{ This file is part of the Free Pascal run time library. Copyright (c) 1999-2005 by Florian Klaempfl member of the Free Pascal development team See the file COPYING.FPC, included in this distribution, for details about the copyright. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. **********************************************************************} {------------------------------------------------------------------------- Using functions from AMath/DAMath libraries, which are covered by the following license: (C) Copyright 2009-2013 Wolfgang Ehrhardt This software is provided 'as-is', without any express or implied warranty. In no event will the authors be held liable for any damages arising from the use of this software. Permission is granted to anyone to use this software for any purpose, including commercial applications, and to alter it and redistribute it freely, subject to the following restrictions: 1. The origin of this software must not be misrepresented; you must not claim that you wrote the original software. If you use this software in a product, an acknowledgment in the product documentation would be appreciated but is not required. 2. Altered source versions must be plainly marked as such, and must not be misrepresented as being the original software. 3. This notice may not be removed or altered from any source distribution. ----------------------------------------------------------------------------} { This unit is an equivalent to the Delphi Math unit (with some improvements) What's to do: o some statistical functions o optimizations } {$MODE objfpc} {$inline on } {$GOTO on} unit Math; interface {$ifndef FPUNONE} uses sysutils; {$IFDEF FPDOC_MATH} Type Float = MaxFloatType; Const MinFloat = 0; MaxFloat = 0; {$ENDIF} { Ranges of the IEEE floating point types, including denormals } {$ifdef FPC_HAS_TYPE_SINGLE} const { values according to https://en.wikipedia.org/wiki/Single-precision_floating-point_format#Single-precision_examples } MinSingle = 1.1754943508e-38; MaxSingle = 3.4028234664e+38; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} const { values according to https://en.wikipedia.org/wiki/Double-precision_floating-point_format#Double-precision_examples } MinDouble = 2.2250738585072014e-308; MaxDouble = 1.7976931348623157e+308; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} const MinExtended = 3.4e-4932; MaxExtended = 1.1e+4932; {$endif FPC_HAS_TYPE_EXTENDED} {$ifdef FPC_HAS_TYPE_COMP} const MinComp = -9.223372036854775807e+18; MaxComp = 9.223372036854775807e+18; {$endif FPC_HAS_TYPE_COMP} { the original delphi functions use extended as argument, } { but I would prefer double, because 8 bytes is a very } { natural size for the processor } { WARNING : changing float type will } { break all assembler code PM } {$if defined(FPC_HAS_TYPE_FLOAT128)} type Float = Float128; const MinFloat = MinFloat128; MaxFloat = MaxFloat128; {$elseif defined(FPC_HAS_TYPE_EXTENDED)} type Float = extended; const MinFloat = MinExtended; MaxFloat = MaxExtended; {$elseif defined(FPC_HAS_TYPE_DOUBLE)} type Float = double; const MinFloat = MinDouble; MaxFloat = MaxDouble; {$elseif defined(FPC_HAS_TYPE_SINGLE)} type Float = single; const MinFloat = MinSingle; MaxFloat = MaxSingle; {$else} {$fatal At least one floating point type must be supported} {$endif} type PFloat = ^Float; PInteger = ObjPas.PInteger; TPaymentTime = (ptEndOfPeriod,ptStartOfPeriod); EInvalidArgument = class(ematherror); TValueRelationship = -1..1; const EqualsValue = 0; LessThanValue = Low(TValueRelationship); GreaterThanValue = High(TValueRelationship); {$push} {$R-} {$Q-} NaN = 0.0/0.0; Infinity = 1.0/0.0; NegInfinity = -1.0/0.0; {$pop} {$IFDEF FPDOC_MATH} // This must be after the above defines. {$DEFINE FPC_HAS_TYPE_SINGLE} {$DEFINE FPC_HAS_TYPE_DOUBLE} {$DEFINE FPC_HAS_TYPE_EXTENDED} {$DEFINE FPC_HAS_TYPE_COMP} {$ENDIF} { Min/max determination } function MinIntValue(const Data: array of Integer): Integer; function MaxIntValue(const Data: array of Integer): Integer; { Extra, not present in Delphi, but used frequently } function Min(a, b: Integer): Integer;inline; overload; function Max(a, b: Integer): Integer;inline; overload; { this causes more trouble than it solves function Min(a, b: Cardinal): Cardinal; overload; function Max(a, b: Cardinal): Cardinal; overload; } function Min(a, b: Int64): Int64;inline; overload; function Max(a, b: Int64): Int64;inline; overload; function Min(a, b: QWord): QWord;inline; overload; function Max(a, b: QWord): QWord;inline; overload; {$ifdef FPC_HAS_TYPE_SINGLE} function Min(a, b: Single): Single;inline; overload; function Max(a, b: Single): Single;inline; overload; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function Min(a, b: Double): Double;inline; overload; function Max(a, b: Double): Double;inline; overload; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function Min(a, b: Extended): Extended;inline; overload; function Max(a, b: Extended): Extended;inline; overload; {$endif FPC_HAS_TYPE_EXTENDED} function InRange(const AValue, AMin, AMax: Integer): Boolean;inline; overload; function InRange(const AValue, AMin, AMax: Int64): Boolean;inline; overload; {$ifdef FPC_HAS_TYPE_DOUBLE} function InRange(const AValue, AMin, AMax: Double): Boolean;inline; overload; {$endif FPC_HAS_TYPE_DOUBLE} function EnsureRange(const AValue, AMin, AMax: Integer): Integer;inline; overload; function EnsureRange(const AValue, AMin, AMax: Int64): Int64;inline; overload; {$ifdef FPC_HAS_TYPE_DOUBLE} function EnsureRange(const AValue, AMin, AMax: Double): Double;inline; overload; {$endif FPC_HAS_TYPE_DOUBLE} procedure DivMod(Dividend: LongInt; Divisor: Word; var Result, Remainder: Word); procedure DivMod(Dividend: LongInt; Divisor: Word; var Result, Remainder: SmallInt); procedure DivMod(Dividend: DWord; Divisor: DWord; var Result, Remainder: DWord); procedure DivMod(Dividend: LongInt; Divisor: LongInt; var Result, Remainder: LongInt); { Floating point modulo} {$ifdef FPC_HAS_TYPE_SINGLE} function FMod(const a, b: Single): Single;inline;overload; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function FMod(const a, b: Double): Double;inline;overload; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function FMod(const a, b: Extended): Extended;inline;overload; {$endif FPC_HAS_TYPE_EXTENDED} operator mod(const a,b:float) c:float;inline; // Sign functions Type TValueSign = -1..1; const NegativeValue = Low(TValueSign); ZeroValue = 0; PositiveValue = High(TValueSign); function Sign(const AValue: Integer): TValueSign;inline; overload; function Sign(const AValue: Int64): TValueSign;inline; overload; {$ifdef FPC_HAS_TYPE_SINGLE} function Sign(const AValue: Single): TValueSign;inline; overload; {$endif} function Sign(const AValue: Double): TValueSign;inline; overload; {$ifdef FPC_HAS_TYPE_EXTENDED} function Sign(const AValue: Extended): TValueSign;inline; overload; {$endif} function IsZero(const A: Single; Epsilon: Single): Boolean; overload; function IsZero(const A: Single): Boolean;inline; overload; {$ifdef FPC_HAS_TYPE_DOUBLE} function IsZero(const A: Double; Epsilon: Double): Boolean; overload; function IsZero(const A: Double): Boolean;inline; overload; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function IsZero(const A: Extended; Epsilon: Extended): Boolean; overload; function IsZero(const A: Extended): Boolean;inline; overload; {$endif FPC_HAS_TYPE_EXTENDED} function IsNan(const d : Single): Boolean; overload; {$ifdef FPC_HAS_TYPE_DOUBLE} function IsNan(const d : Double): Boolean; overload; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function IsNan(const d : Extended): Boolean; overload; {$endif FPC_HAS_TYPE_EXTENDED} function IsInfinite(const d : Single): Boolean; overload; {$ifdef FPC_HAS_TYPE_DOUBLE} function IsInfinite(const d : Double): Boolean; overload; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function