@bilig/formula 0.1.0

package/dist/builtins/lookup-regression-builtins.js

@@ -0,0 +1,511 @@
+import { ErrorCode, ValueTag } from "@bilig/protocol";
+function flattenNumbersOrValueError(arg, { errorValue, flattenNumbers }) {
+    return arg === undefined ? errorValue(ErrorCode.Value) : flattenNumbers(arg);
+}
+function parseCorrelationOperands(firstArg, secondArg, deps) {
+    const first = flattenNumbersOrValueError(firstArg, deps);
+    if (!Array.isArray(first)) {
+        return first;
+    }
+    const second = flattenNumbersOrValueError(secondArg, deps);
+    if (!Array.isArray(second)) {
+        return second;
+    }
+    if (first.length === 0 || first.length !== second.length) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    return { first, second };
+}
+function covarianceFromPairs(first, second, useSample, { errorValue }) {
+    const count = first.length;
+    const firstMean = first.reduce((sum, value) => sum + value, 0) / count;
+    const secondMean = second.reduce((sum, value) => sum + value, 0) / count;
+    let covarianceSum = 0;
+    for (let index = 0; index < count; index += 1) {
+        covarianceSum += (first[index] - firstMean) * (second[index] - secondMean);
+    }
+    const denominator = useSample ? count - 1 : count;
+    if (denominator <= 0) {
+        return errorValue(ErrorCode.Div0);
+    }
+    return covarianceSum / denominator;
+}
+function correlationFromPairs(first, second, { errorValue }) {
+    if (first.length < 2) {
+        return errorValue(ErrorCode.Div0);
+    }
+    const count = first.length;
+    const firstMean = first.reduce((sum, value) => sum + value, 0) / count;
+    const secondMean = second.reduce((sum, value) => sum + value, 0) / count;
+    let crossProducts = 0;
+    let firstVariance = 0;
+    let secondVariance = 0;
+    for (let index = 0; index < count; index += 1) {
+        const firstDeviation = first[index] - firstMean;
+        const secondDeviation = second[index] - secondMean;
+        crossProducts += firstDeviation * secondDeviation;
+        firstVariance += firstDeviation ** 2;
+        secondVariance += secondDeviation ** 2;
+    }
+    const denominator = Math.sqrt(firstVariance * secondVariance);
+    if (denominator === 0) {
+        return errorValue(ErrorCode.Div0);
+    }
+    return crossProducts / denominator;
+}
+function linearRegressionFromPairs(knownY, knownX, deps, includeIntercept = true) {
+    if (knownY.length !== knownX.length || knownY.length === 0) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    const count = knownY.length;
+    const meanY = knownY.reduce((sum, value) => sum + value, 0) / count;
+    const meanX = knownX.reduce((sum, value) => sum + value, 0) / count;
+    let sumSquaresX = 0;
+    let sumSquaresY = 0;
+    let sumCrossProducts = 0;
+    let slope;
+    let intercept;
+    if (includeIntercept) {
+        for (let index = 0; index < count; index += 1) {
+            const xDeviation = knownX[index] - meanX;
+            const yDeviation = knownY[index] - meanY;
+            sumSquaresX += xDeviation ** 2;
+            sumSquaresY += yDeviation ** 2;
+            sumCrossProducts += xDeviation * yDeviation;
+        }
+        if (sumSquaresX === 0) {
+            return deps.errorValue(ErrorCode.Div0);
+        }
+        slope = sumCrossProducts / sumSquaresX;
+        intercept = meanY - slope * meanX;
+    }
+    else {
+        for (let index = 0; index < count; index += 1) {
+            const xValue = knownX[index];
+            const yValue = knownY[index];
+            sumSquaresX += xValue ** 2;
+            sumSquaresY += (yValue - meanY) ** 2;
+            sumCrossProducts += xValue * yValue;
+        }
+        if (sumSquaresX === 0) {
+            return deps.errorValue(ErrorCode.Div0);
+        }
+        slope = sumCrossProducts / sumSquaresX;
+        intercept = 0;
+    }
+    let residualSumSquares = 0;
+    for (let index = 0; index < count; index += 1) {
+        const residual = knownY[index] - (intercept + slope * knownX[index]);
+        residualSumSquares += residual ** 2;
+    }
+    return {
+        slope,
+        intercept,
+        sumSquaresX,
+        sumSquaresY,
+        sumCrossProducts,
+        residualSumSquares,
+    };
+}
+function regressionMatrixFromArg(arg, { errorValue, isRangeArg, toNumber }) {
+    if (arg === undefined) {
