@cj-tech-master/excelts 9.2.1 → 9.3.0

package/dist/types/modules/formula/functions/dynamic-array.d.ts

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+/**
+ * Dynamic Array Functions — Native RuntimeValue Implementation
+ */
+import type { RuntimeValue } from "../runtime/values.js";
+export declare function fnFILTER(args: RuntimeValue[]): RuntimeValue;
+export declare function fnSORT(args: RuntimeValue[]): RuntimeValue;
+export declare function fnUNIQUE(args: RuntimeValue[]): RuntimeValue;
+export declare function fnSORTBY(args: RuntimeValue[]): RuntimeValue;
+export declare function fnSUBTOTAL(args: RuntimeValue[]): RuntimeValue;
+export declare function fnAGGREGATE(args: RuntimeValue[]): RuntimeValue;
+export declare function fnSEQUENCE(args: RuntimeValue[]): RuntimeValue;
+export declare function fnRANDARRAY(args: RuntimeValue[]): RuntimeValue;
+export declare function fnTOCOL(args: RuntimeValue[]): RuntimeValue;
+export declare function fnTOROW(args: RuntimeValue[]): RuntimeValue;
+export declare function fnCHOOSEROWS(args: RuntimeValue[]): RuntimeValue;
+export declare function fnCHOOSECOLS(args: RuntimeValue[]): RuntimeValue;
+export declare function fnVSTACK(args: RuntimeValue[]): RuntimeValue;
+export declare function fnHSTACK(args: RuntimeValue[]): RuntimeValue;
+export declare function fnTAKE(args: RuntimeValue[]): RuntimeValue;
+export declare function fnDROP(args: RuntimeValue[]): RuntimeValue;
+export declare function fnWRAPROWS(args: RuntimeValue[]): RuntimeValue;
+export declare function fnWRAPCOLS(args: RuntimeValue[]): RuntimeValue;
+export declare function fnEXPAND(args: RuntimeValue[]): RuntimeValue;

package/dist/types/modules/formula/functions/engineering.d.ts

@@ -0,0 +1,57 @@
+/**
+ * Engineering Functions — Native RuntimeValue implementation.
+ */
+import type { RuntimeValue } from "../runtime/values.js";
+type NativeFn = (args: RuntimeValue[]) => RuntimeValue;
+export declare const fnBIN2DEC: NativeFn;
+export declare const fnDEC2BIN: NativeFn;
+export declare const fnHEX2DEC: NativeFn;
+export declare const fnDEC2HEX: NativeFn;
+export declare const fnOCT2DEC: NativeFn;
+export declare const fnDEC2OCT: NativeFn;
+export declare const fnBIN2HEX: NativeFn;
+export declare const fnBIN2OCT: NativeFn;
+export declare const fnHEX2BIN: NativeFn;
+export declare const fnHEX2OCT: NativeFn;
+export declare const fnOCT2BIN: NativeFn;
+export declare const fnOCT2HEX: NativeFn;
+export declare const fnBESSELJ: NativeFn;
+export declare const fnBESSELI: NativeFn;
+export declare const fnBESSELK: NativeFn;
+export declare const fnBESSELY: NativeFn;
+export declare const fnDELTA: NativeFn;
+export declare const fnGESTEP: NativeFn;
+export declare const fnCOMPLEX: NativeFn;
+export declare const fnIMREAL: NativeFn;
+export declare const fnIMAGINARY: NativeFn;
+export declare const fnIMABS: NativeFn;
+export declare const fnIMARGUMENT: NativeFn;
+export declare const fnIMCONJUGATE: NativeFn;
+export declare const fnIMSUM: NativeFn;
+export declare const fnIMSUB: NativeFn;
+export declare const fnIMPRODUCT: NativeFn;
+export declare const fnIMDIV: NativeFn;
+export declare const fnIMPOWER: NativeFn;
+export declare const fnIMSQRT: NativeFn;
+export declare const fnIMLN: NativeFn;
