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PHP PHPExcel_Calculation_Statistical类代码示例

本文整理汇总了PHP中PHPExcel_Calculation_Statistical的典型用法代码示例。如果您正苦于以下问题:PHP PHPExcel_Calculation_Statistical类的具体用法?PHP PHPExcel_Calculation_Statistical怎么用?PHP PHPExcel_Calculation_Statistical使用的例子?那么, 这里精选的类代码示例或许可以为您提供帮助。


在下文中一共展示了PHPExcel_Calculation_Statistical类的7个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的PHP代码示例。

示例1: DVARP

 /**
  * DVARP
  *
  * Calculates the variance of a population based on the entire population by using the numbers
  * in a column of a list or database that match conditions that you specify.
  *
  * Excel Function:
  *        DVARP(database,field,criteria)
  *
  * @access    public
  * @category Database Functions
  * @param    mixed[] $database The range of cells that makes up the list or database.
  *                                        A database is a list of related data in which rows of related
  *                                        information are records, and columns of data are fields. The
  *                                        first row of the list contains labels for each column.
  * @param    string|integer $field Indicates which column is used in the function. Enter the
  *                                        column label enclosed between double quotation marks, such as
  *                                        "Age" or "Yield," or a number (without quotation marks) that
  *                                        represents the position of the column within the list: 1 for
  *                                        the first column, 2 for the second column, and so on.
  * @param    mixed[] $criteria The range of cells that contains the conditions you specify.
  *                                        You can use any range for the criteria argument, as long as it
  *                                        includes at least one column label and at least one cell below
  *                                        the column label in which you specify a condition for the
  *                                        column.
  * @return    float
  *
  */
 public static function DVARP($database, $field, $criteria)
 {
     $field = self::__fieldExtract($database, $field);
     if (is_null($field)) {
         return NULL;
     }
     //	reduce the database to a set of rows that match all the criteria
     $database = self::__filter($database, $criteria);
     //	extract an array of values for the requested column
     $colData = array();
     foreach ($database as $row) {
         $colData[] = $row[$field];
     }
     // Return
     return PHPExcel_Calculation_Statistical::VARP($colData);
 }
开发者ID:keehao,项目名称:Php-Object-Framework,代码行数:44,代码来源:Database.php

示例2: SUBTOTAL

 /**
  * SUBTOTAL
  *
  * Returns a subtotal in a list or database.
  *
  * @param	int		the number 1 to 11 that specifies which function to
  *					use in calculating subtotals within a list.
  * @param	array of mixed		Data Series
  * @return	float
  */
 public static function SUBTOTAL()
 {
     $aArgs = PHPExcel_Calculation_Functions::flattenArray(func_get_args());
     // Calculate
     $subtotal = array_shift($aArgs);
     if (is_numeric($subtotal) && !is_string($subtotal)) {
         switch ($subtotal) {
             case 1:
                 return PHPExcel_Calculation_Statistical::AVERAGE($aArgs);
                 break;
             case 2:
                 return PHPExcel_Calculation_Statistical::COUNT($aArgs);
                 break;
             case 3:
                 return PHPExcel_Calculation_Statistical::COUNTA($aArgs);
                 break;
             case 4:
                 return PHPExcel_Calculation_Statistical::MAX($aArgs);
                 break;
             case 5:
                 return PHPExcel_Calculation_Statistical::MIN($aArgs);
                 break;
             case 6:
                 return self::PRODUCT($aArgs);
                 break;
             case 7:
                 return PHPExcel_Calculation_Statistical::STDEV($aArgs);
                 break;
             case 8:
                 return PHPExcel_Calculation_Statistical::STDEVP($aArgs);
                 break;
             case 9:
                 return self::SUM($aArgs);
                 break;
             case 10:
                 return PHPExcel_Calculation_Statistical::VARFunc($aArgs);
                 break;
             case 11:
                 return PHPExcel_Calculation_Statistical::VARP($aArgs);
                 break;
         }
     }
     return PHPExcel_Calculation_Functions::VALUE();
 }
开发者ID:Princelo,项目名称:bioerp,代码行数:54,代码来源:MathTrig.php

