I'm trying to program a simple z-test but my code gives an error when calculating the Z-score with this code: Z = (P1 - P2) / SD; does anyone know why? The error that comes up is an overflow (error 6)
Here's the full code:
Sub ChiSquare()
Total_Groep_1 = Application.Sum(Range("C4", Range("C4").End(xlDown)))
Total_Groep_2 = Application.Sum(Range("E4", Range("E4").End(xlDown)))
For i = 5 To Range("C4").End(xlDown)
Dim P1 As Double
P1 = Cells(i, 3) / Total_Groep_1
Cells(i, 4) = P1
Dim P2 As Double
P2 = Cells(i, 5) / Total_Groep_2
Cells(i, 6) = P2
Dim SD As Double
SD = Sqr((P1 * (1 - P1) / Total_Groep_1) + (P2 * (1 - P2) / Total_Groep_2))
Cells(i, 7) = SD
Dim Z As Double
Z = (P1 - P2) / SD
Cells(i, 8) = Z
Next i
End Sub
The loop that I made didn't go to a number but to a range. It works now I changed that.
Related
I'm running the following program, and get an overflow error at the first iteration once the program gets to a. From my understanding this shouldn't happen because I'm using Doubles which have a ridiculous amount of capacity, and a Long, but because it's only going up to 100 currently it shouldn't matter, and the code fails long before then. Here is my original inputs:
h0 = 1000, v0 = 0, a0 = g = -9.80665, dt = .01, m = 752.2528, b = .287875
and here's the code:
Sub drag()
Dim h0 As Double
Dim v0 As Double
Dim a0 As Double
Dim dt As Double
Dim m As Double
Dim b As Double
Dim g As Double
Dim i As Long
Dim h As Double
Dim v As Double
Dim a As Double
h0 = Worksheets("Drag").Cells(2, 8).Value
v0 = Worksheets("Drag").Cells(2, 9).Value
a0 = Worksheets("Drag").Cells(2, 10).Value
g = Worksheets("Drag").Cells(2, 10).Value
dt = Worksheets("Drag").Cells(2, 7).Value
m = Worksheets("Drag").Cells(2, 4).Value
b = Worksheets("Drag").Cells(2, 5).Value
Debug.Print h0 & v0 & a0 & dt & m & b
For i = 1 To 100
v = v0 + a0 * dt
h = 0.5 * a0 * (dt ^ 2) + v0 * dt + h0
a = m * g - b * (v ^ 2) 'Line where overflow occurs
v0 = v
h0 = h
a0 = a
Cells(i + 2, 8) = h0
Cells(i + 2, 9) = v0
Cells(i + 2, 10) = a0
Next i
Debug.Print h0 & v0 & a0 & dt & m & b
End Sub
Hope this is an easy fix.
Your overflow happens when i=14 (14th pass through the loop) and when v = -1.689 x 10^209. I don't know what you are trying to do, but v is blowing up. It would help if you describe what you are trying to do. – John Coleman 17 mins ago
#John Coleman I see the problem now, I'm doing the drag equation and I forgot to divide the a term by m, thanks. – Anthrochange 9 mins ago
You have already identified what needs to be done.
Now for the explanation on why the overflow on m * g - b * (v ^ 2). I added a watch as shown below
Consider the before and after screenshot
Before v = v0 + a0 * dt is calculated
After v = v0 + a0 * dt is calculated
What you see here is a very peculiar behaviour. A Type Double changing to an Integer
This is not normal and has been experienced before. Unfortunately this problem exists in Excel for a long time and unfortunately is also present in Excel 2016. It occurs only when you are using very large numbers. These kind of bugs are very rare, but yes, they do exist.
One can have a similar kind of experience when using MOD as mentioned in the below link
The MOD Function
The variable in question that is getting an overflow is v. You defined it as a double, which means you can only put numbers in the range of 1.79769313486232 * 10^308 to 4.94065645841247 * 10^–324. VBA uses 8 bytes to hold the double data. Any number outside of this huge range causes an overflow. (see here for more information about DBA data types)
How big of a number are you expecting? A rough estimate fo the number of atoms in the universe is 1 * 10^82, and the double value range goes to almost 2 *10^308. If you need to work with numbers that large, you're going to have to use a different method because it simply won't fit in the standard VBA data types.