IsInfinite(const d : Extended): Boolean; overload; {$endif FPC_HAS_TYPE_EXTENDED} {$ifdef FPC_HAS_TYPE_EXTENDED} function SameValue(const A, B: Extended): Boolean;inline; overload; {$endif} {$ifdef FPC_HAS_TYPE_DOUBLE} function SameValue(const A, B: Double): Boolean;inline; overload; {$endif} function SameValue(const A, B: Single): Boolean;inline; overload; {$ifdef FPC_HAS_TYPE_EXTENDED} function SameValue(const A, B: Extended; Epsilon: Extended): Boolean; overload; {$endif} {$ifdef FPC_HAS_TYPE_DOUBLE} function SameValue(const A, B: Double; Epsilon: Double): Boolean; overload; {$endif} function SameValue(const A, B: Single; Epsilon: Single): Boolean; overload; type TRoundToRange = -37..37; {$ifdef FPC_HAS_TYPE_DOUBLE} function RoundTo(const AValue: Double; const Digits: TRoundToRange): Double; {$endif} {$ifdef FPC_HAS_TYPE_EXTENDED} function RoundTo(const AVAlue: Extended; const Digits: TRoundToRange): Extended; {$endif} {$ifdef FPC_HAS_TYPE_SINGLE} function RoundTo(const AValue: Single; const Digits: TRoundToRange): Single; {$endif} {$ifdef FPC_HAS_TYPE_SINGLE} function SimpleRoundTo(const AValue: Single; const Digits: TRoundToRange = -2): Single; {$endif} {$ifdef FPC_HAS_TYPE_DOUBLE} function SimpleRoundTo(const AValue: Double; const Digits: TRoundToRange = -2): Double; {$endif} {$ifdef FPC_HAS_TYPE_EXTENDED} function SimpleRoundTo(const AValue: Extended; const Digits: TRoundToRange = -2): Extended; {$endif} { angle conversion } function DegToRad(deg : float) : float;inline; function RadToDeg(rad : float) : float;inline; function GradToRad(grad : float) : float;inline; function RadToGrad(rad : float) : float;inline; function DegToGrad(deg : float) : float;inline; function GradToDeg(grad : float) : float;inline; { one cycle are 2*Pi rad } function CycleToRad(cycle : float) : float;inline; function RadToCycle(rad : float) : float;inline; {$ifdef FPC_HAS_TYPE_SINGLE} Function DegNormalize(deg : single) : single; inline; {$ENDIF} {$ifdef FPC_HAS_TYPE_DOUBLE} Function DegNormalize(deg : double) : double; inline; {$ENDIF} {$ifdef FPC_HAS_TYPE_EXTENDED} Function DegNormalize(deg : extended) : extended; inline; {$ENDIF} { trigoniometric functions } function Tan(x : float) : float; function Cotan(x : float) : float; function Cot(x : float) : float; inline; {$ifdef FPC_HAS_TYPE_SINGLE} procedure SinCos(theta : single;out sinus,cosinus : single); {$endif} {$ifdef FPC_HAS_TYPE_DOUBLE} procedure SinCos(theta : double;out sinus,cosinus : double); {$endif} {$ifdef FPC_HAS_TYPE_EXTENDED} procedure SinCos(theta : extended;out sinus,cosinus : extended); {$endif} function Secant(x : float) : float; inline; function Cosecant(x : float) : float; inline; function Sec(x : float) : float; inline; function Csc(x : float) : float; inline; { inverse functions } function ArcCos(x : float) : float; function ArcSin(x : float) : float; { calculates arctan(y/x) and returns an angle in the correct quadrant } function ArcTan2(y,x : float) : float; { hyperbolic functions } function CosH(x : float) : float; function SinH(x : float) : float; function TanH(x : float) : float; { area functions } { delphi names: } function ArcCosH(x : float) : float;inline; function ArcSinH(x : float) : float;inline; function ArcTanH(x : float) : float;inline; { IMHO the function should be called as follows (FK) } function ArCosH(x : float) : float; function ArSinH(x : float) : float; function ArTanH(x : float) : float; { triangle functions } { returns the length of the hypotenuse of a right triangle } { if x and y are the other sides } function Hypot(x,y : float) : float; { logarithm functions } function Log10(x : float) : float; function Log2(x : float) : float; function LogN(n,x : float) : float; { returns natural logarithm of x+1, accurate for x values near zero } function LnXP1(x : float) : float; { exponential functions } function Power(base,exponent : float) : float; { base^exponent } function IntPower(base : float;const exponent : Integer) : float; operator ** (bas,expo : float) e: float; inline; operator ** (bas,expo : int64) i: int64; inline; { number converting } { rounds x towards positive infinity } function Ceil(x : float) : Integer; function Ceil64(x: float): Int64; { rounds x towards negative infinity } function Floor(x : float) : Integer; function Floor64(x: float): Int64; { misc. functions } { splits x into mantissa and exponent (to base 2) } procedure Frexp(X: float; var Mantissa: float; var Exponent: integer); { returns x*(2^p) } function Ldexp(x : float; const p : Integer) : float; { statistical functions } {$ifdef FPC_HAS_TYPE_SINGLE} function Mean(const data : array of Single) : float; function Sum(const data : array of Single) : float;inline; function Mean(const data : PSingle; Const N : longint) : float; function Sum(const data : PSingle; Const N : Longint) : float; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function Mean(const data : array of double) : float;inline; function Sum(const data : array of double) : float;inline; function Mean(const data : PDouble; Const N : longint) : float; function Sum(const data : PDouble; Const N : Longint) : float; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function Mean(const data : array of Extended) : float; function Sum(const data : array of Extended) : float;inline; function Mean(const data : PExtended; Const N : longint) : float; function Sum(const data : PExtended; Const N : Longint) : float; {$endif FPC_HAS_TYPE_EXTENDED} function SumInt(const data : PInt64;Const N : longint) : Int64; function SumInt(const data : array of Int64) : Int64;inline; function Mean(const data : PInt64; const N : Longint):Float; function Mean(const data: array of Int64):Float; function SumInt(const data : PInteger; Const N : longint) : Int64; function SumInt(const data : array of Integer) : Int64;inline; function Mean(const data : PInteger; const N : Longint):Float; function Mean(const data: array of Integer):Float; {$ifdef FPC_HAS_TYPE_SINGLE} function SumOfSquares(const data : array of Single) : float;inline; function SumOfSquares(const data : PSingle; Const N : Integer) : float; { calculates the sum and the sum of squares of data } procedure SumsAndSquares(const data : array of Single; var sum,sumofsquares : float);inline; procedure SumsAndSquares(const data : PSingle; Const N : Integer; var sum,sumofsquares : float); {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function SumOfSquares(const data : array of double) : float; function SumOfSquares(const data : PDouble; Const N : Integer) : float; { calculates the sum and the sum of squares of data } procedure SumsAndSquares(const data : array of Double; var sum,sumofsquares : float);inline; procedure SumsAndSquares(const data : PDouble; Const N : Integer; var sum,sumofsquares : float); {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function SumOfSquares(const data : array of Extended) : float;inline; function SumOfSquares(const data : PExtended; Const N : Integer) : float; { calculates the sum and the sum of squares of data } procedure SumsAndSquares(const data : array of Extended; var sum,sumofsquares : float);inline; procedure SumsAndSquares(const data : PExtended; Const N : Integer; var sum,sumofsquares : float); {$endif FPC_HAS_TYPE_EXTENDED} {$ifdef FPC_HAS_TYPE_SINGLE} function MinValue(const data : array of Single) : Single;inline; function MinValue(const data : PSingle; Const N : Integer) : Single; function MaxValue(const data : array of Single) : Single;inline; function MaxValue(const data : PSingle; Const N : Integer) : Single; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function MinValue(const data : array of Double) : Double;inline; function MinValue(const data : PDouble; Const N : Integer) : Double; function MaxValue(const data : array of Double) : Double;inline; function MaxValue(const data : PDouble; Const