示例3: listar_oportunidades_por_puntaje

 function listar_oportunidades_por_puntaje($fecha = array(), $dashboard = NULL)
 {
     $dataset = array();
     $results = array();
     $fields = array("opp.id_oportunidad", "opp.nombre", "HEX(opp.uuid_oportunidad) AS uuid_oportunidad", "HEX(cl.uuid_cliente) AS uuid_cliente", "HEX(opp.uuid_sociedad) AS uuid_sociedad", "HEX(opp.uuid_contacto) AS uuid_contacto", "ccat.etiqueta AS tipo_cliente", "cl.nombre AS nombre_cliente", "clso.nombre_comercial", "ocat.id_cat AS id_etapa", "ocat.etiqueta AS etapa", "opp.fecha_cierre", "opp.fecha_creacion", "prop.valor_alquiler", "CONCAT_WS(' ', IF(usr.nombre != '', usr.nombre, ''), IF(usr.apellido != '', usr.apellido, '')) AS usuario_asignado", "CONCAT_WS(' ', IF(con.nombre != '', con.nombre, ''), IF(con.apellido != '', con.apellido, '')) AS nombre_contacto");
     /**
      * Permiso Default: ver las asignadas o las que ha creado
      */
     $clause = array("ocat.valor NOT IN('vendido','venta_perdida')" => NULL);
     if (!empty($fecha)) {
         $replace = Grafica_usuario::condicion_fecha($fecha);
         $str = str_replace("fecha_creacion", "opp.fecha_creacion", $replace);
         $clause[$str] = NULL;
     } else {
         $clause["MONTH(opp.fecha_creacion) = '" . date('n') . "'"] = NULL;
     }
     /**
      * Array con los uuid de usuarios
      * que el usario actual puede ver.
      */
     if (empty($dashboard)) {
         $ver_usuarios = @CRM_Controller::andrea_ACL();
     } else {
         $ver_usuarios = @CRM_Controller::andrea_ACL('dashboard');
     }
     $this->db->select($fields)->distinct()->from('opp_oportunidades AS opp')->join('cl_clientes AS cl', 'cl.uuid_cliente = opp.uuid_cliente', 'LEFT')->join('cl_cliente_sociedades_contactos AS clcon', 'clcon.uuid_cliente = cl.uuid_cliente', 'LEFT')->join('con_contactos AS con', 'con.uuid_contacto = clcon.uuid_contacto', 'LEFT')->join('opp_oportunidades_cat AS ocat', 'ocat.id_cat = opp.id_etapa_venta', 'LEFT')->join('usuarios AS usr', 'usr.uuid_usuario = opp.id_asignado', 'LEFT')->join('cl_clientes_cat AS ccat', 'ccat.id_cat = cl.id_tipo_cliente', 'LEFT')->join('rpo_propiedades AS prop', 'prop.uuid_propiedad = opp.uuid_propiedad', 'LEFT')->join('cl_clientes_sociedades AS clso', 'clso.uuid_sociedad = opp.uuid_sociedad', 'LEFT');
     /**
      * verificar array $ver_usuarios
      */
     if (!empty($ver_usuarios["uuid_usuario"])) {
         $usuarios = $ver_usuarios["uuid_usuario"];
         $usuarios = !empty($usuarios) ? implode(", ", array_map(function ($usuarios) {
             return "'" . $usuarios . "'";
         }, $usuarios)) : "";
         $clause["HEX(opp.id_asignado) IN(" . $usuarios . ")"] = NULL;
     }
     $this->db->where($clause);
     $oportunidades = $this->db->group_by('opp.id_oportunidad', 'DESC')->get()->result_array();
     if (!empty($oportunidades)) {
         $i = 0;
         foreach ($oportunidades as $oportunidad) {
             $uuid_oportunidad = !empty($oportunidad["uuid_oportunidad"]) ? $oportunidad["uuid_oportunidad"] : "";
             $results[$i]["id_oportunidad"] = !empty($oportunidad["id_oportunidad"]) ? $oportunidad["id_oportunidad"] : "";
             $results[$i]["uuid_oportunidad"] = !empty($oportunidad["uuid_oportunidad"]) ? $oportunidad["uuid_oportunidad"] : "";
             $results[$i]["nombre"] = !empty($oportunidad["nombre"]) ? $oportunidad["nombre"] : "";