+        return errorValue(ErrorCode.Value);
+    }
+    if (!isRangeArg(arg)) {
+        if (arg.tag === ValueTag.Error) {
+            return arg;
+        }
+        const numeric = toNumber(arg);
+        return numeric === undefined
+            ? errorValue(ErrorCode.Value)
+            : { values: [numeric], rows: 1, cols: 1 };
+    }
+    if (arg.refKind !== "cells") {
+        return errorValue(ErrorCode.Value);
+    }
+    const values = [];
+    for (const value of arg.values) {
+        if (value.tag === ValueTag.Error) {
+            return value;
+        }
+        const numeric = toNumber(value);
+        if (numeric === undefined) {
+            return errorValue(ErrorCode.Value);
+        }
+        values.push(numeric);
+    }
+    return { values, rows: arg.rows, cols: arg.cols };
+}
+function defaultRegressionSequence(rows, cols) {
+    const values = [];
+    for (let index = 0; index < rows * cols; index += 1) {
+        values.push(index + 1);
+    }
+    return { values, rows, cols };
+}
+function coerceRegressionConstant(arg, { errorValue, isRangeArg, toBoolean }) {
+    if (arg === undefined) {
+        return true;
+    }
+    if (isRangeArg(arg)) {
+        return errorValue(ErrorCode.Value);
+    }
+    if (arg.tag === ValueTag.Error) {
+        return arg;
+    }
+    const value = toBoolean(arg);
+    return value === undefined ? errorValue(ErrorCode.Value) : value;
+}
+function coerceRegressionFlag(arg, defaultValue, { errorValue, isRangeArg, toBoolean }) {
+    if (arg === undefined) {
+        return defaultValue;
+    }
+    if (isRangeArg(arg)) {
+        return errorValue(ErrorCode.Value);
+    }
+    if (arg.tag === ValueTag.Error) {
+        return arg;
+    }
+    const value = toBoolean(arg);
+    return value === undefined ? errorValue(ErrorCode.Value) : value;
+}
+function predictionResultFromMatrix(values, rows, cols, { errorValue, numberResult }) {
+    if (values.some((value) => !Number.isFinite(value))) {
+        return errorValue(ErrorCode.Value);
+    }
+    const resultValues = values.map((value) => numberResult(value));
+    return rows === 1 && cols === 1
+        ? (resultValues[0] ?? errorValue(ErrorCode.Value))
+        : {
+            kind: "array",
+            rows,
+            cols,
+            values: resultValues,
+        };
+}
+function forecastResult(xArg, knownYArg, knownXArg, deps) {
+    if (xArg === undefined || deps.isRangeArg(xArg)) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    if (xArg.tag === ValueTag.Error) {
+        return xArg;
+    }
+    const x = deps.toNumber(xArg);
+    if (x === undefined) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    const values = parseCorrelationOperands(knownYArg, knownXArg, deps);
+    if (!("first" in values)) {
+        return values;
+    }
+    const regression = linearRegressionFromPairs(values.first, values.second, deps);
+    return "intercept" in regression
+        ? deps.numberResult(regression.intercept + regression.slope * x)
+        : regression;
+}
+function trendLikeResult(mode, knownYArg, knownXArg, newXArg, constArg, deps) {
+    const knownYMatrix = regressionMatrixFromArg(knownYArg, deps);
+    if (!("values" in knownYMatrix)) {
+        return knownYMatrix;
+    }
+    const knownXMatrix = knownXArg === undefined
+        ? defaultRegressionSequence(knownYMatrix.rows, knownYMatrix.cols)
+        : regressionMatrixFromArg(knownXArg, deps);
+    if (!("values" in knownXMatrix)) {
+        return knownXMatrix;
+    }
+    if (knownXMatrix.values.length !== knownYMatrix.values.length ||
+        knownXMatrix.values.length === 0) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    const includeIntercept = coerceRegressionConstant(constArg, deps);
+    if (typeof includeIntercept !== "boolean") {
+        return includeIntercept;
+    }
+    const regressionY = mode === "growth"
+        ? knownYMatrix.values.map((value) => {
+            return value > 0 ? Math.log(value) : Number.NaN;
+        })
+        : [...knownYMatrix.values];
+    if (regressionY.some((value) => !Number.isFinite(value))) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    const regression = linearRegressionFromPairs(regressionY, knownXMatrix.values, deps, includeIntercept);
+    if (!("slope" in regression)) {
+        return regression;
+    }
