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add COVAR and COVARIANCE.P functions 

git-svn-id: https://svn.apache.org/repos/asf/poi/trunk@1901686 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
PJ Fanning 2022-06-05 19:51:01 +00:00
parent eea430a5aa
commit f0b78f9e3b
6 changed files with 310 additions and 112 deletions
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1
poi/src/main/java/org/apache/poi/ss/formula/atp/AnalysisToolPak.java
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@ -90,6 +90,7 @@ public final class AnalysisToolPak implements UDFFinder {
r(m, "COUPNCD", null);
r(m, "COUPNUM", null);
r(m, "COUPPCD", null);
r(m, "COVARIANCE.P", Covar.instanceP);
r(m, "CUBEKPIMEMBER", null);
r(m, "CUBEMEMBER", null);
r(m, "CUBEMEMBERPROPERTY", null);

2
poi/src/main/java/org/apache/poi/ss/formula/eval/FunctionEval.java
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@ -288,7 +288,7 @@ public final class FunctionEval {
retval[305] = new Sumx2py2();
// 306: CHITEST
retval[307] = Correl.instance;
// 308: COVAR
retval[308] = Covar.instanceP;
// 309: FORECAST
// 310: FTEST
retval[311] = new Intercept();

114
poi/src/main/java/org/apache/poi/ss/formula/functions/Correl.java
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@ -17,19 +17,11 @@
package org.apache.poi.ss.formula.functions;
import org.apache.commons.math3.stat.correlation.PearsonsCorrelation;
import org.apache.poi.ss.formula.ThreeDEval;
import org.apache.poi.ss.formula.TwoDEval;
import org.apache.poi.ss.formula.eval.BlankEval;
import org.apache.poi.ss.formula.eval.ErrorEval;
import org.apache.poi.ss.formula.eval.EvaluationException;
import org.apache.poi.ss.formula.eval.NumberEval;
import org.apache.poi.ss.formula.eval.NumericValueEval;
import org.apache.poi.ss.formula.eval.OperandResolver;
import org.apache.poi.ss.formula.eval.RefEval;
import org.apache.poi.ss.formula.eval.StringValueEval;
import org.apache.poi.ss.formula.eval.ValueEval;
import java.util.Arrays;
import java.util.List;
/**
@ -46,7 +38,7 @@ import java.util.List;
* See https://support.microsoft.com/en-us/office/correl-function-995dcef7-0c0a-4bed-a3fb-239d7b68ca92
* </p>
*/
public class Correl extends Fixed2ArgFunction {
public class Correl extends TwoArrayFunction {
public static final Correl instance = new Correl();
@ -60,108 +52,8 @@ public class Correl extends Fixed2ArgFunction {
return new NumberEval(correl);
} catch (EvaluationException e) {
return e.getErrorEval();
}
}
private List<DoubleList> getNumberArrays(ValueEval operand0, ValueEval operand1) throws EvaluationException {
double[] retval0 = collectValuesWithBlanks(operand0).toArray();
double[] retval1 = collectValuesWithBlanks(operand1).toArray();
if (retval0.length != retval1.length) {
throw new EvaluationException(ErrorEval.NA);
}
DoubleList filtered0 = new DoubleList();
DoubleList filtered1 = new DoubleList();
int len = Math.min(retval0.length, retval1.length);
for (int i = 0; i < len; i++) {
if (Double.isNaN(retval0[i]) || Double.isNaN(retval1[i])) {
//ignore
} else {
filtered0.add(retval0[i]);
filtered1.add(retval1[i]);
}
}
return Arrays.asList(filtered0, filtered1);
}
private DoubleList collectValuesWithBlanks(ValueEval operand) throws EvaluationException {
DoubleList doubleList = new DoubleList();
if (operand instanceof ThreeDEval) {
ThreeDEval ae = (ThreeDEval) operand;
for (int sIx = ae.getFirstSheetIndex(); sIx <= ae.getLastSheetIndex(); sIx++) {
int width = ae.getWidth();
int height = ae.getHeight();
for (int rrIx = 0; rrIx < height; rrIx++) {
for (int rcIx = 0; rcIx < width; rcIx++) {
ValueEval ve = ae.getValue(sIx, rrIx, rcIx);
Double d = collectValue(ve);
if (d == null) {
doubleList.add(Double.NaN);
} else {
doubleList.add(d.doubleValue());
} catch (Exception e) {
return ErrorEval.NA;
}
}
}
}
return doubleList;
}
if (operand instanceof TwoDEval) {
TwoDEval ae = (TwoDEval) operand;
int width = ae.getWidth();
int height = ae.getHeight();
for (int rrIx = 0; rrIx < height; rrIx++) {
for (int rcIx = 0; rcIx < width; rcIx++) {
ValueEval ve = ae.getValue(rrIx, rcIx);
Double d = collectValue(ve);
if (d == null) {
doubleList.add(Double.NaN);
} else {
doubleList.add(d.doubleValue());
}
}
}
return doubleList;
}
if (operand instanceof RefEval) {
RefEval re = (RefEval) operand;
for (int sIx = re.getFirstSheetIndex(); sIx <= re.getLastSheetIndex(); sIx++) {
Double d = collectValue(re.getInnerValueEval(sIx));
if (d == null) {
doubleList.add(Double.NaN);
} else {
doubleList.add(d.doubleValue());
}
}
return doubleList;
}
Double d = collectValue(operand);
if (d == null) {
doubleList.add(Double.NaN);
} else {
doubleList.add(d.doubleValue());
}
return doubleList;
}
private Double collectValue(ValueEval ve) throws EvaluationException {
if (ve == null) {
throw new IllegalArgumentException("ve must not be null");
}
if (ve instanceof NumericValueEval) {
NumericValueEval ne = (NumericValueEval) ve;
return ne.getNumberValue();
}
if (ve instanceof StringValueEval) {
String s = ((StringValueEval) ve).getStringValue().trim();
return OperandResolver.parseDouble(s);
}
if (ve instanceof ErrorEval) {
throw new EvaluationException((ErrorEval) ve);
}
if (ve == BlankEval.instance) {
return null;
}
throw new RuntimeException("Invalid ValueEval type passed for conversion: ("
+ ve.getClass() + ")");
}
}