             $results[$i]["nombre_comercial"] = !empty($oportunidad["nombre_comercial"]) ? $oportunidad["nombre_comercial"] : "";
             $results[$i]["tipo_cliente"] = !empty($oportunidad["tipo_cliente"]) ? $oportunidad["tipo_cliente"] : "";
             $results[$i]["nombre_cliente"] = !empty($oportunidad["nombre_cliente"]) ? $oportunidad["nombre_cliente"] : "";
             $results[$i]["fecha_creacion"] = !empty($oportunidad["fecha_creacion"]) ? $oportunidad["fecha_creacion"] : "";
             //-------------------------
             // Seleccionar la suma total
             // de las actividades completadas
             // de esta oportunidad.
             //-------------------------
             $fields = array("COALESCE(SUM(actta.puntaje), 0) AS puntaje_total");
             $clause = array("actcat1.valor" => "oportunidades", "act.uuid_oportunidad = UNHEX('{$uuid_oportunidad}')" => NULL, "act.completada" => 1);
             $actividad = $this->db->select($fields)->distinct()->from('act_actividades AS act')->join("act_actividades_cat AS actcat1", "actcat1.id_cat = act.relacionado_con", 'LEFT')->join("act_tipo_actividades AS actta", "actta.uuid_tipo_actividad = act.uuid_tipo_actividad", 'LEFT')->where($clause)->get()->result_array();
             $results[$i]["puntaje_total"] = 0;
             if (!empty($actividad[0]["puntaje_total"]) && $actividad[0]["puntaje_total"] > 0) {
                 $results[$i]["puntaje_total"] = !empty($actividad[0]["puntaje_total"]) ? (int) $actividad[0]["puntaje_total"] : 0;
                 $dataset[$i] = (int) $actividad[0]["puntaje_total"];
                 $i++;
             } else {
                 unset($results[$i]);
                 unset($dataset[$i]);
             }
         }
         //Si no tiene actividad retornar false
         /*if(@Util::is_array_empty($hasActividades)){
         			return false;
         		}*/
         /**
          * Hack: para que la funcion PHPExcel_Calculation_Statistical::PERCENTRANK
          * No envie el siguiente error, si el array $dataset contiene un solo valor:
          *
          * A PHP Error was encountered
          * Severity: Warning
          * Message: Division by zero
          * Filename: Calculation/Statistical.php
          */
         if (count($dataset) == 1) {
             $dataset[] = 0;
         }
         //ordenar los puntajes
         //de menor a mayor
         ksort($dataset);
         //Recorrer los resultados y calcular el PERCENTRANK
         //Usando una clase de la libreria PHPEXcel y introducir
         //el resultado en el array de $results
         $j = 0;
         $percentagerank = "";
         foreach ($results as $result) {
             /*if(empty($result) || empty($result["puntaje_total"]) && $result["puntaje_total"] == ""
             		|| empty($result["puntaje_total"]) && $result["puntaje_total"] <= 0
             		|| !empty($result["puntaje_total"]) && count($dataset) == 1 && $dataset[0] == $result["puntaje_total"]){
             			continue;
             		}*/
             if (!empty($result["puntaje_total"]) && $result["puntaje_total"] != "" && $result["puntaje_total"] > 0) {
                 $percentagerank = PHPExcel_Calculation_Statistical::PERCENTRANK($dataset, $result["puntaje_total"], 2) * 100;
                 //$percentagerank = PHPExcel_Calculation_Statistical::PERCENTRANK($dataset, $result["puntaje_total"], 1);
//.........这里部分代码省略.........
开发者ID:acampos1916,项目名称:corcione_produccion,代码行数:101,代码来源:oportunidades_model.php