+    const newXMatrix = newXArg === undefined
+        ? knownXArg === undefined
+            ? defaultRegressionSequence(knownYMatrix.rows, knownYMatrix.cols)
+            : knownXMatrix
+        : regressionMatrixFromArg(newXArg, deps);
+    if (!("values" in newXMatrix)) {
+        return newXMatrix;
+    }
+    const predicted = newXMatrix.values.map((xValue) => {
+        const linear = regression.intercept + regression.slope * xValue;
+        return mode === "growth" ? Math.exp(linear) : linear;
+    });
+    return predictionResultFromMatrix(predicted, newXMatrix.rows, newXMatrix.cols, deps);
+}
+function parseUnivariateRegressionDataset(mode, knownYArg, knownXArg, deps) {
+    const knownYMatrix = regressionMatrixFromArg(knownYArg, deps);
+    if (!("values" in knownYMatrix)) {
+        return knownYMatrix;
+    }
+    if (knownYMatrix.values.length === 0) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    const knownY = mode === "logest"
+        ? knownYMatrix.values.map((value) => (value > 0 ? Math.log(value) : Number.NaN))
+        : [...knownYMatrix.values];
+    if (knownY.some((value) => !Number.isFinite(value))) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    if (knownXArg === undefined) {
+        return {
+            knownY,
+            knownX: knownY.map((_, index) => index + 1),
+        };
+    }
+    const knownXMatrix = regressionMatrixFromArg(knownXArg, deps);
+    if (!("values" in knownXMatrix)) {
+        return knownXMatrix;
+    }
+    if (knownXMatrix.values.length !== knownY.length || knownXMatrix.values.length === 0) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    if (knownXMatrix.values.some((value) => !Number.isFinite(value))) {
+        return deps.errorValue(ErrorCode.Value);
+    }
+    return {
+        knownY,
+        knownX: [...knownXMatrix.values],
+    };
+}
+function analyzeUnivariateRegression(knownY, knownX, includeIntercept, deps) {
+    const regression = linearRegressionFromPairs(knownY, knownX, deps, includeIntercept);
+    if (!("slope" in regression)) {
+        return regression;
+    }
+    const count = knownY.length;
+    const meanY = knownY.reduce((sum, value) => sum + value, 0) / count;
+    const totalSumSquares = includeIntercept
+        ? knownY.reduce((sum, value) => sum + (value - meanY) ** 2, 0)
+        : knownY.reduce((sum, value) => sum + value ** 2, 0);
+    const residualSumSquares = Math.max(0, regression.residualSumSquares);
+    const regressionSumSquares = Math.max(0, totalSumSquares - residualSumSquares);
+    const parameterCount = includeIntercept ? 2 : 1;
+    const degreesFreedom = count - parameterCount;
+    let slopeStandardError;
+    let interceptStandardError;
+    let standardErrorY;
+    let fStatistic;
+    if (degreesFreedom > 0) {
+        const meanSquaredError = residualSumSquares / degreesFreedom;
+        standardErrorY = Math.sqrt(meanSquaredError);
+        if (includeIntercept) {
+            const meanX = knownX.reduce((sum, value) => sum + value, 0) / count;
+            const sumSquaresX = knownX.reduce((sum, value) => {
+                const deviation = value - meanX;
+                return sum + deviation * deviation;
+            }, 0);
+            if (sumSquaresX > 0) {
+                slopeStandardError = Math.sqrt(meanSquaredError / sumSquaresX);
+                interceptStandardError = Math.sqrt(meanSquaredError * (1 / count + (meanX * meanX) / sumSquaresX));
+            }
+        }
+        else {
+            const sumSquaresX = knownX.reduce((sum, value) => sum + value * value, 0);
+            if (sumSquaresX > 0) {
+                slopeStandardError = Math.sqrt(meanSquaredError / sumSquaresX);
+                interceptStandardError = 0;
+            }
+        }
+        if (residualSumSquares === 0) {
+            fStatistic = Number.POSITIVE_INFINITY;
+        }
+        else {
+            fStatistic = regressionSumSquares / (residualSumSquares / degreesFreedom);
+        }
+    }
+    let rSquared;
+    if (totalSumSquares === 0) {
+        rSquared = residualSumSquares === 0 ? 1 : undefined;
+    }
+    else {
+        rSquared = 1 - residualSumSquares / totalSumSquares;
+    }
+    return {
+        slope: regression.slope,
+        intercept: regression.intercept,
+        slopeStandardError,
+        interceptStandardError,
+        rSquared,