64
poi/src/main/java/org/apache/poi/ss/formula/functions/Covar.java Normal file
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@ -0,0 +1,64 @@
/* ====================================================================
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 org.apache.commons.math3.stat.correlation.Covariance;
import org.apache.commons.math3.stat.correlation.PearsonsCorrelation;
import org.apache.poi.ss.formula.OperationEvaluationContext;
import org.apache.poi.ss.formula.eval.ErrorEval;
import org.apache.poi.ss.formula.eval.EvaluationException;
import org.apache.poi.ss.formula.eval.NumberEval;
import org.apache.poi.ss.formula.eval.ValueEval;
import java.util.List;
/**
* Implementation for Excel COVAR() and COVARIANCE.P() functions.
* <p>
* <b>Syntax</b>:<br> <b>COVAR </b>(<b>array1</b>, <b>array2</b>)<br>
* </p>
* @see <a href="https://support.microsoft.com/en-us/office/covar-function-50479552-2c03-4daf-bd71-a5ab88b2db03">COVAR</a>
* @see <a href="https://support.microsoft.com/en-us/office/covariance-p-function-6f0e1e6d-956d-4e4b-9943-cfef0bf9edfc">COVARIANCE.P</a>
* </p>
*/
public class Covar extends TwoArrayFunction implements FreeRefFunction {
public static final Covar instanceP = new Covar();
@Override
public ValueEval evaluate(int srcRowIndex, int srcColumnIndex, ValueEval arg0, ValueEval arg1) {
try {
final List<DoubleList> arrays = getNumberArrays(arg0, arg1);
final Covariance covar = new Covariance();
final double result = covar.covariance(
arrays.get(0).toArray(), arrays.get(1).toArray(), false);
return new NumberEval(result);
} catch (EvaluationException e) {
return e.getErrorEval();
} catch (Exception e) {
return ErrorEval.NA;
}
}
@Override
public ValueEval evaluate(ValueEval[] args, OperationEvaluationContext ec) {
if (args.length != 2) {
return ErrorEval.VALUE_INVALID;
}
return evaluate(ec.getRowIndex(), ec.getColumnIndex(), args[0], args[1]);
}
}