I have issue with an Excel worksheet that contains the formula:
=Spline($D$9:$D$34,$J$9:$J$34,$D43)
Sheet works fine until I open this sheet on network drive and save it on local drive. Then this formula throws #NAME? error. Strange is, that error is gone when I click on line with formula to edit it and press enter (nothing changes in formula).
Have someone met similar issue?
I just found another information. Formula spline is defined in VBA module, not internal in Excel. It looks like. But issue is still here.
Function spline(periodcol As Range, ratecol As Range, x As Range)
Dim period_count As Integer
Dim rate_count As Integer
period_count = periodcol.Rows.Count
rate_count = ratecol.Rows.Count
If period_count <> rate_count Then
spline = "Error: Range count does not match"
GoTo endnow
End If
ReDim xin(period_count) As Single
ReDim yin(period_count) As Single
Dim c As Integer
For c = 1 To period_count
xin(c) = periodcol(c)
yin(c) = ratecol(c)
Next c
Dim n As Integer
Dim i, k As Integer
Dim p, qn, sig, un As Single
ReDim u(period_count - 1) As Single
ReDim yt(period_count) As Single
n = period_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
Dim klo, khi As Integer
Dim h, b, a As Single
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
spline = y
endnow:
End Function
Try to add:
Application.Volatile
to your VBA code. Add this just below the Function statement to force a renewed calculation as soon as anything changes.
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.
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
First off, here's my code:
Sub SimulatePortfolio()
Dim lambda As Double
Dim num As Integer
Dim cycles As Long
Column = 12
q = 1.5
lambda = 0.05
cycles = 100000
Dim data(1 To 100000, 1 To 10) As Integer
Dim values(1 To 10) As Double
For i = 1 To 10
values(i) = 0
Next i
temp = lambda
For i = 1 To cycles
lambda = temp
num = 10
t = 0
Dim temps(1 To 10) As Integer
For k = 1 To 10
temps(k) = 1000
Next k
Do While (t < 10 And num > 0)
t = t + tsim(lambda, num)
For j = 1 To 10
If (j > t) Then
temps(j) = temps(j) - 50
End If
Next j
num = num - 1
If (num <= 0) Then
Exit Do
End If
lambda = lambda * q
Loop
For l = 1 To 10
values(l) = values(l) + temps(l)
data(i, l) = temps(l)
Next l
Next i
For i = 1 To 10
Cells(i + 1, Column) = values(i) / cycles
'Problem occurs on this line:
Cells(i + 1, Column + 1).Value = Application.WorksheetFunction.Var(Application.WorksheetFunction.Index(data, i, 0))
Next i
End Sub
Function tsim(lambda As Double, num As Integer) As Double
Dim v As Double
Dim min As Double
Randomize
min = (-1 / lambda) * Log(Rnd)
For i = 1 To (num - 1)
Randomize
v = (-1 / lambda) * Log(Rnd)
If (min > v) Then
min = v
End If
Next i
tsim = min
End Function
When I set the value for cycles to 10000, it runs fine without a hitch. When I go to 100000 cycles, it gets an Error 13 at the indicated line of code.
Having been aware that Application.Tranpose is limited to 65536 rows with variants (throwing the same error) I tested the same issue with Index
It appears that Application.WorksheetFunction.Index also has a limit of 65536 rows when working with variants - but standard ranges are fine
So you will need to either need to dump data to a range and work on the range with Index, or work with two arrays
Sub Test()
Dim Y
Dim Z
'works in xl07/10
Debug.Print Application.WorksheetFunction.Index(Range("A1:A100000"), 1, 1)
Y = Range("A1:A65536")
`works
Debug.Print Application.WorksheetFunction.Index(Y, 1, 1)
'fails in xl07/10
Z = Range("A1:A65537")
Debug.Print Application.WorksheetFunction.Index(Z, 1, 1)
End Sub