+        standardErrorY,
+        fStatistic,
+        degreesFreedom: degreesFreedom > 0 ? degreesFreedom : undefined,
+        regressionSumSquares,
+        residualSumSquares,
+    };
+}
+function regressionStatCell(value, { errorValue, numberResult }) {
+    if (value === undefined || Number.isNaN(value)) {
+        return errorValue(ErrorCode.Div0);
+    }
+    return Number.isFinite(value) ? numberResult(value) : errorValue(ErrorCode.Div0);
+}
+function linearEstimationResult(mode, knownYArg, knownXArg, constArg, statsArg, deps) {
+    const dataset = parseUnivariateRegressionDataset(mode, knownYArg, knownXArg, deps);
+    if (!("knownY" in dataset)) {
+        return dataset;
+    }
+    const includeIntercept = coerceRegressionFlag(constArg, true, deps);
+    if (typeof includeIntercept !== "boolean") {
+        return includeIntercept;
+    }
+    const includeStats = coerceRegressionFlag(statsArg, false, deps);
+    if (typeof includeStats !== "boolean") {
+        return includeStats;
+    }
+    const regression = analyzeUnivariateRegression(dataset.knownY, dataset.knownX, includeIntercept, deps);
+    if (!("slope" in regression)) {
+        return regression;
+    }
+    const leading = mode === "logest" ? Math.exp(regression.slope) : regression.slope;
+    const trailing = mode === "logest"
+        ? includeIntercept
+            ? Math.exp(regression.intercept)
+            : 1
+        : includeIntercept
+            ? regression.intercept
+            : 0;
+    if (!includeStats) {
+        return {
+            kind: "array",
+            rows: 1,
+            cols: 2,
+            values: [deps.numberResult(leading), deps.numberResult(trailing)],
+        };
+    }
+    return {
+        kind: "array",
+        rows: 5,
+        cols: 2,
+        values: [
+            deps.numberResult(leading),
+            deps.numberResult(trailing),
+            regressionStatCell(regression.slopeStandardError, deps),
+            regressionStatCell(regression.interceptStandardError, deps),
+            regressionStatCell(regression.rSquared, deps),
+            regressionStatCell(regression.standardErrorY, deps),
+            regressionStatCell(regression.fStatistic, deps),
+            regressionStatCell(regression.degreesFreedom, deps),
+            deps.numberResult(regression.regressionSumSquares),
+            deps.numberResult(regression.residualSumSquares),
+        ],
+    };
+}
+export function createLookupRegressionBuiltins(deps) {
+    return {
+        CORREL: (firstArg, secondArg) => {
+            const values = parseCorrelationOperands(firstArg, secondArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            const correlation = correlationFromPairs(values.first, values.second, deps);
+            return typeof correlation === "number" ? deps.numberResult(correlation) : correlation;
+        },
+        COVAR: (firstArg, secondArg) => {
+            const values = parseCorrelationOperands(firstArg, secondArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            const covariance = covarianceFromPairs(values.first, values.second, false, deps);
+            return typeof covariance === "number" ? deps.numberResult(covariance) : covariance;
+        },
+        PEARSON: (firstArg, secondArg) => {
+            const values = parseCorrelationOperands(firstArg, secondArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            const correlation = correlationFromPairs(values.first, values.second, deps);
+            return typeof correlation === "number" ? deps.numberResult(correlation) : correlation;
+        },
+        "COVARIANCE.P": (firstArg, secondArg) => {
+            const values = parseCorrelationOperands(firstArg, secondArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            const covariance = covarianceFromPairs(values.first, values.second, false, deps);
+            return typeof covariance === "number" ? deps.numberResult(covariance) : covariance;
+        },
+        "COVARIANCE.S": (firstArg, secondArg) => {
+            const values = parseCorrelationOperands(firstArg, secondArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            const covariance = covarianceFromPairs(values.first, values.second, true, deps);
+            return typeof covariance === "number" ? deps.numberResult(covariance) : covariance;
