I need to solve an implicit equation in VBA - vba

I want to give the other parameters that are mentioned in the function, and get a solution for a (the angle), but I get error: "invalid procedure call or argument" Run-time error 5.
I need to call the function in excel worksheet. It is a pretty long equation. Also, it could be that I enter a infinite loop but I don't know how to avoid that.
Function calculateangle(r, h, C, g, d, m, t, x, y As Single) As Single
Dim a As Single
a = 0
While y <> (d + r - r * Cos(a) + (x - (t - r + r * Sin(a))) * Tan(a) - (g
/ (2 * ((((C * m * (2 * g * (h - (d + r - r * Cos(a)))) ^
(1 / 2)) + m * (2 * g * (h - (d + r - r * Cos(a)))) ^ (1 / 2)) / (m +
0.04593)) ^ 2) * (Cos(a)) ^ 2)) * (x - (t - r + r * Sin(a))) ^ 2)
a = a + 0.01
Wend
MsgBox Round(a, 2)
End Function

One obvious issue is that you are using a Function but not returning a value.
This really is a complex piece of spaghetti! However, I suggest an approach like below which will help separate out various bits and thus make it easier to do debugging
Function calculateangle(<...all the bits ...>) As Double
Dim a As Double
Dim tTolerance as Double
dim f1 as Double ' sub sections to help untangle the spaghetti
Dim f2 as Double
Dim f3 as Double
Dim fFinal as Double
Dim tWithinTolerance as Boolean
tWithinTolerance = false
a = 0
tTolerance = 0.01
While not tWithinTolerance
f1 = d + r - r * Cos(a)
f2 = m*2*g*(h - f1)
f3 = x - (t - r + r * Sin(a))
fFinal = (f1 + f3 * Tan(a) - (g / (2 * ((((C * f2) ^
(1 / 2)) + f2 ^ (1 / 2)) / (m + 0.04593)) ^ 2) * (Cos(a)) ^ 2)) * f3 ^ 2)
tWithinTolerance = (Abs(y - fFinal) < tTolerance)
a = a + 0.01
Wend
Calculateangle = a ' note how this sets a return value for the function
End Function
I have left the rounding (which is a presentation issue) to the code that calls this function - this way you can display the answer to whatever level of detail you want!
(apologies if I have mangled any of the calculation on the way through - but you get the concept!)

For the author and those who want to deal with his solitaire. I hope I did not confuse anything in parentheses and simplifications.
Do
vCosA = Cos(a)
vCosADR = d + r * (1 - vCosA) ' d + r - r * vCosA '
vCosMGHADR = m * (2 * g * (h - vCosADR))
vSinAXTR = (x - (t - r * (1 - Sin(a)))) ' - r + r * Sin(a)
'((C * vCosMGHADR) + vCosMGHADR) == ((C + 1) * vCosMGHADR)
If (y = _
(vCosADR + vSinAXTR * Tan(a) - _
(g / _
(2 * _
( _
( _
((C + 1) * vCosMGHADR) / _
(m + 0.04593) _
) ^ 2 _
) * (vCosA ^ 2) _
) _
) * vSinAXTR ^ 2 _
)) Then Exit Do ' *** EXIT DO ***
a = a + 0.01
Loop

Related

How is a local variable in another function affecting a variable in my main function?