136
poi/src/main/java/org/apache/poi/ss/formula/functions/TwoArrayFunction.java Normal file
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@ -0,0 +1,136 @@
/* ====================================================================
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 org.apache.poi.ss.formula.ThreeDEval;
import org.apache.poi.ss.formula.TwoDEval;
import org.apache.poi.ss.formula.eval.BlankEval;
import org.apache.poi.ss.formula.eval.ErrorEval;
import org.apache.poi.ss.formula.eval.EvaluationException;
import org.apache.poi.ss.formula.eval.NumericValueEval;
import org.apache.poi.ss.formula.eval.OperandResolver;
import org.apache.poi.ss.formula.eval.RefEval;
import org.apache.poi.ss.formula.eval.StringValueEval;
import org.apache.poi.ss.formula.eval.ValueEval;
import java.util.Arrays;
import java.util.List;
abstract class TwoArrayFunction extends Fixed2ArgFunction {
protected List<DoubleList> getNumberArrays(ValueEval operand0, ValueEval operand1) throws EvaluationException {
double[] retval0 = collectValuesWithBlanks(operand0).toArray();
double[] retval1 = collectValuesWithBlanks(operand1).toArray();
if (retval0.length != retval1.length) {
throw new EvaluationException(ErrorEval.NA);
}
DoubleList filtered0 = new DoubleList();
DoubleList filtered1 = new DoubleList();
int len = Math.min(retval0.length, retval1.length);
for (int i = 0; i < len; i++) {
if (Double.isNaN(retval0[i]) || Double.isNaN(retval1[i])) {
//ignore
} else {
filtered0.add(retval0[i]);
filtered1.add(retval1[i]);
}
}
return Arrays.asList(filtered0, filtered1);
}
private DoubleList collectValuesWithBlanks(ValueEval operand) throws EvaluationException {
DoubleList doubleList = new DoubleList();
if (operand instanceof ThreeDEval) {
ThreeDEval ae = (ThreeDEval) operand;
for (int sIx = ae.getFirstSheetIndex(); sIx <= ae.getLastSheetIndex(); sIx++) {
int width = ae.getWidth();
int height = ae.getHeight();
for (int rrIx = 0; rrIx < height; rrIx++) {
for (int rcIx = 0; rcIx < width; rcIx++) {
ValueEval ve = ae.getValue(sIx, rrIx, rcIx);
Double d = collectValue(ve);
if (d == null) {
doubleList.add(Double.NaN);
} else {
doubleList.add(d.doubleValue());
}
}
}
}
return doubleList;
}
if (operand instanceof TwoDEval) {
TwoDEval ae = (TwoDEval) operand;
int width = ae.getWidth();
int height = ae.getHeight();
for (int rrIx = 0; rrIx < height; rrIx++) {
for (int rcIx = 0; rcIx < width; rcIx++) {
ValueEval ve = ae.getValue(rrIx, rcIx);
Double d = collectValue(ve);
if (d == null) {
doubleList.add(Double.NaN);
} else {
doubleList.add(d.doubleValue());
}
}
}
return doubleList;
}
if (operand instanceof RefEval) {
RefEval re = (RefEval) operand;
for (int sIx = re.getFirstSheetIndex(); sIx <= re.getLastSheetIndex(); sIx++) {
Double d = collectValue(re.getInnerValueEval(sIx));
if (d == null) {
doubleList.add(Double.NaN);
} else {
doubleList.add(d.doubleValue());
}
}
return doubleList;
}
Double d = collectValue(operand);
if (d == null) {
doubleList.add(Double.NaN);
} else {
doubleList.add(d.doubleValue());
}
return doubleList;
}
private Double collectValue(ValueEval ve) throws EvaluationException {
if (ve == null) {
throw new IllegalArgumentException("ve must not be null");
}
if (ve instanceof NumericValueEval) {
NumericValueEval ne = (NumericValueEval) ve;
return ne.getNumberValue();
}
if (ve instanceof StringValueEval) {
String s = ((StringValueEval) ve).getStringValue().trim();
return OperandResolver.parseDouble(s);
}
if (ve instanceof ErrorEval) {
throw new EvaluationException((ErrorEval) ve);
}
if (ve == BlankEval.instance) {
return null;
}
throw new RuntimeException("Invalid ValueEval type passed for conversion: ("
+ ve.getClass() + ")");
}
}