示例4: listar_oportunidades_por_puntaje

 public static function listar_oportunidades_por_puntaje($fecha = array(), $subordinados)
 {
     $dataset = array();
     $results = array();
     $replace = Grafica_usuario::condicion_fecha($fecha);
     $fecha_clause = str_replace("fecha_creacion", "opp.fecha_creacion", $replace);
     $uuid_subordinados = !empty($subordinados) ? implode(", ", array_map(function ($subordinados) {
         return "'" . $subordinados . "'";
     }, $subordinados)) : "";
     $clause = " AND {$fecha_clause}";
     if (!empty($uuid_subordinados)) {
         $clause .= " AND HEX(opp.id_asignado) IN(" . $uuid_subordinados . ")";
     }
     $sql = "SELECT DISTINCT `opp`.`id_oportunidad`, `opp`.`nombre`, HEX(opp.uuid_oportunidad) AS uuid_oportunidad, HEX(cl.uuid_cliente) AS uuid_cliente, HEX(opp.uuid_sociedad) AS uuid_sociedad, HEX(opp.uuid_contacto) AS uuid_contacto,\n\t\t\t\t`ccat`.`etiqueta` AS tipo_cliente, `cl`.`nombre` AS nombre_cliente, `clso`.`nombre_comercial`, `ocat`.`id_cat` AS id_etapa, `ocat`.`etiqueta` AS etapa, `opp`.`fecha_cierre`, `opp`.`fecha_creacion`, `prop`.`valor_alquiler`,\n\t\t\t\tCONCAT_WS(' ', IF(usr.nombre != '', usr.nombre, ''), IF(usr.apellido != '', usr.apellido, '')) AS usuario_asignado,\n\t\t\t\tCONCAT_WS(' ', IF(con.nombre != '', con.nombre, ''), IF(con.apellido != '', con.apellido, '')) AS nombre_contacto\n\t\t\t\tFROM `opp_oportunidades` AS opp\n\t\t\t\tLEFT JOIN `cl_clientes` AS cl ON `cl`.`uuid_cliente` = `opp`.`uuid_cliente`\n\t\t\t\tLEFT JOIN `cl_cliente_sociedades_contactos` AS clcon ON `clcon`.`uuid_cliente` = `cl`.`uuid_cliente`\n\t\t\t\tLEFT JOIN `con_contactos` AS con ON `con`.`uuid_contacto` = `clcon`.`uuid_contacto`\n\t\t\t\tLEFT JOIN `opp_oportunidades_cat` AS ocat ON `ocat`.`id_cat` = `opp`.`id_etapa_venta`\n\t\t\t\tLEFT JOIN `usuarios` AS usr ON `usr`.`uuid_usuario` = `opp`.`id_asignado`\n\t\t\t\tLEFT JOIN `cl_clientes_cat` AS ccat ON `ccat`.`id_cat` = `cl`.`id_tipo_cliente`\n\t\t\t\tLEFT JOIN `rpo_propiedades` AS prop ON `prop`.`uuid_propiedad` = `opp`.`uuid_propiedad`\n\t\t\t\tLEFT JOIN `cl_clientes_sociedades` AS clso ON `clso`.`uuid_sociedad` = `opp`.`uuid_sociedad`\n\t\t\t\tWHERE `ocat`.`valor` NOT IN('vendido','venta_perdida') {$clause}\n\t\t\t\tGROUP BY `opp`.`id_oportunidad`";
     self::$db->sql($sql);
     $oportunidades = self::$db->getResult();
     if (!empty($oportunidades)) {
         $i = 0;
         foreach ($oportunidades as $oportunidad) {
             $uuid_oportunidad = !empty($oportunidad["uuid_oportunidad"]) ? $oportunidad["uuid_oportunidad"] : "";
             $results[$i]["id_oportunidad"] = !empty($oportunidad["id_oportunidad"]) ? $oportunidad["id_oportunidad"] : "";
             $results[$i]["uuid_oportunidad"] = !empty($oportunidad["uuid_oportunidad"]) ? $oportunidad["uuid_oportunidad"] : "";
             $results[$i]["nombre"] = !empty($oportunidad["nombre"]) ? $oportunidad["nombre"] : "";
             $results[$i]["nombre_comercial"] = !empty($oportunidad["nombre_comercial"]) ? $oportunidad["nombre_comercial"] : "";