So I have a "main" function (SolveSixODES) that calls a secondary function (AllODEs). And when it does this, the x value in the main function gets modified. I don't understand how this can be possible, seeing as it is not a global variable.
Here is the code, my inputs I used are as follows:
x=0, xmax=3, y=0-6, h=0.1, error=0.1
Public Function SolveSixODE(x As Double, xmax As Double, Y As Range, h As Double, error As Double) 'Weird bug: You must leave the first y4 value blank
Dim i As Integer, k(7, 7) As Double, j As Integer, m As Integer 'k(Order #, equation #)
Dim Y5(7) As Double, Y4(7) As Double, Y4Old(7) As Double
Dim delta0(7) As Double, delta1(7) As Double, delRatio(7) As Double, Rmin As Double
For i = 1 To 6 'Moving the input data so it can acutally be used
Y4(i) = Y(i)
Next i
While x < xmax
If x + h < xmax Then
x = x + h
Else
h = xmax - x
x = xmax
End If
For j = 1 To 6 'j is the order i is equation number
For i = 1 To 6 'Calculating all of the k(1) values for eq 1 to 6
k(j, i) = AllODES(x, Y4, i, j, k, h) '!!!!!SOME HOW THIS LOOP MAKES X negative...!!!!!!!
Next i
Next j
For i = 1 To 6
Y4Old(i) = Y4(i) 'Saving old y4 value to calc delta0
Y4(i) = Y4(i) + h * (k(1, i) * (37 / 378) + k(3, i) * (250 / 621) + k(4, i) * (125 / 594) + k(6, i) * (512 / 1771))
Y5(i) = Y4(i) + h * (k(1, i) * (2825 / 27648) + k(3, i) * (18575 / 48384) + k(4, i) * (13525 / 55296) + k(5, i) * (277 / 14336) + k(6, i) * (0.25))
delta0(i) = error * (Abs(Y4Old(i)) + Abs(h * AllODES(x, Y4Old, i, 1, k, h))) 'First order because we don't want to use the k vals
delta1(i) = Abs(Y5(i) - Y4(i))
delRatio(i) = Abs(delta0(i) / delta1(i)) 'Ratio of errors
Next i
Rmin = delRatio(1)
For i = 2 To 6
If delRatio(i) < Rmin Then
Rmin = delRatio(i) 'Determine the smallest error ratio
End If
Next i
If Rmin < 1 Then 'If this is true then the step size was too big must repeat step
x = x - h 'Set x and y's back to previous values
For i = 1 To 6
Y4(i) = Y4Old(i)
Next i
h = 0.9 * h * Rmin ^ 0.25 'adjust h value; 0.9 is a safety factor
Else
h = 0.9 * h * Rmin ^ 0.2 'Otherwise, we march on
End If
m = m + 1
Wend
SolveSixODE = Y4
End Function
Public Function AllODES(x As Double, Y() As Double, EqNumber As Integer, order As Integer, k() As Double, h As Double) As Double
Dim conc(7) As Double, i As Integer, j As Integer
If order = 1 Then
x = x - h
For i = 1 To 6 'Movin the data so I can use it
conc(i) = Y(i) 'also adjusting the x and y values for RK4 (Cash Karp values)
Next i
ElseIf order = 2 Then
x = x - h + h * 0.2
For i = 1 To 6
conc(i) = Y(i) + h * k(1, i) * 0.2
Next i
ElseIf order = 3 Then
x = x - h + 0.3 * h
For i = 1 To 6
conc(i) = Y(i) + h * (0.075 * k(1, i) + 0.225 * k(2, i))
Next i
ElseIf order = 4 Then
x = x - h + 0.6 * h
For i = 1 To 6
conc(i) = Y(i) + h * (0.3 * k(1, i) - 0.9 * k(2, i) + 1.2 * k(3, i))
Next i
ElseIf order = 5 Then
x = x - h + h
For i = 1 To 6
conc(i) = Y(i) + h * ((-11 / 54) * k(1, i) + 2.5 * k(2, i) - (70 / 27) * k(3, i) + (35 / 27) * k(4, i))
Next i
ElseIf order = 6 Then
x = x - h + 0.875 * h
For i = 1 To 6
conc(i) = Y(i) + h * ((1631 / 55296) * k(1, i) + (175 / 512) * k(2, i) + (575 / 13824) * k(3, i) + (44275 / (110592) * k(4, i) + (253 / 4096) * k(5, i)))
Next i
Else
MsgBox ("error")
End If
If EqNumber = 1 Then 'These are the actual equations
AllODES = x + Y(1)
ElseIf EqNumber = 2 Then
AllODES = x
ElseIf EqNumber = 3 Then
AllODES = Y(3)
ElseIf EqNumber = 4 Then
AllODES = 2 * x
ElseIf EqNumber = 5 Then
AllODES = 2 * Y(2)
ElseIf EqNumber = 6 Then
AllODES = 3 * x
Else
MsgBox ("You entered an Eq Number that was dumb")
End If
End Function
It's possible that it is something really trivial that I missed but this seems to contradict my knowledge of how variables work. So if you understand how the function is able to manipulate a variable from another function in this case, I would appreciate any advice and/or explanation!
Thanks in advance!
the x value in the main function gets modified. I don't understand how this can be possible, seeing as it is not a global variable
This is normal because you are passing x by reference to the function AllODES and you do change it there. When the keyword ByVal is not explicitly specified in the function/sub prototype, the default passing mechanism is ByRef, that is, by reference.
Public Function AllODES(x As Double, ...
means
Public Function AllODES(ByRef x As Double, ....
We observe that x is manipulated in this function, so the change will appear in the caller. If you want that the change of x does not report back in the caller's scope, pass x by value:
Public Function AllODES(ByVal x As Double, ....
' ^^^^^
Only in this case the x of the caller and the x of the callee will be two different variables.