+export declare const fnIMLOG2: NativeFn;
+export declare const fnIMLOG10: NativeFn;
+export declare const fnIMEXP: NativeFn;
+export declare const fnIMSIN: NativeFn;
+export declare const fnIMCOS: NativeFn;
+export declare const fnIMTAN: NativeFn;
+export declare const fnIMCSC: NativeFn;
+export declare const fnIMSEC: NativeFn;
+export declare const fnIMCOT: NativeFn;
+export declare const fnIMSINH: NativeFn;
+export declare const fnIMCOSH: NativeFn;
+export declare const fnIMTANH: NativeFn;
+export declare const fnIMCSCH: NativeFn;
+export declare const fnIMSECH: NativeFn;
+export declare const fnIMCOTH: NativeFn;
+export declare const fnBITAND: NativeFn;
+export declare const fnBITOR: NativeFn;
+export declare const fnBITXOR: NativeFn;
+export declare const fnBITLSHIFT: NativeFn;
+export declare const fnBITRSHIFT: NativeFn;
+export {};

package/dist/types/modules/formula/functions/financial.d.ts

@@ -0,0 +1,202 @@
+/**
+ * Financial Functions — Native RuntimeValue implementation.
+ */
+import type { RuntimeValue } from "../runtime/values.js";
+type NativeFn = (args: RuntimeValue[]) => RuntimeValue;
+export declare const fnPMT: NativeFn;
+export declare const fnFV: NativeFn;
+export declare const fnPV: NativeFn;
+export declare const fnNPV: NativeFn;
+export declare const fnIRR: NativeFn;
+export declare const fnNPER: NativeFn;
+export declare const fnRATE: NativeFn;
+export declare const fnSLN: NativeFn;
+/**
+ * SYD — Sum-of-years'-digits depreciation.
+ *
+ *   SYD(cost, salvage, life, per)
+ *
+ * The depreciation assigned to period `per` by the sum-of-years'-digits
+ * method: `(cost - salvage) * (life - per + 1) * 2 / (life * (life + 1))`.
+ * Excel rejects `life = 0` and period outside [1, life] with #NUM!.
+ */
+export declare const fnSYD: NativeFn;
+/**
+ * VDB — Variable Declining Balance depreciation.
+ *
+ *   VDB(cost, salvage, life, start_period, end_period, [factor], [no_switch])
+ *
+ * Applies declining-balance depreciation (with a default factor of 2
+ * for double-declining) between two fractional periods. By default
+ * (`no_switch = FALSE`) the method silently switches to straight-line
+ * when that yields a larger deduction, matching Excel's documented
+ * behaviour. `no_switch = TRUE` forces declining-balance for all
+ * periods.
+ */
+export declare const fnVDB: NativeFn;
+export declare const fnDB: NativeFn;
+export declare const fnDDB: NativeFn;
+export declare const fnIPMT: NativeFn;
+export declare const fnPPMT: NativeFn;
+/**
+ * FVSCHEDULE — future value with a schedule of varying rates.
+ *
+ *   FVSCHEDULE(principal, schedule)
+ *
+ * Compounds `principal` through each rate in `schedule`:
+ *   FV = principal · ∏(1 + rᵢ)
+ *
+ * Excel treats blanks in the schedule as zero (no-op compounding) and
+ * propagates any error it encounters. Text values produce #VALUE!.
+ */
+export declare const fnFVSCHEDULE: NativeFn;
+/**
+ * PDURATION — number of periods required for an investment to reach a
+ * specified value.
+ *
+ *   PDURATION(rate, pv, fv) = (log fv − log pv) / log(1 + rate)
+ *
+ * Excel requires `rate > 0` and `pv, fv > 0`.
+ */
+export declare const fnPDURATION: NativeFn;
+/**
+ * RRI — equivalent interest rate for the growth of an investment.