             $results[$i]["tipo_cliente"] = !empty($oportunidad["tipo_cliente"]) ? $oportunidad["tipo_cliente"] : "";
             $results[$i]["nombre_cliente"] = !empty($oportunidad["nombre_cliente"]) ? $oportunidad["nombre_cliente"] : "";
             $results[$i]["fecha_creacion"] = !empty($oportunidad["fecha_creacion"]) ? $oportunidad["fecha_creacion"] : "";
             $results[$i]["usuario_asignado"] = !empty($oportunidad["usuario_asignado"]) ? $oportunidad["usuario_asignado"] : "";
             $actividad = array();
             if (!empty($oportunidad["uuid_oportunidad"])) {
                 $sql = "SELECT DISTINCT COALESCE(SUM(actta.puntaje), 0) AS puntaje_total\n\t\t\t\t\t\t\tFROM (`act_actividades` AS act)\n\t\t\t\t\t\t\tLEFT JOIN `act_actividades_cat` AS actcat1 ON `actcat1`.`id_cat` = `act`.`relacionado_con`\n\t\t\t\t\t\t\tLEFT JOIN `act_tipo_actividades` AS actta ON `actta`.`uuid_tipo_actividad` = `act`.`uuid_tipo_actividad`\n\t\t\t\t\t\t\tWHERE `actcat1`.`valor` =  'oportunidades'\n\t\t\t\t\t\t\tAND `act`.`uuid_oportunidad` = UNHEX('" . $oportunidad["uuid_oportunidad"] . "')\n\t\t\t\t\t\t\tAND `act`.`completada` =  1";
                 self::$db->sql($sql);
                 $actividad = self::$db->getResult();
             }
             $results[$i]["puntaje_total"] = 0;
             if (!empty($actividad[0]["puntaje_total"]) && $actividad[0]["puntaje_total"] > 0) {
                 $results[$i]["puntaje_total"] = !empty($actividad[0]["puntaje_total"]) ? (int) $actividad[0]["puntaje_total"] : 0;
                 $dataset[$i] = (int) $actividad[0]["puntaje_total"];
                 $i++;
             } else {
                 unset($results[$i]);
                 unset($dataset[$i]);
             }
         }
         /**
          * Hack: para que la funcion PHPExcel_Calculation_Statistical::PERCENTRANK
          * No envie el siguiente error, si el array $dataset contiene un solo valor:
          *
          * A PHP Error was encountered
          * Severity: Warning
          * Message: Division by zero
          * Filename: Calculation/Statistical.php
          */
         if (count($dataset) == 1) {
             $dataset[] = 0;
         }
         //ordenar los puntajes
         //de menor a mayor
         ksort($dataset);
         //Recorrer los resultados y calcular el PERCENTRANK
         //Usando una clase de la libreria PHPEXcel y introducir
         //el resultado en el array de $results
         $j = 0;
         $percentagerank = "";
         foreach ($results as $result) {
             if (!empty($result["puntaje_total"]) && $result["puntaje_total"] != "" && $result["puntaje_total"] > 0) {
                 $percentagerank = PHPExcel_Calculation_Statistical::PERCENTRANK($dataset, $result["puntaje_total"], 2) * 100;
                 $results[$j]["percentagerank"] = !empty($percentagerank) ? $percentagerank : 0;
             } else {
                 unset($result);
             }
             $j++;
         }
     }
     return $results;
 }
开发者ID:acampos1916,项目名称:corcione_produccion,代码行数:76,代码来源:Reportes.php