N : Integer) : Double; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function MinValue(const data : array of Extended) : Extended;inline; function MinValue(const data : PExtended; Const N : Integer) : Extended; function MaxValue(const data : array of Extended) : Extended;inline; function MaxValue(const data : PExtended; Const N : Integer) : Extended; {$endif FPC_HAS_TYPE_EXTENDED} function MinValue(const data : array of integer) : Integer;inline; function MinValue(const Data : PInteger; Const N : Integer): Integer; function MaxValue(const data : array of integer) : Integer;inline; function MaxValue(const data : PInteger; Const N : Integer) : Integer; { returns random values with gaussian distribution } function RandG(mean,stddev : float) : float; function RandomRange(const aFrom, aTo: Integer): Integer; function RandomRange(const aFrom, aTo: Int64): Int64; {$ifdef FPC_HAS_TYPE_SINGLE} { calculates the standard deviation } function StdDev(const data : array of Single) : float;inline; function StdDev(const data : PSingle; Const N : Integer) : float; { calculates the mean and stddev } procedure MeanAndStdDev(const data : array of Single; var mean,stddev : float);inline; procedure MeanAndStdDev(const data : PSingle; Const N : Longint;var mean,stddev : float); function Variance(const data : array of Single) : float;inline; function TotalVariance(const data : array of Single) : float;inline; function Variance(const data : PSingle; Const N : Integer) : float; function TotalVariance(const data : PSingle; Const N : Integer) : float; { Population (aka uncorrected) variance and standard deviation } function PopnStdDev(const data : array of Single) : float;inline; function PopnStdDev(const data : PSingle; Const N : Integer) : float; function PopnVariance(const data : PSingle; Const N : Integer) : float; function PopnVariance(const data : array of Single) : float;inline; procedure MomentSkewKurtosis(const data : array of Single; out m1,m2,m3,m4,skew,kurtosis : float);inline; procedure MomentSkewKurtosis(const data : PSingle; Const N : Integer; out m1,m2,m3,m4,skew,kurtosis : float); { geometrical function } { returns the euclidean L2 norm } function Norm(const data : array of Single) : float;inline; function Norm(const data : PSingle; Const N : Integer) : float; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} { calculates the standard deviation } function StdDev(const data : array of Double) : float;inline; function StdDev(const data : PDouble; Const N : Integer) : float; { calculates the mean and stddev } procedure MeanAndStdDev(const data : array of Double; var mean,stddev : float);inline; procedure MeanAndStdDev(const data : PDouble; Const N : Longint;var mean,stddev : float); function Variance(const data : array of Double) : float;inline; function TotalVariance(const data : array of Double) : float;inline; function Variance(const data : PDouble; Const N : Integer) : float; function TotalVariance(const data : PDouble; Const N : Integer) : float; { Population (aka uncorrected) variance and standard deviation } function PopnStdDev(const data : array of Double) : float;inline; function PopnStdDev(const data : PDouble; Const N : Integer) : float; function PopnVariance(const data : PDouble; Const N : Integer) : float; function PopnVariance(const data : array of Double) : float;inline; procedure MomentSkewKurtosis(const data : array of Double; out m1,m2,m3,m4,skew,kurtosis : float);inline; procedure MomentSkewKurtosis(const data : PDouble; Const N : Integer; out m1,m2,m3,m4,skew,kurtosis : float); { geometrical function } { returns the euclidean L2 norm } function Norm(const data : array of double) : float;inline; function Norm(const data : PDouble; Const N : Integer) : float; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} { calculates the standard deviation } function StdDev(const data : array of Extended) : float;inline; function StdDev(const data : PExtended; Const N : Integer) : float; { calculates the mean and stddev } procedure MeanAndStdDev(const data : array of Extended; var mean,stddev : float);inline; procedure MeanAndStdDev(const data : PExtended; Const N : Longint;var mean,stddev : float); function Variance(const data : array of Extended) : float;inline; function TotalVariance(const data : array of Extended) : float;inline; function Variance(const data : PExtended; Const N : Integer) : float; function TotalVariance(const data : PExtended; Const N : Integer) : float; { Population (aka uncorrected) variance and standard deviation } function PopnStdDev(const data : array of Extended) : float;inline; function PopnStdDev(const data : PExtended; Const N : Integer) : float; function PopnVariance(const data : PExtended; Const N : Integer) : float; function PopnVariance(const data : array of Extended) : float;inline; procedure MomentSkewKurtosis(const data : array of Extended; out m1,m2,m3,m4,skew,kurtosis : float);inline; procedure MomentSkewKurtosis(const data : PExtended; Const N : Integer; out m1,m2,m3,m4,skew,kurtosis : float); { geometrical function } { returns the euclidean L2 norm } function Norm(const data : array of Extended) : float;inline; function Norm(const data : PExtended; Const N : Integer) : float; {$endif FPC_HAS_TYPE_EXTENDED} { Financial functions } function FutureValue(ARate: Float; NPeriods: Integer; APayment, APresentValue: Float; APaymentTime: TPaymentTime): Float; function InterestRate(NPeriods: Integer; APayment, APresentValue, AFutureValue: Float; APaymentTime: TPaymentTime): Float; function NumberOfPeriods(ARate, APayment, APresentValue, AFutureValue: Float; APaymentTime: TPaymentTime): Float; function Payment(ARate: Float; NPeriods: Integer; APresentValue, AFutureValue: Float; APaymentTime: TPaymentTime): Float; function PresentValue(ARate: Float; NPeriods: Integer; APayment, AFutureValue: Float; APaymentTime: TPaymentTime): Float; { Misc functions } function IfThen(val:boolean;const iftrue:integer; const iffalse:integer= 0) :integer; inline; overload; function IfThen(val:boolean;const iftrue:int64 ; const iffalse:int64 = 0) :int64; inline; overload; function IfThen(val:boolean;const iftrue:double ; const iffalse:double =0.0):double; inline; overload; function CompareValue ( const A, B : Integer) : TValueRelationship; inline; function CompareValue ( const A, B : Int64) : TValueRelationship; inline; function CompareValue ( const A, B : QWord) : TValueRelationship; inline; {$ifdef FPC_HAS_TYPE_SINGLE} function CompareValue ( const A, B : Single; delta : Single = 0.0 ) : TValueRelationship; inline; {$endif} {$ifdef FPC_HAS_TYPE_DOUBLE} function CompareValue ( const A, B : Double; delta : Double = 0.0) : TValueRelationship; inline; {$endif} {$ifdef FPC_HAS_TYPE_EXTENDED} function CompareValue ( const A, B : Extended; delta : Extended = 0.0 ) : TValueRelationship; inline; {$endif} function RandomFrom(const AValues: array of Double): Double; overload; function RandomFrom(const AValues: array of Integer): Integer; overload; function RandomFrom(const AValues: array of Int64): Int64; overload; {$if FPC_FULLVERSION >=30101} generic function RandomFrom(const AValues:array of T):T; {$endif} { cpu specific stuff } type TFPURoundingMode = system.TFPURoundingMode; TFPUPrecisionMode = system.TFPUPrecisionMode; TFPUException = system.TFPUException; TFPUExceptionMask = system.TFPUExceptionMask; function GetRoundMode: TFPURoundingMode; function SetRoundMode(const RoundMode: TFPURoundingMode): TFPURoundingMode; function GetPrecisionMode: TFPUPrecisionMode; function SetPrecisionMode(const Precision: TFPUPrecisionMode): TFPUPrecisionMode; function GetExceptionMask: TFPUExceptionMask; function SetExceptionMask(const Mask: TFPUExceptionMask): TFPUExceptionMask; procedure ClearExceptions(RaisePending: Boolean =true); implementation function copysign(x,y: float): float; forward; { returns abs(x)*sign(y) } { include