+ *
+ *   RRI(nper, pv, fv) = (fv / pv)^(1/nper) − 1
+ *
+ * Excel requires `nper > 0`, `pv > 0`, `fv >= 0`.
+ */
+export declare const fnRRI: NativeFn;
+export declare const fnEFFECT: NativeFn;
+export declare const fnNOMINAL: NativeFn;
+export declare const fnXNPV: NativeFn;
+export declare const fnXIRR: NativeFn;
+export declare const fnMIRR: NativeFn;
+export declare const fnISPMT: NativeFn;
+export declare const fnCUMPRINC: NativeFn;
+export declare const fnCUMIPMT: NativeFn;
+export declare const fnDOLLARDE: NativeFn;
+export declare const fnDOLLARFR: NativeFn;
+export declare const fnDISC: NativeFn;
+export declare const fnPRICEDISC: NativeFn;
+export declare const fnYIELDDISC: NativeFn;
+export declare const fnRECEIVED: NativeFn;
+export declare const fnINTRATE: NativeFn;
+/**
+ * PRICE(settlement, maturity, rate, yield, redemption, frequency, [basis])
+ *
+ * Price per $100 face value of a security that pays periodic interest.
+ * Excel formula (standard case, more than one coupon period remaining):
+ *
+ *   P = [redemption / (1 + y/f)^(N - 1 + DSC/E)]
+ *     + Σ_{k=1..N} [100 * r / f / (1 + y/f)^(k - 1 + DSC/E)]
+ *     - 100 * r / f * A/E
+ *
+ * Where:
+ *   f  = frequency
+ *   N  = number of coupons from settlement to maturity
+ *   DSC = days from settlement to next coupon
+ *   E   = days in coupon period containing settlement
+ *   A   = days from beginning of coupon period to settlement
+ */
+export declare const fnPRICE: NativeFn;
+/**
+ * YIELD(settlement, maturity, rate, pr, redemption, frequency, [basis])
+ *
+ * Inverse of PRICE: solve numerically for yield such that PRICE(...y) = pr.
+ * Uses bracketed bisection in [0, 1] (100% yield upper bound covers all
+ * realistic bond scenarios) followed by a light Newton polish.
+ */
+export declare const fnYIELD: NativeFn;
+/**
+ * DURATION(settlement, maturity, coupon, yield, frequency, [basis])
+ *
+ * Macaulay duration of a bond: the weighted average time to cash flows,
+ * weighted by present value. Expressed in years.
+ */
+export declare const fnDURATION: NativeFn;
+/**
+ * MDURATION — modified duration = DURATION / (1 + yield/frequency).
+ */
+export declare const fnMDURATION: NativeFn;
+/**
+ * ACCRINT(issue, first_interest, settlement, rate, par, frequency, [basis], [calc_method])
+ *
+ * Accrued interest for a security that pays periodic interest.
+ * The simplified implementation (calc_method TRUE, the default) treats
+ * accrued interest from issue to settlement as par * rate * dcf(issue, settlement, basis).
+ */
+export declare const fnACCRINT: NativeFn;
+/**
+ * ACCRINTM(issue, settlement, rate, par, [basis]) — accrued interest
+ * for a security that pays interest at maturity.
+ *   result = par × rate × dayCountFraction(issue, settlement, basis)
+ */
+export declare const fnACCRINTM: NativeFn;
+/**
+ * TBILLPRICE(settlement, maturity, discount) — price per $100 face value.
+ *   price = 100 × (1 - discount × DSM / 360)
+ * where DSM is days from settlement to maturity.
+ */
+export declare const fnTBILLPRICE: NativeFn;
+/**
+ * TBILLYIELD(settlement, maturity, pr) — bond-equivalent yield.
+ *   yield = (100 - pr) / pr × (360 / DSM)
+ */
+export declare const fnTBILLYIELD: NativeFn;
+/**
+ * TBILLEQ(settlement, maturity, discount) — bond equivalent yield.