示例5: DVARP

 /**
  * DVARP
  *
  * Calculates the variance of a population based on the entire population by using the numbers
  * in a column of a list or database that match conditions that you specify.
  *
  * Excel Function:
  *        DVARP(database,field,criteria)
  *
  * @access    public
  * @category Database Functions
  * @param mixed[] $database The range of cells that makes up the list or database.
  *                                        A database is a list of related data in which rows of related
  *                                        information are records, and columns of data are fields. The
  *                                        first row of the list contains labels for each column.
  * @param string|integer $field Indicates which column is used in the function. Enter the
  *                                        column label enclosed between double quotation marks, such as
  *                                        "Age" or "Yield," or a number (without quotation marks) that
  *                                        represents the position of the column within the list: 1 for
  *                                        the first column, 2 for the second column, and so on.
  * @param mixed[] $criteria The range of cells that contains the conditions you specify.
  *                                        You can use any range for the criteria argument, as long as it
  *                                        includes at least one column label and at least one cell below
  *                                        the column label in which you specify a condition for the
  *                                        column.
  * @return float
  *
  */
 public static function DVARP($database, $field, $criteria)
 {
     $field = self::fieldExtract($database, $field);
     if (is_null($field)) {
         return null;
     }
     // Return
     return PHPExcel_Calculation_Statistical::VARP(self::getFilteredColumn($database, $field, $criteria));
 }
开发者ID:ambient-lounge,项目名称:site,代码行数:37,代码来源:Database.php