cpu specific stuff } {$i mathu.inc} ResourceString SMathError = 'Math Error : %s'; SInvalidArgument = 'Invalid argument'; Procedure DoMathError(Const S : String); begin Raise EMathError.CreateFmt(SMathError,[S]); end; Procedure InvalidArgument; begin Raise EInvalidArgument.Create(SInvalidArgument); end; function Sign(const AValue: Integer): TValueSign;inline; begin result:=TValueSign( SarLongint(AValue,sizeof(AValue)*8-1) or { gives -1 for negative values, 0 otherwise } (longint(-AValue) shr (sizeof(AValue)*8-1)) { gives 1 for positive values, 0 otherwise } ); end; function Sign(const AValue: Int64): TValueSign;inline; begin {$ifdef cpu64} result:=TValueSign( SarInt64(AValue,sizeof(AValue)*8-1) or (-AValue shr (sizeof(AValue)*8-1)) ); {$else cpu64} If Avalue<0 then Result:=NegativeValue else If Avalue>0 then Result:=PositiveValue else Result:=ZeroValue; {$endif} end; {$ifdef FPC_HAS_TYPE_SINGLE} function Sign(const AValue: Single): TValueSign;inline; begin Result:=ord(AValue>0.0)-ord(AValue<0.0); end; {$endif} function Sign(const AValue: Double): TValueSign;inline; begin Result:=ord(AValue>0.0)-ord(AValue<0.0); end; {$ifdef FPC_HAS_TYPE_EXTENDED} function Sign(const AValue: Extended): TValueSign;inline; begin Result:=ord(AValue>0.0)-ord(AValue<0.0); end; {$endif} function degtorad(deg : float) : float;inline; begin degtorad:=deg*(pi/180.0); end; function radtodeg(rad : float) : float;inline; begin radtodeg:=rad*(180.0/pi); end; function gradtorad(grad : float) : float;inline; begin gradtorad:=grad*(pi/200.0); end; function radtograd(rad : float) : float;inline; begin radtograd:=rad*(200.0/pi); end; function degtograd(deg : float) : float;inline; begin degtograd:=deg*(200.0/180.0); end; function gradtodeg(grad : float) : float;inline; begin gradtodeg:=grad*(180.0/200.0); end; function cycletorad(cycle : float) : float;inline; begin cycletorad:=(2*pi)*cycle; end; function radtocycle(rad : float) : float;inline; begin { avoid division } radtocycle:=rad*(1/(2*pi)); end; {$ifdef FPC_HAS_TYPE_SINGLE} Function DegNormalize(deg : single) : single; begin Result:=Deg-Int(Deg/360)*360; If Result<0 then Result:=Result+360; end; {$ENDIF} {$ifdef FPC_HAS_TYPE_DOUBLE} Function DegNormalize(deg : double) : double; inline; begin Result:=Deg-Int(Deg/360)*360; If (Result<0) then Result:=Result+360; end; {$ENDIF} {$ifdef FPC_HAS_TYPE_EXTENDED} Function DegNormalize(deg : extended) : extended; inline; begin Result:=Deg-Int(Deg/360)*360; If Result<0 then Result:=Result+360; end; {$ENDIF} {$ifndef FPC_MATH_HAS_TAN} function tan(x : float) : float; var _sin,_cos : float; begin sincos(x,_sin,_cos); tan:=_sin/_cos; end; {$endif FPC_MATH_HAS_TAN} {$ifndef FPC_MATH_HAS_COTAN} function cotan(x : float) : float; var _sin,_cos : float; begin sincos(x,_sin,_cos); cotan:=_cos/_sin; end; {$endif FPC_MATH_HAS_COTAN} function cot(x : float) : float; inline; begin cot := cotan(x); end; {$ifndef FPC_MATH_HAS_SINCOS} {$ifdef FPC_HAS_TYPE_SINGLE} procedure sincos(theta : single;out sinus,cosinus : single); begin sinus:=sin(theta); cosinus:=cos(theta); end; {$endif} {$ifdef FPC_HAS_TYPE_DOUBLE} procedure sincos(theta : double;out sinus,cosinus : double); begin sinus:=sin(theta); cosinus:=cos(theta); end; {$endif} {$ifdef FPC_HAS_TYPE_EXTENDED} procedure sincos(theta : extended;out sinus,cosinus : extended); begin sinus:=sin(theta); cosinus:=cos(theta); end; {$endif} {$endif FPC_MATH_HAS_SINCOS} function secant(x : float) : float; inline; begin secant := 1 / cos(x); end; function cosecant(x : float) : float; inline; begin cosecant := 1 / sin(x); end; function sec(x : float) : float; inline; begin sec := secant(x); end; function csc(x : float) : float; inline; begin csc := cosecant(x); end; { arcsin and arccos functions from AMath library (C) Copyright 2009-2013 Wolfgang Ehrhardt } function arcsin(x : float) : float; begin arcsin:=arctan2(x,sqrt((1.0-x)*(1.0+x))); end; function Arccos(x : Float) : Float; begin if abs(x)=1.0 then if x<0.0 then arccos:=Pi else arccos:=0 else arccos:=arctan2(sqrt((1.0-x)*(1.0+x)),x); end; {$ifndef FPC_MATH_HAS_ARCTAN2} function arctan2(y,x : float) : float; begin if (x=0) then begin if y=0 then arctan2:=0.0 else if y>0 then arctan2:=pi/2 else if y<0 then arctan2:=-pi/2; end else ArcTan2:=ArcTan(y/x); if x<0.0 then ArcTan2:=ArcTan2+pi; if ArcTan2>pi then ArcTan2:=ArcTan2-2*pi; end; {$endif FPC_MATH_HAS_ARCTAN2} function cosh(x : float) : float; var temp : float; begin temp:=exp(x); cosh:=0.5*(temp+1.0/temp); end; function sinh(x : float) : float; var temp : float; begin temp:=exp(x); { copysign ensures that sinh(-0.0)=-0.0 } sinh:=copysign(0.5*(temp-1.0/temp),x); end; Const MaxTanh = 5678.22249441322; // Ln(MaxExtended)/2 function tanh(x : float) : float; var Temp : float; begin if x>MaxTanh then exit(1.0) else if x<-MaxTanh then exit (-1.0); temp:=exp(-2*x); tanh:=(1-temp)/(1+temp) end; function arccosh(x : float) : float; inline; begin arccosh:=arcosh(x); end; function arcsinh(x : float) : float;inline; begin arcsinh:=arsinh(x); end; function arctanh(x : float) : float;inline; begin arctanh:=artanh(x); end; function arcosh(x : float) : float; begin { Provides accuracy about 4*eps near 1.0 } arcosh:=Ln(x+Sqrt((x-1.0)*(x+1.0))); end; function arsinh(x : float) : float; var z: float; begin z:=abs(x); z:=Ln(z+Sqrt(1+z*z)); { copysign ensures that arsinh(-Inf)=-Inf and arsinh(-0.0)=-0.0 } arsinh:=copysign(z,x); end; function artanh(x : float) : float; begin artanh:=(lnxp1(x)-lnxp1(-x))*0.5; end; { hypot function from AMath library (C) Copyright 2009-2013 Wolfgang Ehrhardt } function hypot(x,y : float) : float; begin x:=abs(x); y:=abs(y); if (x>y) then hypot:=x*sqrt(1.0+sqr(y/x)) else if (x>0.0) then hypot:=y*sqrt(1.0+sqr(x/y)) else hypot:=y; end; function log10(x : float) : float; begin log10:=ln(x)*0.43429448190325182765; { 1/ln(10) } end; {$ifndef FPC_MATH_HAS_LOG2} function log2(x : float) : float; begin log2:=ln(x)*1.4426950408889634079; { 1/ln(2) } end; {$endif FPC_MATH_HAS_LOG2} function logn(n,x : float) : float; begin logn:=ln(x)/ln(n); end; { lnxp1 function from AMath library (C) Copyright 2009-2013 Wolfgang Ehrhardt } function lnxp1(x : float) : float; var y: float; begin if (x>=4.0) then lnxp1:=ln(1.0+x) else begin y:=1.0+x; if (y=1.0) then lnxp1:=x else begin lnxp1:=ln(y); { lnxp1(-1) = ln(0) = -Inf } if y>0.0 then lnxp1:=lnxp1+(x-(y-1.0))/y; end; end; end; function power(base,exponent : float) : float; begin if Exponent=0.0 then result:=1.0 else if (base=0.0) and (exponent>0.0) then result:=0.0 else if (abs(exponent)<=maxint) and (frac(exponent)=0.0) then result:=intpower(base,trunc(exponent)) else result:=exp(exponent * ln (base)); end; function intpower(base : float;const exponent : Integer) : float; var i : longint; begin if (base = 0.0) and (exponent = 0) then result:=1 else begin if exponent<0 then base:=1.0/base; i:=abs(exponent); intpower:=1.0; while i>0 do begin while (i and 1)=0 do begin i:=i shr 1; base:=sqr(base); end; i:=i-1; intpower:=intpower*base; end; end; end; operator ** (bas,expo : float) e: float; inline; begin e:=power(bas,expo); end; operator ** (bas,expo : int64) i: int64; inline; begin i:=round(intpower(bas,expo)); end; function ceil(x : float) : integer; begin Result:=Trunc(x)+ord(Frac(x)>0); end; function ceil64(x: float): Int64; begin Result:=Trunc(x)+ord(Frac(x)>0); end; function floor(x : float) : integer; begin Result:=Trunc(x)-ord(Frac(x)<0); end; function floor64(x: float): Int64; begin Result:=Trunc(x)-ord(Frac(x)<0); end; procedure Frexp(X: float; var Mantissa: float; var Exponent: integer); begin Exponent:=0; if (X<>0) then if (abs(X)<0.5) then repeat X:=X*2; Dec(Exponent); until (abs(X)>=0.5) else while (abs(X)>=1) do begin X:=X/2; Inc(Exponent); end; Mantissa:=X; end; function ldexp(x : float;const p : Integer) : float; begin ldexp:=x*intpower(2.0,p); end; {$ifdef FPC_HAS_TYPE_SINGLE} function