+ *   TBILLEQ = (365 × discount) / (360 - discount × DSM)
+ */
+export declare const fnTBILLEQ: NativeFn;
+/**
+ * PRICEMAT(settlement, maturity, issue, rate, yld, [basis]) —
+ * price per $100 face value for a security that pays interest at maturity.
+ *
+ *   A = DCF(issue, settlement, basis)
+ *   DSM = DCF(settlement, maturity, basis)
+ *   DIM = DCF(issue, maturity, basis)
+ *   price = (100 + DIM × rate × 100) / (1 + DSM × yld) - A × rate × 100
+ */
+export declare const fnPRICEMAT: NativeFn;
+/**
+ * YIELDMAT(settlement, maturity, issue, rate, pr, [basis]) —
+ * annual yield for a security that pays interest at maturity.
+ *
+ *   A = DCF(issue, settlement, basis)
+ *   DSM = DCF(settlement, maturity, basis)
+ *   DIM = DCF(issue, maturity, basis)
+ *   yield = ((1 + DIM × rate) / (pr/100 + A × rate) - 1) / DSM
+ */
+export declare const fnYIELDMAT: NativeFn;
+/**
+ * COUPNCD(settlement, maturity, frequency, [basis]) — next coupon date
+ * after settlement, as an Excel serial.
+ */
+export declare const fnCOUPNCD: NativeFn;
+/**
+ * COUPPCD(settlement, maturity, frequency, [basis]) — previous coupon
+ * date on or before settlement, as an Excel serial.
+ */
+export declare const fnCOUPPCD: NativeFn;
+/**
+ * COUPNUM(settlement, maturity, frequency, [basis]) — number of
+ * coupons payable between settlement and maturity, rounded up.
+ */
+export declare const fnCOUPNUM: NativeFn;
+/**
+ * COUPDAYSNC(settlement, maturity, frequency, [basis]) — days from
+ * settlement to the next coupon date.
+ */
+export declare const fnCOUPDAYSNC: NativeFn;
+/**
+ * COUPDAYBS(settlement, maturity, frequency, [basis]) — days from the
+ * beginning of the coupon period to settlement.
+ */
+export declare const fnCOUPDAYBS: NativeFn;
+/**
+ * COUPDAYS(settlement, maturity, frequency, [basis]) — days in the
+ * coupon period that contains settlement.
+ */
+export declare const fnCOUPDAYS: NativeFn;
+export {};

package/dist/types/modules/formula/functions/lookup.d.ts

@@ -0,0 +1,18 @@
+/**
+ * Lookup / Reference Functions — Native RuntimeValue Implementation
+ */
+import type { RuntimeValue } from "../runtime/values.js";
+export declare function fnROW(args: RuntimeValue[]): RuntimeValue;
+export declare function fnCOLUMN(args: RuntimeValue[]): RuntimeValue;
+export declare function fnROWS(args: RuntimeValue[]): RuntimeValue;
+export declare function fnCOLUMNS(args: RuntimeValue[]): RuntimeValue;
+export declare function fnINDEX(args: RuntimeValue[]): RuntimeValue;
+export declare function fnMATCH(args: RuntimeValue[]): RuntimeValue;
+export declare function fnVLOOKUP(args: RuntimeValue[]): RuntimeValue;
+export declare function fnHLOOKUP(args: RuntimeValue[]): RuntimeValue;
+export declare function fnXLOOKUP(args: RuntimeValue[]): RuntimeValue;
+export declare function fnXMATCH(args: RuntimeValue[]): RuntimeValue;
+export declare function fnADDRESS(args: RuntimeValue[]): RuntimeValue;
+export declare function fnLOOKUP(args: RuntimeValue[]): RuntimeValue;
+export declare function fnTRANSPOSE(args: RuntimeValue[]): RuntimeValue;
+export declare function fnAREAS(args: RuntimeValue[]): RuntimeValue;

package/dist/types/modules/formula/functions/math.d.ts

@@ -0,0 +1,114 @@
+/**
+ * Math / Aggregate Functions — Native RuntimeValue implementation.