示例6: CalcAllStats1


//.........这里部分代码省略.........
             $countGoodDays++;
         }
         if ($r < 1) {
             //threshold = 0
             $sumBenchMinusTargetOnBadDays += $returnBenchmark[$returnCount] - $r;
             $sumBenchMinusTargetSquaredOnBadDays += pow($returnBenchmark[$returnCount] - $r, 2);
         }
         if ($r > $returnMax) {
             $returnMax = $r;
         }
         if ($r < $returnMin) {
             $returnMin = $r;
         }
         $returnCount++;
     }
     if ($returnCount > 1) {
         // calculate some figures
         $returnTargetCumulative -= 1.0;
         $returnBenchCumulative -= 1.0;
         $averageTarget = $sumTarget / $returnCount;
         $averageBench = $sumBench / $returnCount;
         $averageTargetMinusBench = $sumTargetMinusBench / $returnCount;
         $averageBenchMinusTargetOnBadDays = $sumBenchMinusTargetOnBadDays / $returnCount;
         $averageBenchMinusTargetSquaredOnBadDays = $sumBenchMinusTargetSquaredOnBadDays / $returnCount;
         $covarTargetBench = ($sumTargetTimesBench - $sumTarget * $sumBench / $returnCount) / ($returnCount - 1);
         // second loop
         $i = 0;
         foreach ($returnTarget as $r) {
             $varianceTarget += pow($r - $averageTarget, 2);
             $varianceBench += pow($r - $averageBench, 2);
             $varianceTargetMinusBench += pow($r - $averageBench - $averageTargetMinusBench, 2);
             $i++;
         }
         // calculate the output
         $varianceTarget /= $returnCount - 1;
         $varianceBench /= $returnCount - 1;
         $varianceTargetMinusBench /= $returnCount - 1;
         $volTarget = sqrt($varianceTarget) * sqrt(240);
         $volBench = sqrt($varianceBench) * sqrt(240);
         $volTargetMinusBench = sqrt($varianceTargetMinusBench) * sqrt(240);
         if ($varianceBench == 0) {
             $beta = 0;
         } else {
             $beta = $covarTargetBench / $varianceBench;
         }
         if ($volTarget > 0) {
             $sharpe = $returnTargetCumulative / $volTarget;
         } else {
             $sharpe = 0;
         }
         $alpha = $averageTarget - $beta * $averageBench;
         if ($beta == 0) {
             $treynor = 0;
         } else {
             $treynor = $returnTargetCumulative / $beta;
         }
         $trackingError = $volTargetMinusBench;
         if ($volTargetMinusBench > 0) {
             $infoQuota = ($returnTargetCumulative - $returnBenchCumulative) / $volTargetMinusBench;
         } else {
             $infoQuota = 0;
         }
         $consistency = $countGoodDays / $returnCount;
         $x = pow(($returnCount * $sumTargetSquared - pow($sumTarget, 2)) * ($returnCount * $sumBenchSquared - pow($sumBench, 2)), 1 / 2);
         //$x = pow(($returnCount*$sumTargetTimesBench-$sumTarget*$sumBench)/pow(($returnCount*$sumTargetSquared-pow($sumTarget,2))*($returnCount*$sumBenchSquared-pow($sumBench,2)),1/2),2);
         if ($x > 0) {
             $R2 = pow(($returnCount * $sumTargetTimesBench - $sumTarget * $sumBench) / $x, 2);
         } else {
             $R2 = 0;
         }
         if ($averageBenchMinusTargetOnBadDays == 0) {
             $omega = 0;
             $sortino = 0;
             // "Div/Null!";
         } else {
             $omega = 1 + $averageTargetMinusBench / $averageBenchMinusTargetOnBadDays;
             $sortino = $averageTargetMinusBench / pow($averageBenchMinusTargetOnBadDays, 1 / 2);
         }
         $VaR = $averageTargetMinusBench + $volTarget * PHPExcel_Calculation_Statistical::NORMSINV(0.01);
         //$VaR=$averageTargetMinusBench+$volTarget*$this->inverse_ncdf(0.01);
     } else {
         $volTarget = 0;
         $sharpe = 0;
         $beta = 0;
         $treynor = 0;
         $trackingError = 0;
         $infoQuota = 0;
         $consistency = 0;
         $R2 = 0;
         $VaR = 0;
         $averageTarget = 1;
         $returnMax = 1;
         $returnMin = 1;
         $sortino = 0;
         $omega = 0;
         $averageTargetMinusBench = 0;
         $averageBenchMinusTargetOnBadDays = 0;
     }
     return array($volTarget, $sharpe, $alpha, $beta, $treynor, $trackingError, $infoQuota, $consistency, $R2, $VaR, $averageTarget - 1, $returnMax - 1, $returnMin - 1, $sortino, $omega, $averageTargetMinusBench, $averageBenchMinusTargetOnBadDays);
 }
开发者ID:artmart,项目名称:verare,代码行数:101,代码来源:Calculators.php