mean(const data : array of Single) : float; begin Result:=Mean(PSingle(@data[0]),High(Data)+1); end; function mean(const data : PSingle; Const N : longint) : float; begin mean:=sum(Data,N); mean:=mean/N; end; function sum(const data : array of Single) : float;inline; begin Result:=Sum(PSingle(@Data[0]),High(Data)+1); end; function sum(const data : PSingle;Const N : longint) : float; var i : SizeInt; begin sum:=0.0; for i:=0 to N-1 do sum:=sum+data[i]; end; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function mean(const data : array of Double) : float; inline; begin Result:=Mean(PDouble(@data[0]),High(Data)+1); end; function mean(const data : PDouble; Const N : longint) : float; begin mean:=sum(Data,N); mean:=mean/N; end; function sum(const data : array of Double) : float; inline; begin Result:=Sum(PDouble(@Data[0]),High(Data)+1); end; function sum(const data : PDouble;Const N : longint) : float; var i : SizeInt; begin sum:=0.0; for i:=0 to N-1 do sum:=sum+data[i]; end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function mean(const data : array of Extended) : float; begin Result:=Mean(PExtended(@data[0]),High(Data)+1); end; function mean(const data : PExtended; Const N : longint) : float; begin mean:=sum(Data,N); mean:=mean/N; end; function sum(const data : array of Extended) : float; inline; begin Result:=Sum(PExtended(@Data[0]),High(Data)+1); end; function sum(const data : PExtended;Const N : longint) : float; var i : SizeInt; begin sum:=0.0; for i:=0 to N-1 do sum:=sum+data[i]; end; {$endif FPC_HAS_TYPE_EXTENDED} function sumInt(const data : PInt64;Const N : longint) : Int64; var i : SizeInt; begin sumInt:=0; for i:=0 to N-1 do sumInt:=sumInt+data[i]; end; function sumInt(const data : array of Int64) : Int64; inline; begin Result:=SumInt(PInt64(@Data[0]),High(Data)+1); end; function mean(const data : PInt64; const N : Longint):Float; begin mean:=sumInt(Data,N); mean:=mean/N; end; function mean(const data: array of Int64):Float; begin mean:=mean(PInt64(@data[0]),High(Data)+1); end; function sumInt(const data : PInteger; Const N : longint) : Int64; var i : SizeInt; begin sumInt:=0; for i:=0 to N-1 do sumInt:=sumInt+data[i]; end; function sumInt(const data : array of Integer) : Int64;inline; begin Result:=sumInt(PInteger(@Data[0]),High(Data)+1); end; function mean(const data : PInteger; const N : Longint):Float; begin mean:=sumInt(Data,N); mean:=mean/N; end; function mean(const data: array of Integer):Float; begin mean:=mean(PInteger(@data[0]),High(Data)+1); end; {$ifdef FPC_HAS_TYPE_SINGLE} function sumofsquares(const data : array of Single) : float; inline; begin Result:=sumofsquares(PSingle(@data[0]),High(Data)+1); end; function sumofsquares(const data : PSingle; Const N : Integer) : float; var i : SizeInt; begin sumofsquares:=0.0; for i:=0 to N-1 do sumofsquares:=sumofsquares+sqr(data[i]); end; procedure sumsandsquares(const data : array of Single; var sum,sumofsquares : float); inline; begin sumsandsquares (PSingle(@Data[0]),High(Data)+1,Sum,sumofsquares); end; procedure sumsandsquares(const data : PSingle; Const N : Integer; var sum,sumofsquares : float); var i : SizeInt; temp : float; begin sumofsquares:=0.0; sum:=0.0; for i:=0 to N-1 do begin temp:=data[i]; sumofsquares:=sumofsquares+sqr(temp); sum:=sum+temp; end; end; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function sumofsquares(const data : array of Double) : float; inline; begin Result:=sumofsquares(PDouble(@data[0]),High(Data)+1); end; function sumofsquares(const data : PDouble; Const N : Integer) : float; var i : SizeInt; begin sumofsquares:=0.0; for i:=0 to N-1 do sumofsquares:=sumofsquares+sqr(data[i]); end; procedure sumsandsquares(const data : array of Double; var sum,sumofsquares : float); begin sumsandsquares (PDouble(@Data[0]),High(Data)+1,Sum,sumofsquares); end; procedure sumsandsquares(const data : PDouble; Const N : Integer; var sum,sumofsquares : float); var i : SizeInt; temp : float; begin sumofsquares:=0.0; sum:=0.0; for i:=0 to N-1 do begin temp:=data[i]; sumofsquares:=sumofsquares+sqr(temp); sum:=sum+temp; end; end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function sumofsquares(const data : array of Extended) : float; inline; begin Result:=sumofsquares(PExtended(@data[0]),High(Data)+1); end; function sumofsquares(const data : PExtended; Const N : Integer) : float; var i : SizeInt; begin sumofsquares:=0.0; for i:=0 to N-1 do sumofsquares:=sumofsquares+sqr(data[i]); end; procedure sumsandsquares(const data : array of Extended; var sum,sumofsquares : float); inline; begin sumsandsquares (PExtended(@Data[0]),High(Data)+1,Sum,sumofsquares); end; procedure sumsandsquares(const data : PExtended; Const N : Integer; var sum,sumofsquares : float); var i : SizeInt; temp : float; begin sumofsquares:=0.0; sum:=0.0; for i:=0 to N-1 do begin temp:=data[i]; sumofsquares:=sumofsquares+sqr(temp); sum:=sum+temp; end; end; {$endif FPC_HAS_TYPE_EXTENDED} function randg(mean,stddev : float) : float; Var U1,S2 : Float; begin repeat u1:= 2*random-1; S2:=Sqr(U1)+sqr(2*random-1); until s2<1; randg:=Sqrt(-2*ln(S2)/S2)*u1*stddev+Mean; end; function RandomRange(const aFrom, aTo: Integer): Integer; begin Result:=Random(Abs(aFrom-aTo))+Min(aTo,AFrom); end; function RandomRange(const aFrom, aTo: Int64): Int64; begin Result:=Random(Abs(aFrom-aTo))+Min(aTo,AFrom); end; {$ifdef FPC_HAS_TYPE_SINGLE} procedure MeanAndTotalVariance (const data: PSingle; N: LongInt; var mu, variance: float); var i: SizeInt; begin mu := Mean( data, N ); variance := 0; for i := 0 to N - 1 do variance := variance + Sqr( data[i] - mu ); end; function stddev(const data : array of Single) : float; inline; begin Result:=Stddev(PSingle(@Data[0]),High(Data)+1); end; function stddev(const data : PSingle; Const N : Integer) : float; begin StdDev:=Sqrt(Variance(Data,N)); end; procedure meanandstddev(const data : array of Single; var mean,stddev : float); inline; begin Meanandstddev(PSingle(@Data[0]),High(Data)+1,Mean,stddev); end; procedure meanandstddev ( const data: PSingle; const N: Longint; var mean, stdDev: Float ); var totalVariance: float; begin MeanAndTotalVariance( data, N, mean, totalVariance ); if N < 2 then stdDev := 0 else stdDev := Sqrt( totalVariance / ( N - 1 ) ); end; function variance(const data : array of Single) : float; inline; begin Variance:=Variance(PSingle(@Data[0]),High(Data)+1); end; function variance(const data : PSingle; Const N : Integer) : float; begin If N=1 then Result:=0 else Result:=TotalVariance(Data,N)/(N-1); end; function totalvariance(const data : array of Single) : float; inline; begin Result:=TotalVariance(PSingle(@Data[0]),High(Data)+1); end; function totalvariance(const data : PSingle; const N : Integer) : float; var mu: float; begin MeanAndTotalVariance( data, N, mu, result ); end; function popnstddev(const data : array of Single) : float; begin PopnStdDev:=Sqrt(PopnVariance(PSingle(@Data[0]),High(Data)+1)); end; function popnstddev(const data : PSingle; Const N : Integer) : float; begin PopnStdDev:=Sqrt(PopnVariance(Data,N)); end; function popnvariance(const data : array of Single) : float; inline; begin popnvariance:=popnvariance(PSingle(@data[0]),high(Data)+1); end; function popnvariance(const data : PSingle; Const N : Integer) : float; begin PopnVariance:=TotalVariance(Data,N)/N; end; procedure momentskewkurtosis(const data : array of single; out m1,m2,m3,m4,skew,kurtosis : float); inline; begin momentskewkurtosis(PSingle(@Data[0]),High(Data)+1,m1,m2,m3,m4,skew,kurtosis); end; procedure momentskewkurtosis( const data: pSingle; Const N: integer; out m1: float; out m2: float; out m3: float; out m4: float; out skew: float; out kurtosis: float ); var i: SizeInt; value : psingle; deviation, deviation2: single; reciprocalN: float; begin m1 := 0; reciprocalN := 1/N; value := data; for i := 0 to N-1 do begin m1 := m1 + value^; inc(value); end; m1 := reciprocalN * m1; m2 := 0; m3 := 0; m4 := 0; value := data; for i := 0 to N-1 do begin deviation := (value^-m1); deviation2 := deviation * deviation; m2 := m2 + deviation2; m3 := m3 + deviation2 * deviation; m4 := m4 + deviation2 * deviation2; inc(value); end; m2 := reciprocalN * m2; m3 := reciprocalN * m3; m4 := reciprocalN * m4; skew := m3 / (sqrt(m2)*m2); kurtosis := m4 / (m2 * m2); end; function norm(const data : array of Single) : float; inline; begin norm:=Norm(PSingle(@data[0]),High(Data)+1); end; function norm(const data : PSingle; Const N : Integer) : float; begin norm:=sqrt(sumofsquares(data,N)); end; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} procedure MeanAndTotalVariance (const data: PDouble; N: LongInt; var mu, variance: float); var i: SizeInt; begin mu := Mean( data, N ); variance := 0; for i := 0 to N - 1 do variance := variance + Sqr( data[i] - mu ); end; function stddev(const data : array of Double) : float; inline; begin Result:=Stddev(PDouble(@Data[0]),High(Data)+1) end; function stddev(const data : PDouble; Const N : Integer) : float; begin StdDev:=Sqrt(Variance(Data,N)); end; procedure meanandstddev(const data : array of Double; var mean,stddev : float); begin Meanandstddev(PDouble(@Data[0]),High(Data)+1,Mean,stddev); end; procedure meanandstddev ( const data: PDouble; const N: Longint; var mean, stdDev: Float ); var totalVariance: float; begin MeanAndTotalVariance( data, N, mean, totalVariance ); if N < 2 then stdDev := 0 else stdDev := Sqrt( totalVariance / ( N - 1 ) ); end; function variance(const data : array of Double) : float; inline; begin Variance:=Variance(PDouble(@Data[0]),High(Data)+1); end; function variance(const data : PDouble; Const N : Integer) : float; begin If N=1 then Result:=0 else Result:=TotalVariance(Data,N)/(N-1); end; function totalvariance(const data : array of Double) : float; inline; begin Result:=TotalVariance(PDouble(@Data[0]),High(Data)+1); end; function totalvariance(const data : PDouble; const N : Integer) : float; var mu: float; begin MeanAndTotalVariance( data, N, mu, result ); end; function popnstddev(const data : array of Double) : float; begin PopnStdDev:=Sqrt(PopnVariance(PDouble(@Data[0]),High(Data)+1)); end; function popnstddev(const data : PDouble; Const N : Integer) : float; begin PopnStdDev:=Sqrt(PopnVariance(Data,N)); end; function popnvariance(const data : array of Double) : float; inline; begin popnvariance:=popnvariance(PDouble(@data[0]),high(Data)+1); end; function popnvariance(const data : PDouble; Const N : Integer) : float; begin PopnVariance:=TotalVariance(Data,N)/N; end; procedure momentskewkurtosis(const data : array of Double; out m1,m2,m3,m4,skew,kurtosis : float); begin momentskewkurtosis(PDouble(@Data[0]),High(Data)+1,m1,m2,m3,m4,skew,kurtosis); end; procedure momentskewkurtosis( const data: pdouble; Const N: integer; out m1: float; out m2: float; out m3: float; out m4: float; out skew: float; out kurtosis: float ); var i: SizeInt; value : pdouble; deviation, deviation2: double; reciprocalN: float; begin m1 := 0; reciprocalN := 1/N; value := data; for i := 0 to N-1 do begin m1 := m1 + value^; inc(value); end; m1 := reciprocalN * m1; m2 := 0; m3 := 0; m4 := 0; value := data; for i := 0 to N-1 do begin deviation := (value^-m1); deviation2 := deviation * deviation; m2 := m2 + deviation2; m3 := m3 + deviation2 * deviation; m4 := m4 + deviation2 * deviation2; inc(value); end; m2 := reciprocalN * m2; m3 := reciprocalN * m3; m4 := reciprocalN * m4; skew := m3 / (sqrt(m2)*m2); kurtosis := m4 / (m2 * m2); end; function norm(const data : array of Double) : float; inline; begin norm:=Norm(PDouble(@data[0]),High(Data)+1); end; function norm(const data : PDouble; Const N : Integer) : float; begin norm:=sqrt(sumofsquares(data,N)); end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} procedure MeanAndTotalVariance (const data: PExtended; N: LongInt; var mu, variance: float); var i: SizeInt; begin mu := Mean( data, N ); variance := 0; for i := 0 to N - 1 do variance := variance + Sqr( data[i] - mu ); end; function stddev(const data : array of Extended) : float; inline; begin Result:=Stddev(PExtended(@Data[0]),High(Data)+1) end; function stddev(const data : PExtended; Const N : Integer) : float; begin StdDev:=Sqrt(Variance(Data,N)); end; procedure meanandstddev(const data : array of Extended; var mean,stddev : float); inline; begin Meanandstddev(PExtended(@Data[0]),High(Data)+1,Mean,stddev); end; procedure meanandstddev ( const data: PExtended; const N: Longint; var mean, stdDev: Float ); var totalVariance: float; begin MeanAndTotalVariance( data, N, mean, totalVariance ); if N < 2 then stdDev := 0 else stdDev := Sqrt( totalVariance / ( N - 1 ) ); end; function variance(const data : array of Extended) : float; inline; begin Variance:=Variance(PExtended(@Data[0]),High(Data)+1); end; function variance(const data : PExtended; Const N : Integer) : float; begin If N=1 then Result:=0 else Result:=TotalVariance(Data,N)/(N-1); end; function totalvariance(const data : array of Extended) : float; inline; begin Result:=TotalVariance(PExtended(@Data[0]),High(Data)+1); end; function totalvariance(const data : PExtended;Const N : Integer) : float; var mu: float; begin MeanAndTotalVariance( data, N, mu, result ); end; function popnstddev(const data : array of Extended) : float; begin PopnStdDev:=Sqrt(PopnVariance(PExtended(@Data[0]),High(Data)+1)); end; function popnstddev(const data : PExtended; Const N : Integer) : float; begin PopnStdDev:=Sqrt(PopnVariance(Data,N)); end; function popnvariance(const data : array of Extended) : float; inline; begin popnvariance:=popnvariance(PExtended(@data[0]),high(Data)+1); end; function popnvariance(const data : PExtended; Const N : Integer) : float; begin PopnVariance:=TotalVariance(Data,N)/N; end; procedure momentskewkurtosis(const data : array of Extended; out m1,m2,m3,m4,skew,kurtosis : float); inline; begin momentskewkurtosis(PExtended(@Data[0]),High(Data)+1,m1,m2,m3,m4,skew,kurtosis); end; procedure momentskewkurtosis( const data: pExtended; Const N: Integer; out m1: float; out m2: float; out m3: float; out m4: float; out skew: float; out kurtosis: float ); var i: integer; value : pextended; deviation, deviation2: extended; reciprocalN: float; begin m1 := 0; reciprocalN := 1/N; value := data; for i := 0 to N-1 do begin m1 := m1 + value^; inc(value); end; m1 := reciprocalN * m1; m2 := 0; m3 := 0; m4 := 0; value := data; for i := 0 to N-1 do begin deviation := (value^-m1); deviation2 := deviation * deviation; m2 := m2 + deviation2; m3 := m3 + deviation2 * deviation; m4 := m4 + deviation2 * deviation2; inc(value); end; m2 := reciprocalN * m2; m3 := reciprocalN * m3; m4 := reciprocalN * m4; skew := m3 / (sqrt(m2)*m2); kurtosis := m4 / (m2 * m2); end; function norm(const data : array of Extended) : float; inline; begin norm:=Norm(PExtended(@data[0]),High(Data)+1); end; function norm(const data : PExtended; Const N : Integer) : float; begin norm:=sqrt(sumofsquares(data,N)); end; {$endif FPC_HAS_TYPE_EXTENDED} function MinIntValue(const Data: array of Integer): Integer; var I: SizeInt; begin Result := Data[Low(Data)]; For I := Succ(Low(Data)) To High(Data) Do If Data[I] < Result Then Result := Data[I]; end; function MaxIntValue(const Data: array of Integer): Integer; var I: SizeInt; begin Result := Data[Low(Data)]; For I := Succ(Low(Data)) To High(Data) Do If Data[I] > Result Then Result := Data[I]; end; function MinValue(const Data: array of Integer): Integer; inline; begin Result:=MinValue(Pinteger(@Data[0]),High(Data)+1) end; function MinValue(const Data: PInteger; Const N : Integer): Integer; var I: SizeInt; begin Result := Data[0]; For I := 1 To N-1 do If Data[I] < Result Then Result := Data[I]; end; function MaxValue(const Data: array of Integer): Integer; inline; begin