+ */
+import type { RuntimeValue } from "../runtime/values.js";
+export type NativeFn = (args: RuntimeValue[]) => RuntimeValue;
+export declare const fnSIN: NativeFn;
+export declare const fnCOS: NativeFn;
+export declare const fnTAN: NativeFn;
+export declare const fnASIN: NativeFn;
+export declare const fnACOS: NativeFn;
+export declare const fnATAN: NativeFn;
+export declare const fnATAN2: NativeFn;
+export declare const fnSINH: NativeFn;
+export declare const fnCOSH: NativeFn;
+export declare const fnTANH: NativeFn;
+export declare const fnASINH: NativeFn;
+export declare const fnACOSH: NativeFn;
+export declare const fnATANH: NativeFn;
+/**
+ * Secondary trigonometric family (SEC / CSC / COT and hyperbolic /
+ * inverse variants). None of these exist on the JavaScript Math object
+ * so we derive them from the standard sin / cos / tan primitives, with
+ * explicit guards at the discontinuities (π/2 for SEC, multiples of π
+ * for CSC / COT, zero for the H variants).
+ */
+export declare const fnSEC: NativeFn;
+export declare const fnCSC: NativeFn;
+export declare const fnCOT: NativeFn;
+export declare const fnSECH: NativeFn;
+export declare const fnCSCH: NativeFn;
+export declare const fnCOTH: NativeFn;
+export declare const fnACOT: NativeFn;
+export declare const fnACOTH: NativeFn;
+export declare const fnSUM: NativeFn;
+export declare const fnAVERAGE: NativeFn;
+export declare const fnMIN: NativeFn;
+export declare const fnMAX: NativeFn;
+export declare const fnCOUNT: NativeFn;
+export declare const fnCOUNTA: NativeFn;
+export declare const fnCOUNTBLANK: NativeFn;
+export declare const fnPRODUCT: NativeFn;
+export declare const fnSUMPRODUCT: NativeFn;
+export declare const fnABS: NativeFn;
+export declare const fnCEILING: NativeFn;
+export declare const fnFLOOR: NativeFn;
+export declare const fnINT: NativeFn;
+export declare const fnMOD: NativeFn;
+export declare const fnPOWER: NativeFn;
+export declare const fnROUND: NativeFn;
+export declare const fnROUNDDOWN: NativeFn;
+export declare const fnROUNDUP: NativeFn;
+export declare const fnSQRT: NativeFn;
+/**
+ * SQRTPI(number) — returns the square root of (number × π). Useful in
+ * statistical formulas and Gauss integrals.
+ */
+export declare const fnSQRTPI: NativeFn;
+export declare const fnLN: NativeFn;
+export declare const fnLOG: NativeFn;
+export declare const fnLOG10: NativeFn;
+export declare const fnEXP: NativeFn;
+export declare const fnPI: NativeFn;
+export declare const fnRAND: NativeFn;
+export declare const fnRANDBETWEEN: NativeFn;
+export declare const fnSIGN: NativeFn;
+export declare const fnTRUNC: NativeFn;
+export declare const fnSUMSQ: NativeFn;
+export declare const fnGCD: NativeFn;
+export declare const fnLCM: NativeFn;
+export declare const fnEVEN: NativeFn;
+export declare const fnODD: NativeFn;
+export declare const fnMROUND: NativeFn;
+export declare const fnQUOTIENT: NativeFn;
+export declare const fnBASE: NativeFn;
+export declare const fnDECIMAL: NativeFn;
+export declare const fnROMAN: NativeFn;
+export declare const fnARABIC: NativeFn;
+export declare const fnDEGREES: NativeFn;
+export declare const fnRADIANS: NativeFn;
+export declare const fnSUMX2MY2: NativeFn;
+export declare const fnSUMX2PY2: NativeFn;
+export declare const fnSUMXMY2: NativeFn;
+export declare const fnMULTINOMIAL: NativeFn;
+export declare const fnFACT: NativeFn;
+export declare const fnFACTDOUBLE: NativeFn;
+export declare const fnCOMBIN: NativeFn;
+export declare const fnCOMBINA: NativeFn;
+export declare const fnPERMUT: NativeFn;
+/**
+ * MMULT(array1, array2) — matrix product. Dimensions must be
+ * (m×k) × (k×n) = (m×n); mismatched sizes return #VALUE!.
