evalToArray(args[1]);
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newXOrig = evalToArray(args[2]);
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if (!(args[3] instanceof BoolEval)) {
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throw new EvaluationException(ErrorEval.VALUE_INVALID);
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}
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// The argument in Excel is false when it *should* pass through the origin.
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passThroughOrigin = !((BoolEval)args[3]).getBooleanValue();
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break;
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default:
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throw new EvaluationException(ErrorEval.VALUE_INVALID);
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}
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if (yOrig.length < 1) {
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throw new EvaluationException(ErrorEval.VALUE_INVALID);
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}
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y = flattenArray(yOrig);
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newX = newXOrig;
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if (newXOrig.length > 0) {
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resultSize = newXOrig;
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} else {
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resultSize = new double[1][1];
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}
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if (y.length == 1) {
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/* See comment at top of file
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if (xOrig.length > 0 && !(xOrig.length == 1 || xOrig[0].length == 1)) {
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throw new EvaluationException(ErrorEval.REF_INVALID);
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} else if (xOrig.length < 1) {
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x = new double[1][1];
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x[0][0] = 1;
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} else {
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x = new double[1][];
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x[0] = flattenArray(xOrig);
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if (newXOrig.length < 1) {
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resultSize = xOrig;
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}
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}*/
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throw new NotImplementedException("Sample size too small");
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} else if (yOrig.length == 1 || yOrig[0].length == 1) {
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if (xOrig.length < 1) {
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x = getDefaultArrayOneD(y.length);
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if (newXOrig.length < 1) {
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resultSize = yOrig;
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}
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} else {
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x = xOrig;
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if (xOrig[0].length > 1 && yOrig.length == 1) {
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x = switchRowsColumns(x);
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}
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if (newXOrig.length < 1) {
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resultSize = xOrig;
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}
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}
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if (newXOrig.length > 0 && (x.length == 1 || x[0].length == 1)) {
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newX = flattenArrayToRow(newXOrig);
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}
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} else {
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if (xOrig.length < 1) {
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x = getDefaultArrayOneD(y.length);
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if (newXOrig.length < 1) {
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resultSize = yOrig;
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}
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} else {
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x = flattenArrayToRow(xOrig);
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if (newXOrig.length < 1) {
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resultSize = xOrig;
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}
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}
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if (newXOrig.length > 0) {
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newX = flattenArrayToRow(newXOrig);
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}
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if (y.length != x.length || yOrig.length != xOrig.length) {
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throw new EvaluationException(ErrorEval.REF_INVALID);
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}
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}
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if (newXOrig.length < 1) {
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newX = x;
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} else if (newXOrig.length == 1 && newXOrig[0].length > 1 && xOrig.length > 1 && xOrig[0].length == 1) {
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newX = switchRowsColumns(newXOrig);
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}
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if (newX[0].length != x[0].length) {
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throw new EvaluationException(ErrorEval.REF_INVALID);
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}
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if (x[0].length >= x.length) {
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/* See comment at top of file */
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throw new NotImplementedException("Sample size too small");
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}
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int resultHeight = resultSize.length;
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int resultWidth = resultSize[0].length;
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if(isAllColumnsSame(x)){
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double[] result = new double[newX.length];
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double avg = Arrays.stream(y).average().orElse(0);
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for(int i = 0; i < result.length; i++) result[i] = avg;
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return new TrendResults(result, resultWidth, resultHeight);
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}
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OLSMultipleLinearRegression reg = new OLSMultipleLinearRegression();
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if (passThroughOrigin) {
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reg.setNoIntercept(true);
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}
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try {
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reg.newSampleData(y, x);
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} catch (IllegalArgumentException e) {
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throw new EvaluationException(ErrorEval.REF_INVALID);
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}
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double[] par;
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try {
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par = reg.estimateRegressionParameters();
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} catch (SingularMatrixException e) {
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throw new NotImplementedException("Singular matrix in input");
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}
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double[] result = new double[newX.length];
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for (int i = 0; i < newX.length; i++) {
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result[i] = 0;
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if (passThroughOrigin) {
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for (int j = 0; j < par.length; j++) {
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result[i] += par[j] * newX[i][j];
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}
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} else {
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result[i] = par[0];
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for (int j = 1; j < par.length; j++) {
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result[i] += par[j] * newX[i][j - 1];
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}
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}
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}
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return new TrendResults(result, resultWidth, resultHeight);
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}
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}
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@ -41,6 +41,7 @@ import org.junit.runners.Suite;
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TestQuotientFunctionsFromSpreadsheet.class,
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TestReptFunctionsFromSpreadsheet.class,
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TestRomanFunctionsFromSpreadsheet.class,
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TestTrendFunctionsFromSpreadsheet.class,
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TestWeekNumFunctionsFromSpreadsheet.class,
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TestWeekNumFunctionsFromSpreadsheet2013.class
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})
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@ -0,0 +1,31 @@
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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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http://www.apache.org/licenses/LICENSE-2.0
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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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package org.apache.poi.ss.formula.functions;
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import java.util.Collection;
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import org.junit.runners.Parameterized.Parameters;
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/**
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* Tests TREND() as loaded from a test data spreadsheet.
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*/
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public class TestTrendFunctionsFromSpreadsheet extends BaseTestFunctionsFromSpreadsheet {
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@Parameters(name="{0}")
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public static Collection<Object[]> data() throws Exception {
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return data(TestTrendFunctionsFromSpreadsheet.class, "Trend.xls");
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}
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}
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BIN
test-data/spreadsheet/Trend.xls
Normal file
BIN
test-data/spreadsheet/Trend.xls
Normal file
Binary file not shown.
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