105
poi/src/test/java/org/apache/poi/ss/formula/functions/TestCovar.java Normal file
View File

@ -0,0 +1,105 @@
/* ====================================================================
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 org.apache.poi.hssf.usermodel.HSSFCell;
import org.apache.poi.hssf.usermodel.HSSFFormulaEvaluator;
import org.apache.poi.hssf.usermodel.HSSFRow;
import org.apache.poi.hssf.usermodel.HSSFSheet;
import org.apache.poi.hssf.usermodel.HSSFWorkbook;
import org.apache.poi.ss.usermodel.FormulaError;
import org.junit.jupiter.api.Test;
import java.io.IOException;
import static org.apache.poi.ss.util.Utils.addRow;
import static org.apache.poi.ss.util.Utils.assertDouble;
import static org.apache.poi.ss.util.Utils.assertError;
/**
* Tests for {@link Covar}
*/
final class TestCovar {
//https://support.microsoft.com/en-us/office/covar-function-50479552-2c03-4daf-bd71-a5ab88b2db03
@Test
void testMicrosoftExample1() throws IOException {
try (HSSFWorkbook wb = initWorkbook1()) {
HSSFSheet sheet = wb.getSheetAt(0);
HSSFRow row = sheet.getRow(0);
HSSFCell cell = row.createCell(100);
HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
assertDouble(fe, cell, "COVAR(A2:A6,B2:B6)", 5.2, 0.0000000005);
assertDouble(fe, cell, "COVARIANCE.P(A2:A6,B2:B6)", 5.2, 0.0000000005);
}
}
@Test
void testBlankValue() throws IOException {
try (HSSFWorkbook wb = initWorkbook1(null)) {
HSSFSheet sheet = wb.getSheetAt(0);
HSSFRow row = sheet.getRow(0);
HSSFCell cell = row.createCell(100);
HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
assertDouble(fe, cell, "COVAR(A2:A6,B2:B6)", 5.5625, 0.0000000005);
assertDouble(fe, cell, "COVARIANCE.P(A2:A6,B2:B6)", 5.5625, 0.0000000005);
}
}
@Test
void testStringValue() throws IOException {
try (HSSFWorkbook wb = initWorkbook1("string")) {
HSSFSheet sheet = wb.getSheetAt(0);
HSSFRow row = sheet.getRow(0);
HSSFCell cell = row.createCell(100);
HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
assertDouble(fe, cell, "COVAR(A2:A6,B2:B6)", 5.5625, 0.0000000005);
assertDouble(fe, cell, "COVARIANCE.P(A2:A6,B2:B6)", 5.5625, 0.0000000005);
}
}
@Test
void testMismatch() throws IOException {
try (HSSFWorkbook wb = initWorkbook1()) {
HSSFSheet sheet = wb.getSheetAt(0);
HSSFRow row = sheet.getRow(0);
HSSFCell cell = row.createCell(100);
HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
assertError(fe, cell, "COVAR(A2:A6,B2:B5)", FormulaError.NA);
assertError(fe, cell, "COVARIANCE.P(A2:A6,B2:B5)", FormulaError.NA);
assertError(fe, cell, "COVAR(A2:B6,B2:B6)", FormulaError.NA);
assertError(fe, cell, "COVARIANCE.P(A2:B6,B2:B6)", FormulaError.NA);
}
}
private HSSFWorkbook initWorkbook1() {
return initWorkbook1(Double.valueOf(15));
}
private HSSFWorkbook initWorkbook1(Object row4Data2) {
HSSFWorkbook wb = new HSSFWorkbook();
HSSFSheet sheet = wb.createSheet();
addRow(sheet, 0, "Data1", "Data2");
addRow(sheet, 1, 3, 9);
addRow(sheet, 2, 2, 7);
addRow(sheet, 3, 4, 12);
addRow(sheet, 4, 5, row4Data2);
addRow(sheet, 5, 6, 17);
return wb;
}
}