+ */
+export declare const fnMMULT: NativeFn;
+/**
+ * MDETERM(array) — determinant of a square matrix via Gaussian
+ * elimination with partial pivoting. Non-square or non-numeric input
+ * returns #VALUE!.
+ */
+export declare const fnMDETERM: NativeFn;
+/**
+ * MINVERSE(array) — inverse of a square matrix via Gauss-Jordan
+ * elimination. Singular matrices return #NUM!; non-square return
+ * #VALUE!.
+ */
+export declare const fnMINVERSE: NativeFn;
+/**
+ * MUNIT(dimension) — n×n identity matrix.
+ */
+export declare const fnMUNIT: NativeFn;
+/**
+ * SERIESSUM(x, n, m, coefficients) — returns the sum of a power series
+ *   x^n * coef[0] + x^(n+m) * coef[1] + x^(n+2m) * coef[2] + …
+ */
+export declare const fnSERIESSUM: NativeFn;

package/dist/types/modules/formula/functions/statistical.d.ts

@@ -0,0 +1,193 @@
+/**
+ * Statistical Functions
+ *
+ * Native RuntimeValue implementations.
+ */
+import type { RuntimeValue } from "../runtime/values.js";
+type NativeFn = (args: RuntimeValue[]) => RuntimeValue;
+export declare const fnMEDIAN: NativeFn;
+export declare const fnLARGE: NativeFn;
+export declare const fnSMALL: NativeFn;
+export declare const fnRANK: NativeFn;
+export declare const fnSTDEV: NativeFn;
+export declare const fnSTDEVP: NativeFn;
+export declare const fnVAR: NativeFn;
+export declare const fnVARP: NativeFn;
+export declare const fnNORMSDIST: NativeFn;
+export declare const fnNORMDIST: NativeFn;
+export declare const fnNORMSINV: NativeFn;
+export declare const fnNORMINV: NativeFn;
+export declare const fnPERCENTILE: NativeFn;
+export declare const fnPERCENTILEEXC: NativeFn;
+export declare const fnQUARTILE: NativeFn;
+export declare const fnQUARTILEEXC: NativeFn;
+export declare const fnMODE: NativeFn;
+/**
+ * MODE.MULT — returns a vertical array of every mode (dynamic array).
+ * When the dataset is multimodal Excel spills all of them; for a single
+ * mode it behaves like MODE.SNGL.
+ */
+export declare const fnMODE_MULT: NativeFn;
+export declare const fnCORREL: NativeFn;
+export declare const fnSLOPE: NativeFn;
+export declare const fnINTERCEPT: NativeFn;
+export declare const fnRSQ: NativeFn;
+/**
+ * STEYX(known_y, known_x) — standard error of the predicted y-value for
+ * each x in a regression. Matches Excel's definition:
+ *   SE = sqrt((1/(n-2)) × (S_yy − S_xy² / S_xx))
+ * where S_xx, S_yy, S_xy are centred sums of squares / cross-product.