VBA root finding trough bisection

My vba code keeps returning a value of 0 when I know the roots of my function are not 0.
It's pretty simple code but I can't seem to debug it. Any idea where this error might be coming from??
Option Explicit
Public Function Bisect(ByVal xlow As Double, ByVal xhigh As Double) As Double
Dim i As Integer
Dim xmid As Double
xmid = (xlow + xhigh) / 2
For i = 1 To 100
If f(xlow) * f(xmid) < 0 Then
xhigh = xmid
xmid = (xlow + xhigh) / 2
Else
xlow = xmid
xmid = (xlow + xhigh) / 2
End If
Next i
Bisect = xmid
End Function
Function f(ByVal x As Double, Optional ByRef inputArray As Range) As Variant
Dim ca0 As Double
Dim v0 As Double
Dim k As Double
Dim e As Double
Dim ac As Double
Dim L As Double
inputArray(2, 2) = ca0
inputArray(3, 2) = v0
inputArray(4, 2) = k
inputArray(5, 2) = e
inputArray(6, 2) = ac
inputArray(7, 2) = L
f(x) = (v0 / (k * ca0 * ac)) * ((2 * e * (1 + e) * Log(1 - x)) + (e ^ 2 * x) + (((1 + e) ^ 2 * x) / (1 - x))) - L
End Function
' i Think you want to take those constant values from cells presentin the sheet
Function f(ByVal x As Double) As Variant
Dim inputArray As Range
Dim ca0 As Double
Dim v0 As Double
Dim k As Double
Dim e As Double
Dim ac As Double
Dim L As Double
' i Think you want to take values from cells in the sheet
ca0 = ActiveSheet.Cells(2, 2).Value
v0 = ActiveSheet.Cells(3, 2).Value
k = ActiveSheet.Cells(4, 2).Value
e = ActiveSheet.Cells(5, 2).Value
ac = ActiveSheet.Cells(6, 2).Value
L = ActiveSheet.Cells(7, 2).Value
Could it be that you try to assign the inputarray with empty variables?
In my mind it should be:
ca0 = inputArray(2, 2)
v0 = inputArray(3, 2)
And so on.
I'm guessing
f(x) = (v0 / (k * ca0 * ac)) * ((2 * e * (1 + e) * Log(1 - x)) + (e ^ 2 * x) + (((1 + e) ^ 2 * x) / (1 - x))) - L
Should be
f = (v0 / (k * ca0 * ac)) * ((2 * e * (1 + e) * Log(1 - x)) + (e ^ 2 * x) + (((1 + e) ^ 2 * x) / (1 - x))) - L

Binomial European Options Pricing Model

I created a program, using VBA, to calculate the European Call option price, as follows:
Private Sub CallPrice_Click()
Dim K As Single
Dim So As Single
Dim r As Single
Dim T As Single
Dim sigma As Single
Dim u As Single
Dim d As Single
Dim p As Single
Dim CP As Single
Dim M As Single
Dim S As Single
Dim CB As Double
Dim n As Integer
Dim i As Integer
K = Cells(2, 2)
So = Cells(3, 2)
r = Cells(4, 2)
T = Cells(5, 2)
sigma = Cells(6, 2)
n = Cells(7, 2)
u = Exp(sigma * Sqr(T / n))
d = 1 / u
p = (Exp(r * T / n) - d) / (u - d)
CP = 0
For i = 0 To n Step 1
M = WorksheetFunction.Max(So * (u ^ i) * d ^ (n - i) - K, 0)
CB = WorksheetFunction.Combin(n, i)
S = M * CB * (p ^ n) * (1 - p) ^ (n - i)
CP = CP + S
Next i
Cells(9, 2) = CP / (1 + r) ^ n
End Sub
Here is the layout of the spreadsheet:
When I ran the program, the error occurred.
Could someone here explain what is wrong in my program and how to fix it?
Is your equation for S correct? It seems like it should be:
S = M * CB * (p ^ i) ...
instead of
S = M * CB * (p ^ n) ...
If your equation is indeed wrong, then you can use BINOMDIST instead of COMBIN, because by definition:
Binom_Dist(i, n, p, False) = (p ^ i) * (1 - p) ^ (n - i) * Combin(n, i)
So your code would be:
S = M * WorksheetFunction.Binom_Dist(i, n, p, False)
instead of
CB = WorksheetFunction.Combin(n, i)
S = M * CB * (p ^ n) * (1 - p) ^ (n - i)
BINOMDIST is not as sensitive to large n, i.
You are getting an overflow error. If you check on a work sheet:
COMBIN(5000, 161) = 3.3E+307
COMBIN(5000, 162) = #NUM!
COMBIN(5000, 4838) = #NUM!
COMBIN(5000, 4839) = 3.3E+307
Remember that the number of combinations increases exponentially up until the halfway point in which it will start to go down at an inverse rate.