Result:=MaxValue(PInteger(@Data[0]),High(Data)+1) end; function maxvalue(const data : PInteger; Const N : Integer) : Integer; var i : SizeInt; begin { get an initial value } maxvalue:=data[0]; for i:=1 to N-1 do if data[i]>maxvalue then maxvalue:=data[i]; end; {$ifdef FPC_HAS_TYPE_SINGLE} function minvalue(const data : array of Single) : Single; inline; begin Result:=minvalue(PSingle(@data[0]),High(Data)+1); end; function minvalue(const data : PSingle; Const N : Integer) : Single; var i : SizeInt; begin { get an initial value } minvalue:=data[0]; for i:=1 to N-1 do if data[i]maxvalue then maxvalue:=data[i]; end; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function minvalue(const data : array of Double) : Double; inline; begin Result:=minvalue(PDouble(@data[0]),High(Data)+1); end; function minvalue(const data : PDouble; Const N : Integer) : Double; var i : SizeInt; begin { get an initial value } minvalue:=data[0]; for i:=1 to N-1 do if data[i]maxvalue then maxvalue:=data[i]; end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function minvalue(const data : array of Extended) : Extended; inline; begin Result:=minvalue(PExtended(@data[0]),High(Data)+1); end; function minvalue(const data : PExtended; Const N : Integer) : Extended; var i : SizeInt; begin { get an initial value } minvalue:=data[0]; for i:=1 to N-1 do if data[i]maxvalue then maxvalue:=data[i]; end; {$endif FPC_HAS_TYPE_EXTENDED} function Min(a, b: Integer): Integer;inline; begin if a < b then Result := a else Result := b; end; function Max(a, b: Integer): Integer;inline; begin if a > b then Result := a else Result := b; end; { function Min(a, b: Cardinal): Cardinal;inline; begin if a < b then Result := a else Result := b; end; function Max(a, b: Cardinal): Cardinal;inline; begin if a > b then Result := a else Result := b; end; } function Min(a, b: Int64): Int64;inline; begin if a < b then Result := a else Result := b; end; function Max(a, b: Int64): Int64;inline; begin if a > b then Result := a else Result := b; end; function Min(a, b: QWord): QWord; inline; begin if a < b then Result := a else Result := b; end; function Max(a, b: QWord): Qword;inline; begin if a > b then Result := a else Result := b; end; {$ifdef FPC_HAS_TYPE_SINGLE} function Min(a, b: Single): Single;inline; begin if a < b then Result := a else Result := b; end; function Max(a, b: Single): Single;inline; begin if a > b then Result := a else Result := b; end; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function Min(a, b: Double): Double;inline; begin if a < b then Result := a else Result := b; end; function Max(a, b: Double): Double;inline; begin if a > b then Result := a else Result := b; end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function Min(a, b: Extended): Extended;inline; begin if a < b then Result := a else Result := b; end; function Max(a, b: Extended): Extended;inline; begin if a > b then Result := a else Result := b; end; {$endif FPC_HAS_TYPE_EXTENDED} function InRange(const AValue, AMin, AMax: Integer): Boolean;inline; begin Result:=(AValue>=AMin) and (AValue<=AMax); end; function InRange(const AValue, AMin, AMax: Int64): Boolean;inline; begin Result:=(AValue>=AMin) and (AValue<=AMax); end; {$ifdef FPC_HAS_TYPE_DOUBLE} function InRange(const AValue, AMin, AMax: Double): Boolean;inline; begin Result:=(AValue>=AMin) and (AValue<=AMax); end; {$endif FPC_HAS_TYPE_DOUBLE} function EnsureRange(const AValue, AMin, AMax: Integer): Integer;inline; begin Result:=AValue; If ResultAMax then Result:=AMax; end; function EnsureRange(const AValue, AMin, AMax: Int64): Int64;inline; begin Result:=AValue; If ResultAMax then Result:=AMax; end; {$ifdef FPC_HAS_TYPE_DOUBLE} function EnsureRange(const AValue, AMin, AMax: Double): Double;inline; begin Result:=AValue; If ResultAMax then Result:=AMax; end; {$endif FPC_HAS_TYPE_DOUBLE} Const EZeroResolution = 1E-16; DZeroResolution = 1E-12; SZeroResolution = 1E-4; function IsZero(const A: Single; Epsilon: Single): Boolean; begin if (Epsilon=0) then Epsilon:=SZeroResolution; Result:=Abs(A)<=Epsilon; end; function IsZero(const A: Single): Boolean;inline; begin Result:=IsZero(A,single(SZeroResolution)); end; {$ifdef FPC_HAS_TYPE_DOUBLE} function IsZero(const A: Double; Epsilon: Double): Boolean; begin if (Epsilon=0) then Epsilon:=DZeroResolution; Result:=Abs(A)<=Epsilon; end; function IsZero(const A: Double): Boolean;inline; begin Result:=IsZero(A,DZeroResolution); end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function IsZero(const A: Extended; Epsilon: Extended): Boolean; begin if (Epsilon=0) then Epsilon:=EZeroResolution; Result:=Abs(A)<=Epsilon; end; function IsZero(const A: Extended): Boolean;inline; begin Result:=IsZero(A,EZeroResolution); end; {$endif FPC_HAS_TYPE_EXTENDED} type TSplitDouble = packed record cards: Array[0..1] of cardinal; end; TSplitExtended = packed record cards: Array[0..1] of cardinal; w: word; end; function IsNan(const d : Single): Boolean; overload; begin result:=(longword(d) and $7fffffff)>$7f800000; end; {$ifdef FPC_HAS_TYPE_DOUBLE} function IsNan(const d : Double): Boolean; var fraczero, expMaximal: boolean; begin {$if defined(FPC_BIG_ENDIAN) or defined(FPC_DOUBLE_HILO_SWAPPED)} expMaximal := ((TSplitDouble(d).cards[0] shr 20) and $7ff) = 2047; fraczero:= (TSplitDouble(d).cards[0] and $fffff = 0) and (TSplitDouble(d).cards[1] = 0); {$else FPC_BIG_ENDIAN} expMaximal := ((TSplitDouble(d).cards[1] shr 20) and $7ff) = 2047; fraczero := (TSplitDouble(d).cards[1] and $fffff = 0) and (TSplitDouble(d).cards[0] = 0); {$endif FPC_BIG_ENDIAN} Result:=expMaximal and not(fraczero); end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function IsNan(const d : Extended): Boolean; overload; var fraczero, expMaximal: boolean; begin {$ifdef FPC_BIG_ENDIAN} {$error no support for big endian extended type yet} {$else FPC_BIG_ENDIAN} expMaximal := (TSplitExtended(d).w and $7fff) = 32767; fraczero := (TSplitExtended(d).cards[0] = 0) and ((TSplitExtended(d).cards[1] and $7fffffff) = 0); {$endif FPC_BIG_ENDIAN} Result:=expMaximal and not(fraczero); end; {$endif FPC_HAS_TYPE_EXTENDED} function IsInfinite(const d : Single): Boolean; overload; begin result:=(longword(d) and $7fffffff)=$7f800000; end; {$ifdef FPC_HAS_TYPE_DOUBLE} function IsInfinite(const d : Double): Boolean; overload; var fraczero, expMaximal: boolean; begin {$if defined(FPC_BIG_ENDIAN) or defined(FPC_DOUBLE_HILO_SWAPPED)} expMaximal := ((TSplitDouble(d).cards[0] shr 20) and $7ff) = 2047; fraczero:= (TSplitDouble(d).cards[0] and $fffff = 0) and (TSplitDouble(d).cards[1] = 0); {$else FPC_BIG_ENDIAN} expMaximal := ((TSplitDouble(d).cards[1] shr 20) and $7ff) = 2047; fraczero := (TSplitDouble(d).cards[1] and $fffff = 0) and (TSplitDouble(d).cards[0] = 0); {$endif FPC_BIG_ENDIAN} Result:=expMaximal and fraczero; end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function IsInfinite(const d : Extended): Boolean; overload; var fraczero, expMaximal: boolean; begin {$ifdef FPC_BIG_ENDIAN} {$error no support for big endian extended type yet} {$else FPC_BIG_ENDIAN} expMaximal := (TSplitExtended(d).w and $7fff) = 32767; fraczero := (TSplitExtended(d).cards[0] = 0) and ((TSplitExtended(d).cards[1] and $7fffffff) = 0); {$endif FPC_BIG_ENDIAN} Result:=expMaximal and fraczero; end; {$endif FPC_HAS_TYPE_EXTENDED} function copysign(x,y: float): float; begin {$if defined(FPC_HAS_TYPE_FLOAT128)} {$error copysign not yet implemented for float128} {$elseif defined(FPC_HAS_TYPE_EXTENDED)} TSplitExtended(x).w:=(TSplitExtended(x).w and $7fff) or (TSplitExtended(y).w and $8000); {$elseif defined(FPC_HAS_TYPE_DOUBLE)} {$if defined(FPC_BIG_ENDIAN) or defined(FPC_DOUBLE_HILO_SWAPPED)} TSplitDouble(x).cards[0]:=(TSplitDouble(x).cards[0] and $7fffffff) or (TSplitDouble(y).cards[0] and longword($80000000)); {$else} TSplitDouble(x).cards[1]:=(TSplitDouble(x).cards[1] and $7fffffff) or (TSplitDouble(y).cards[1] and longword($80000000)); {$endif} {$else} longword(x):=longword(x and $7fffffff) or (longword(y) and longword($80000000)); {$endif} result:=x; end; {$ifdef FPC_HAS_TYPE_EXTENDED} function SameValue(const A, B: Extended; Epsilon: Extended): Boolean; begin if (Epsilon=0) then Epsilon:=Max(Min(Abs(A),Abs(B))*EZeroResolution,EZeroResolution); if (A>B) then Result:=((A-B)<=Epsilon) else Result:=((B-A)<=Epsilon); end; function SameValue(const A, B: Extended): Boolean;inline; begin Result:=SameValue(A,B,0.0); end; {$endif FPC_HAS_TYPE_EXTENDED} {$ifdef FPC_HAS_TYPE_DOUBLE} function SameValue(const A, B: Double): Boolean;inline; begin Result:=SameValue(A,B,0.0); end; function SameValue(const A, B: Double; Epsilon: Double): Boolean; begin if (Epsilon=0) then Epsilon:=Max(Min(Abs(A),Abs(B))*DZeroResolution,DZeroResolution); if (A>B) then Result:=((A-B)<=Epsilon) else Result:=((B-A)<=Epsilon); end; {$endif FPC_HAS_TYPE_DOUBLE} function SameValue(const A, B: Single): Boolean;inline; begin Result:=SameValue(A,B,0); end; function SameValue(const A, B: Single; Epsilon: Single): Boolean; begin if (Epsilon=0) then Epsilon:=Max(Min(Abs(A),Abs(B))*SZeroResolution,SZeroResolution); if (A>B) then Result:=((A-B)<=Epsilon) else Result:=((B-A)<=Epsilon); end; // Some CPUs probably allow a faster way of doing this in a single operation... // There weshould define FPC_MATH_HAS_CPUDIVMOD in the header mathuh.inc and implement it using asm. {$ifndef FPC_MATH_HAS_DIVMOD} procedure DivMod(Dividend: LongInt; Divisor: Word; var Result, Remainder: Word); begin if Dividend < 0 then begin { Use DivMod with >=0 dividend } Dividend:=-Dividend; { The documented behavior of Pascal's div/mod operators and DivMod on negative dividends is to return Result closer to zero and a negative Remainder. Which means that we can just negate both Result and Remainder, and all it's Ok. } Result:=-(Dividend Div Divisor); Remainder:=-(Dividend+(Result*Divisor)); end else begin Result:=Dividend Div Divisor; Remainder:=Dividend-(Result*Divisor); end; end; procedure DivMod(Dividend: LongInt; Divisor: Word; var Result, Remainder: SmallInt); begin if Dividend < 0 then begin { Use DivMod with >=0 dividend } Dividend:=-Dividend; { The documented behavior of Pascal's div/mod operators and DivMod on negative dividends is to return Result closer to zero and a negative Remainder. Which means that we can just negate both Result and Remainder, and all it's Ok. } Result:=-(Dividend Div Divisor); Remainder:=-(Dividend+(Result*Divisor)); end else begin Result:=Dividend Div Divisor; Remainder:=Dividend-(Result*Divisor); end; end; procedure DivMod(Dividend: DWord; Divisor: DWord; var Result, Remainder: DWord); begin Result:=Dividend Div Divisor; Remainder:=Dividend-(Result*Divisor); end; procedure DivMod(Dividend: LongInt; Divisor: LongInt; var Result, Remainder: LongInt); begin if Dividend < 0 then begin { Use DivMod with >=0 dividend } Dividend:=-Dividend; { The documented behavior of Pascal's div/mod operators and DivMod on negative dividends is to return Result closer to zero and a negative Remainder. Which means that we can just negate both Result and Remainder, and all it's Ok. } Result:=-(Dividend Div Divisor); Remainder:=-(Dividend+(Result*Divisor)); end else begin Result:=Dividend Div Divisor; Remainder:=Dividend-(Result*Divisor); end; end; {$endif FPC_MATH_HAS_DIVMOD} { Floating point modulo} {$ifdef FPC_HAS_TYPE_SINGLE} function FMod(const a, b: Single): Single;inline;overload; begin result:= a-b * Int(a/b); end; {$endif FPC_HAS_TYPE_SINGLE} {$ifdef FPC_HAS_TYPE_DOUBLE} function FMod(const a, b: Double): Double;inline;overload; begin result:= a-b * Int(a/b); end; {$endif FPC_HAS_TYPE_DOUBLE} {$ifdef FPC_HAS_TYPE_EXTENDED} function FMod(const a, b: Extended): Extended;inline;overload; begin result:= a-b * Int(a/b); end; {$endif FPC_HAS_TYPE_EXTENDED} operator mod(const a,b:float) c:float;inline; begin c:= a-b * Int(a/b); if SameValue(abs(c),abs(b)) then c:=0.0; end; function ifthen(val:boolean;const iftrue:integer; const iffalse:integer= 0) :integer; begin if val then result:=iftrue else result:=iffalse; end; function ifthen(val:boolean;const iftrue:int64 ; const iffalse:int64 = 0) :int64; begin if val then result:=iftrue else result:=iffalse; end; function ifthen(val:boolean;const iftrue:double ; const iffalse:double =0.0):double; begin if val then result:=iftrue else result:=iffalse; end; // dilemma here. asm can do the two comparisons in one go? // but pascal is portable and can be inlined. Ah well, we need purepascal's anyway: function CompareValue(const A, B : Integer): TValueRelationship; begin result:=GreaterThanValue; if a=b then result:=EqualsValue else if a=30101} generic function RandomFrom(const AValues:array of T):T; begin result:=AValues[random(High(AValues)+1)]; end; {$endif} function FutureValue(ARate: Float; NPeriods: Integer; APayment, APresentValue: Float; APaymentTime: TPaymentTime): Float; var q, qn, factor: Float; begin if ARate = 0 then Result := -APresentValue - APayment * NPeriods else begin q := 1.0 + ARate; qn := power(q, NPeriods); factor := (qn - 1) / (q - 1); if APaymentTime = ptStartOfPeriod then factor := factor * q; Result := -(APresentValue * qn + APayment*factor); end; end; function InterestRate(NPeriods: Integer; APayment, APresentValue, AFutureValue: Float; APaymentTime: TPaymentTime): Float; { The interest rate cannot be calculated analytically. We solve the equation numerically by means of the Newton method: - guess value for the interest reate - calculate at which interest rate the tangent of the curve fv(rate) (straight line!) has the requested future vale. - use this rate for the next iteration. } const DELTA = 0.001; EPS = 1E-9; // required precision of interest rate (after typ. 6 iterations) MAXIT = 20; // max iteration count to protect agains non-convergence var r1, r2, dr: Float; fv1, fv2: Float; iteration: Integer; begin iteration := 0; r1 := 0.05; // inital guess repeat r2 := r1 + DELTA; fv1 := FutureValue(r1, NPeriods, APayment, APresentValue, APaymentTime); fv2 := FutureValue(r2, NPeriods, APayment, APresentValue, APaymentTime); dr := (AFutureValue - fv1) / (fv2 - fv1) * delta; // tangent at fv(r) r1 := r1 + dr; // next guess inc(iteration); until (abs(dr) < EPS) or (iteration >= MAXIT); Result := r1; end; function NumberOfPeriods(ARate, APayment, APresentValue, AFutureValue: Float; APaymentTime: TPaymentTime): Float; { Solve the cash flow equation (1) for q^n and take the logarithm } var q, x1, x2: Float; begin if ARate = 0 then Result := -(APresentValue + AFutureValue) / APayment else begin q := 1.0 + ARate; if APaymentTime = ptStartOfPeriod then APayment := APayment * q; x1 := APayment - AFutureValue * ARate; x2 := APayment + APresentValue * ARate; if (x2 = 0) // we have to divide by x2 or (sign(x1) * sign(x2) < 0) // the argument of the log is negative then Result := Infinity else begin Result := ln(x1/x2) / ln(q); end; end; end; function Payment(ARate: Float; NPeriods: Integer; APresentValue, AFutureValue: Float; APaymentTime: TPaymentTime): Float; var q, qn, factor: Float; begin if ARate = 0 then Result := -(AFutureValue + APresentValue) / NPeriods else begin q := 1.0 + ARate; qn := power(q, NPeriods); factor := (qn - 1) / (q - 1); if APaymentTime = ptStartOfPeriod then factor := factor * q; Result := -(AFutureValue + APresentValue * qn) / factor; end; end; function PresentValue(ARate: Float; NPeriods: Integer; APayment, AFutureValue: Float; APaymentTime: TPaymentTime): Float; var q, qn, factor: Float; begin if ARate = 0.0 then Result := -AFutureValue - APayment * NPeriods else begin q := 1.0 + ARate; qn := power(q, NPeriods); factor := (qn - 1) / (q - 1); if APaymentTime = ptStartOfPeriod then factor := factor * q; Result := -(AFutureValue + APayment*factor) / qn; end; end; {$else} implementation {$endif FPUNONE} end.