+ */
+export declare const fnSTEYX: NativeFn;
+export declare const fnFORECAST: NativeFn;
+export { fnFACT, fnFACTDOUBLE, fnCOMBIN, fnCOMBINA, fnPERMUT } from "./math.js";
+export declare const fnGEOMEAN: NativeFn;
+export declare const fnHARMEAN: NativeFn;
+export declare const fnTRIMMEAN: NativeFn;
+export declare const fnDEVSQ: NativeFn;
+export declare const fnAVEDEV: NativeFn;
+export declare const fnCONFIDENCENORM: NativeFn;
+/**
+ * CONFIDENCE.T — confidence interval half-width for the mean using the
+ * Student's t distribution (small sample / unknown population variance).
+ */
+export declare const fnCONFIDENCE_T: NativeFn;
+/** COVARIANCE.P — population covariance. */
+export declare const fnCOVARIANCE_P: NativeFn;
+/** COVARIANCE.S — sample covariance (divide by n-1). */
+export declare const fnCOVARIANCE_S: NativeFn;
+/**
+ * RANK.AVG — average-tie rank. Identical to RANK.EQ except that tied
+ * positions return the average of the ranks they would otherwise span.
+ */
+export declare const fnRANK_AVG: NativeFn;
+export declare const fnFISHER: NativeFn;
+export declare const fnFISHERINV: NativeFn;
+export declare const fnAVERAGEA: NativeFn;
+export declare const fnMAXA: NativeFn;
+export declare const fnMINA: NativeFn;
+export declare const fnPOISSON_DIST: NativeFn;
+export declare const fnBINOM_DIST: NativeFn;
+/**
+ * BINOM.DIST.RANGE(trials, probability, number_s, [number_s2]) —
+ * probability of a binomial trial outcome between `number_s` and
+ * `number_s2` (inclusive). When `number_s2` is omitted, returns the
+ * probability of exactly `number_s` successes.
+ */
+export declare const fnBINOM_DIST_RANGE: NativeFn;
+export declare const fnBINOM_INV: NativeFn;
+export declare const fnHYPGEOM_DIST: NativeFn;
+export declare const fnNEGBINOM_DIST: NativeFn;
+export declare const fnCHISQ_DIST: NativeFn;
+export declare const fnCHISQ_INV: NativeFn;
+export declare const fnCHISQ_DIST_RT: NativeFn;
+/**
+ * CHISQ.INV.RT(probability, df) — right-tailed inverse of chi-square.
+ * Equivalent to CHISQ.INV(1 - probability, df). Probabilities of 0 or 1
+ * return +∞ or 0 respectively; values outside (0, 1] are #NUM!.
+ */
+export declare const fnCHISQ_INV_RT: NativeFn;
+export declare const fnF_DIST: NativeFn;
+export declare const fnF_INV: NativeFn;
+export declare const fnT_DIST: NativeFn;
+export declare const fnT_INV: NativeFn;
+export declare const fnT_DIST_2T: NativeFn;
+export declare const fnT_DIST_RT: NativeFn;
+export declare const fnT_INV_2T: NativeFn;
+export declare const fnBETA_DIST: NativeFn;
+export declare const fnBETA_INV: NativeFn;
+export declare const fnGAMMA: NativeFn;
+export declare const fnGAMMALN: NativeFn;
+export declare const fnGAMMA_DIST: NativeFn;
+export declare const fnGAMMA_INV: NativeFn;
+export declare const fnEXPON_DIST: NativeFn;
+export declare const fnWEIBULL_DIST: NativeFn;
+export declare const fnLOGNORM_DIST: NativeFn;
+export declare const fnLOGNORM_INV: NativeFn;
+export declare const fnPHI: NativeFn;
+export declare const fnGAUSS: NativeFn;
+export declare const fnERF: NativeFn;
+export declare const fnERFC: NativeFn;
+export declare const fnSTANDARDIZE: NativeFn;
+export declare const fnFREQUENCY: NativeFn;
+export declare const fnGROWTH: NativeFn;
+export declare const fnTREND: NativeFn;
+export declare const fnLINEST: NativeFn;
+export declare const fnLOGEST: NativeFn;
+/**
+ * F.DIST.RT(x, d1, d2) — right-tail probability of the F-distribution.