VBA functions in MS Excel

I'm new to VBA, and I have a question, i.e I have a mathematical function 1 + 2x¹ + 3x² + 4x³ + ... +10x⁹ and I need to resolve it into two ways:
I can use raising operations(analog pow in Pascal) and IF statement;
without rising operations and IF statement...
I have tried this one:
Public Function test(x)
test = 1 + 2*x^1 + 3*x^2 + 4*x^3 + 5*x^4 + 6*x^5 + 7*x^6 + 8*x^7 + 9*x^8 + 10*x^9
End Function
but I think it returns the wrong answer - 2441406 with calling =test(5)
So can anyone give any advice, or help with my problem?
If you can't use VBA for this, there is a formula solution. Assuming your variable x is in cell A1, you would use this formula in another cell (I used B1):
=SUMPRODUCT(ROW($1:$10)*A1^(ROW($1:$10)-1))
When A1 = 5, it returned 23803711 as expected.
You will need * as the multiper:
Public Function test(x)
test = _
1 _
+ 2 * (x ^ 1) _
+ 3 * (x ^ 2) _
+ 4 * (x ^ 3) _
+ 5 * (x ^ 4) _
+ 6 * (x ^ 5) _
+ 7 * (x ^ 6) _
+ 8 * (x ^ 7) _
+ 9 * (x ^ 8) _
+ 10 * (x ^ 9)
End Function

The results of my functions when I call a spline function gives wrong values

I have a function that only call the spline function when something happens..in this case when a division is less than zero..the inputs for the function is the same that for the spline function(called CUBIC), the spline was tested and works well when I call it direct! someone can help me?...follows a party of the code
Function NDF6(T As Variant, dias As Variant, taxas As Variant)
If T <= dias(1) Then
NDF6 = taxas(1)
Exit Function
End If
If T >= dias(tam) Then
NDF6 = taxas(tam)
Exit Function
End If
For i = 1 To tam
If T <= dias(i) Then
If taxas(i) / taxas(i - 1) < 0 Then
Call CUBIC(T, dias, taxas)
Else
i0 = ((taxas(i - 1) * dias(i - 1)) / 360) + 1
i1 = ((taxas(i - 1) * dias(i - 1)) / 360) + 1
irel = i1 / i0
i2 = irel ^ ((T - dias(i - 1)) / (dias(i) - dias(i - 1)))
i2rel = i2 * i0
i2real = i2rel - 1
NDF6 = i2real * (360 / T)
End If
Public Function CUBIC(x As Variant, input_column As Variant, output_column As Variant)
The function returns a zero value when I call the cubic function. The inputs are a cell with a value with a value equivalent a day and two arrays(DUONOFF and ONOFF) equivalent a days and rates, I call the function like:
NDF6(512,DUONOFF,ONOFF)
follows the CUBIC function
Public Function CUBIC(x As Variant, input_column As Variant, output_column As Variant)
'Purpose: Given a data set consisting of a list of x values
' and y values, this function will smoothly interpolate
' a resulting output (y) value from a given input (x) value
' This counts how many points are in "input" and "output" set of data
Dim input_count As Integer
Dim output_count As Integer
input_count = input_column.Rows.Count
output_count = output_column.Rows.Count
Next check to be sure that "input" # points = "output" # points
If input_count <> output_count Then
CUBIC = "Something's messed up! The number of indeces number of output_columnues don't match!"
GoTo out
End If
ReDim xin(input_count) As Single
ReDim yin(input_count) As Single
Dim c As Integer
For c = 1 To input_count
xin(c) = input_column(c)
yin(c) = output_column(c)
Next c
values are populated
Dim N As Integer 'n=input_count
Dim i, k As Integer 'these are loop counting integers
Dim p, qn, sig, un As Single
ReDim u(input_count - 1) As Single
ReDim yt(input_count) As Single 'these are the 2nd deriv values
N = input_count
yt(1) = 0
u(1) = 0
For i = 2 To N - 1
sig = (xin(i) - xin(i - 1)) / (xin(i + 1) - xin(i - 1))
p = sig * yt(i - 1) + 2
yt(i) = (sig - 1) / p
u(i) = (yin(i + 1) - yin(i)) / (xin(i + 1) - xin(i)) - (yin(i) - yin(i - 1)) / (xin(i) - xin(i - _1))
u(i) = (6 * u(i) / (xin(i + 1) - xin(i - 1)) - sig * u(i - 1)) / p
Next i
qn = 0
un = 0
yt(N) = (un - qn * u(N - 1)) / (qn * yt(N - 1) + 1)
For k = N - 1 To 1 Step -1
yt(k) = yt(k) * yt(k + 1) + u(k)
Next k
now eval spline at one point
Dim klo, khi As Integer
Dim h, b, a As Single
first find correct interval
klo = 1
khi = N
Do
k = khi - klo
If xin(k) > x Then
khi = k
Else
klo = k
End If
k = khi - klo
Loop While k > 1
h = xin(khi) - xin(klo)
a = (xin(khi) - x) / h
b = (x - xin(klo)) / h
y = a * yin(klo) + b * yin(khi) + ((a ^ 3 - a) * yt(klo) + (b ^ 3 - b) * yt(khi)) * (h ^ 2) _/ 6
CUBIC = y
out:
End Function