示例7: _logGamma

 private static function _logGamma($x)
 {
     // Log Gamma related constants
     static $lg_d1 = -0.5772156649015329;
     static $lg_d2 = 0.42278433509846713;
     static $lg_d4 = 1.791759469228055;
     static $lg_p1 = array(4.945235359296727, 201.8112620856775, 2290.8383738313464, 11319.672059033808, 28557.246356716354, 38484.962284437934, 26377.487876241954, 7225.813979700288);
     static $lg_p2 = array(4.974607845568932, 542.4138599891071, 15506.93864978365, 184793.29044456323, 1088204.7694688288, 3338152.96798703, 5106661.678927353, 3074109.0548505397);
     static $lg_p4 = array(14745.0216605994, 2426813.3694867045, 121475557.40450932, 2663432449.630977, 29403789566.34554, 170266573776.5399, 492612579337.7431, 560625185622.3951);
     static $lg_q1 = array(67.48212550303778, 1113.3323938571993, 7738.757056935398, 27639.870744033407, 54993.102062261576, 61611.22180066002, 36351.2759150194, 8785.536302431014);
     static $lg_q2 = array(183.03283993705926, 7765.049321445006, 133190.38279660742, 1136705.8213219696, 5267964.117437947, 13467014.543111017, 17827365.303532742, 9533095.591844354);
     static $lg_q4 = array(2690.5301758708993, 639388.5654300093, 41355999.30241388, 1120872109.616148, 14886137286.788137, 101680358627.24382, 341747634550.73773, 446315818741.9713);
     static $lg_c = array(-0.001910444077728, 0.0008417138778129501, -0.0005952379913043012, 0.0007936507935003503, -0.0027777777777776816, 0.08333333333333333, 0.0057083835261);
     // Rough estimate of the fourth root of logGamma_xBig
     static $lg_frtbig = 2.25E+76;
     static $pnt68 = 0.6796875;
     if ($x == self::$_logGammaCache_x) {
         return self::$_logGammaCache_result;
     }
     $y = $x;
     if ($y > 0.0 && $y <= LOG_GAMMA_X_MAX_VALUE) {
         if ($y <= EPS) {
             $res = -log(y);
         } elseif ($y <= 1.5) {
             // ---------------------
             //	EPS .LT. X .LE. 1.5
             // ---------------------
             if ($y < $pnt68) {
                 $corr = -log($y);
                 $xm1 = $y;
             } else {
                 $corr = 0.0;
                 $xm1 = $y - 1.0;
             }
             if ($y <= 0.5 || $y >= $pnt68) {
                 $xden = 1.0;
                 $xnum = 0.0;
                 for ($i = 0; $i < 8; ++$i) {
                     $xnum = $xnum * $xm1 + $lg_p1[$i];
                     $xden = $xden * $xm1 + $lg_q1[$i];
                 }
                 $res = $corr + $xm1 * ($lg_d1 + $xm1 * ($xnum / $xden));
             } else {
                 $xm2 = $y - 1.0;
                 $xden = 1.0;
                 $xnum = 0.0;
                 for ($i = 0; $i < 8; ++$i) {
                     $xnum = $xnum * $xm2 + $lg_p2[$i];
                     $xden = $xden * $xm2 + $lg_q2[$i];
                 }
                 $res = $corr + $xm2 * ($lg_d2 + $xm2 * ($xnum / $xden));
             }
         } elseif ($y <= 4.0) {
             // ---------------------
             //	1.5 .LT. X .LE. 4.0
             // ---------------------
             $xm2 = $y - 2.0;
             $xden = 1.0;
             $xnum = 0.0;
             for ($i = 0; $i < 8; ++$i) {
                 $xnum = $xnum * $xm2 + $lg_p2[$i];
                 $xden = $xden * $xm2 + $lg_q2[$i];
             }
             $res = $xm2 * ($lg_d2 + $xm2 * ($xnum / $xden));
         } elseif ($y <= 12.0) {
             // ----------------------
             //	4.0 .LT. X .LE. 12.0
             // ----------------------
             $xm4 = $y - 4.0;
             $xden = -1.0;
             $xnum = 0.0;
             for ($i = 0; $i < 8; ++$i) {
                 $xnum = $xnum * $xm4 + $lg_p4[$i];
                 $xden = $xden * $xm4 + $lg_q4[$i];
             }
             $res = $lg_d4 + $xm4 * ($xnum / $xden);
         } else {
             // ---------------------------------
             //	Evaluate for argument .GE. 12.0
             // ---------------------------------
             $res = 0.0;
             if ($y <= $lg_frtbig) {
                 $res = $lg_c[6];
                 $ysq = $y * $y;
                 for ($i = 0; $i < 6; ++$i) {
                     $res = $res / $ysq + $lg_c[$i];
                 }
             }
             $res /= $y;
             $corr = log($y);
             $res = $res + log(SQRT2PI) - 0.5 * $corr;
             $res += $y * ($corr - 1.0);
         }
     } else {
         // --------------------------
         //	Return for bad arguments
         // --------------------------
         $res = MAX_VALUE;
     }
     // ------------------------------
//.........这里部分代码省略.........
开发者ID:sysraj86,项目名称:carnivalcrm,代码行数:101,代码来源:Statistical.php


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