+ *
+ * Equivalent to `1 - F.DIST(x, d1, d2, TRUE)`. Using the symmetry of the
+ * regularized incomplete beta function, this can be expressed as
+ * `I(d2/(d2 + d1*x), d2/2, d1/2)`, which avoids subtracting from 1 and
+ * is numerically stable in the upper tail.
+ */
+export declare const fnF_DIST_RT: NativeFn;
+/**
+ * F.INV.RT(p, d1, d2) — inverse right-tail of the F-distribution.
+ * Returns x such that P(F > x) = p. Implemented via binary search on the
+ * right-tail CDF (monotonically decreasing from 1 at x=0 to 0 at x=∞).
+ */
+export declare const fnF_INV_RT: NativeFn;
+/**
+ * SKEW — sample skewness.
+ * Formula: n / ((n-1)(n-2)) * Σ((xi-mean)/s)^3, where s is the sample stdev.
+ */
+export declare const fnSKEW: NativeFn;
+/**
+ * SKEW.P — population skewness.
+ * Formula: (1/n) * Σ((xi-mean)/σ)^3, where σ is the population stdev.
+ */
+export declare const fnSKEW_P: NativeFn;
+/**
+ * KURT — sample excess kurtosis.
+ * Formula: n(n+1) / ((n-1)(n-2)(n-3)) * Σ((xi-mean)/s)^4 - 3(n-1)^2 / ((n-2)(n-3)).
+ */
+export declare const fnKURT: NativeFn;
+export declare const fnPERCENTRANK: NativeFn;
+export declare const fnPERCENTRANK_INC: NativeFn;
+export declare const fnPERCENTRANK_EXC: NativeFn;
+/**
+ * PROB(x_range, prob_range, lower_limit, [upper_limit]) — probability that
+ * values in x_range are between lower_limit and upper_limit inclusive.
+ *
+ * Excel rules:
+ *   - x_range and prob_range must have the same dimensions
+ *   - prob_range entries must sum to 1 (±ε); otherwise #NUM!
+ *   - Any prob entry ≤ 0 or > 1 → #NUM!
+ *   - upper_limit omitted → probability that x = lower_limit
+ *   - Result is the sum of prob_range entries for which
+ *     lower_limit ≤ x_range value ≤ upper_limit
+ */
+export declare const fnPROB: NativeFn;
+/**
+ * Z.TEST(array, x, [sigma]) — one-tailed probability value for z-test.
+ *   mean = AVERAGE(array), n = COUNT(array)
+ *   sigma = provided OR sample standard deviation of array
+ *   z = (mean - x) / (sigma / √n)
+ *   Z.TEST = 1 - NORM.S.DIST(z, TRUE)
+ */
+export declare const fnZ_TEST: NativeFn;
+/**
+ * F.TEST(array1, array2) — two-tailed F-test probability comparing
+ * the variances of two samples.
+ *
+ *   F = var(larger) / var(smaller)  (always >= 1)
+ *   P = 2 × P(F_dist(df1, df2) > F)
+ */
+export declare const fnF_TEST: NativeFn;
+/**
+ * T.TEST(array1, array2, tails, type) — tails in {1, 2}, type in {1, 2, 3}.
+ *   type 1: paired
+ *   type 2: two-sample, equal variance
+ *   type 3: two-sample, unequal variance (Welch's)
+ */
+export declare const fnT_TEST: NativeFn;
+/**
+ * CHISQ.TEST(actual_range, expected_range) — chi-square independence test.
+ *
+ *   χ² = Σ (actual_i - expected_i)² / expected_i
+ *   df = (rows-1)(cols-1) for a contingency table, or n-1 for 1-D
+ *   p = 1 - CHISQ.DIST(χ², df, TRUE)
+ */
+export declare const fnCHISQ_TEST: NativeFn;