+        },
+        INTERCEPT: (knownYArg, knownXArg) => {
+            const values = parseCorrelationOperands(knownYArg, knownXArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            const regression = linearRegressionFromPairs(values.first, values.second, deps);
+            return "intercept" in regression ? deps.numberResult(regression.intercept) : regression;
+        },
+        SLOPE: (knownYArg, knownXArg) => {
+            const values = parseCorrelationOperands(knownYArg, knownXArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            const regression = linearRegressionFromPairs(values.first, values.second, deps);
+            return "slope" in regression ? deps.numberResult(regression.slope) : regression;
+        },
+        RSQ: (knownYArg, knownXArg) => {
+            const values = parseCorrelationOperands(knownYArg, knownXArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            const correlation = correlationFromPairs(values.first, values.second, deps);
+            return typeof correlation === "number"
+                ? deps.numberResult(correlation * correlation)
+                : correlation;
+        },
+        STEYX: (knownYArg, knownXArg) => {
+            const values = parseCorrelationOperands(knownYArg, knownXArg, deps);
+            if (!("first" in values)) {
+                return values;
+            }
+            if (values.first.length <= 2) {
+                return deps.errorValue(ErrorCode.Div0);
+            }
+            const regression = linearRegressionFromPairs(values.first, values.second, deps);
+            if (!("residualSumSquares" in regression)) {
+                return regression;
+            }
+            return deps.numberResult(Math.sqrt(Math.max(0, regression.residualSumSquares) / (values.first.length - 2)));
+        },
+        FORECAST: (xArg, knownYArg, knownXArg) => {
+            return forecastResult(xArg, knownYArg, knownXArg, deps);
+        },
+        "FORECAST.LINEAR": (xArg, knownYArg, knownXArg) => {
+            return forecastResult(xArg, knownYArg, knownXArg, deps);
+        },
+        TREND: (knownYArg, knownXArg, newXArg, constArg) => {
+            return trendLikeResult("trend", knownYArg, knownXArg, newXArg, constArg, deps);
+        },
+        GROWTH: (knownYArg, knownXArg, newXArg, constArg) => {
+            return trendLikeResult("growth", knownYArg, knownXArg, newXArg, constArg, deps);
+        },
+        LINEST: (knownYArg, knownXArg, constArg, statsArg) => {
+            return linearEstimationResult("linest", knownYArg, knownXArg, constArg, statsArg, deps);
+        },
+        LOGEST: (knownYArg, knownXArg, constArg, statsArg) => {
+            return linearEstimationResult("logest", knownYArg, knownXArg, constArg, statsArg, deps);
+        },
+    };
+}
+//# sourceMappingURL=lookup-regression-builtins.js.map

package/dist/builtins/lookup-regression-builtins.js.map

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package/dist/builtins/lookup-sort-filter-builtins.d.ts

@@ -0,0 +1,20 @@
+import { ErrorCode, ValueTag, type CellValue } from "@bilig/protocol";
+import type { ArrayValue } from "../runtime-values.js";
+import type { LookupBuiltin, LookupBuiltinArgument, RangeBuiltinArgument } from "./lookup.js";
+interface LookupSortFilterBuiltinDeps {
+    errorValue: (code: ErrorCode) => CellValue;
+    arrayResult: (values: CellValue[], rows: number, cols: number) => ArrayValue;
+    isError: (value: LookupBuiltinArgument | undefined) => value is Extract<CellValue, {
+        tag: ValueTag.Error;
+    }>;
+    isRangeArg: (value: LookupBuiltinArgument | undefined) => value is RangeBuiltinArgument;
+    toBoolean: (value: CellValue) => boolean | undefined;
+    toInteger: (value: CellValue) => number | undefined;
+    requireCellRange: (arg: LookupBuiltinArgument) => RangeBuiltinArgument | CellValue;
+    toCellRange: (arg: LookupBuiltinArgument) => RangeBuiltinArgument | CellValue;
+    compareScalars: (left: CellValue, right: CellValue) => number | undefined;
+    getRangeValue: (range: RangeBuiltinArgument, row: number, col: number) => CellValue;
+    pickRangeRow: (range: RangeBuiltinArgument, row: number) => CellValue[];
+}
+export declare function createLookupSortFilterBuiltins(deps: LookupSortFilterBuiltinDeps): Record<string, LookupBuiltin>;
+export {};