ref #65, new formula functions: COVARIANCE.S and STDEVPA

calc.go

@@ -393,6 +393,7 @@ type formulaFuncs struct {
 //    COUPPCD
 //    COVAR
 //    COVARIANCE.P
+//    COVARIANCE.S
 //    CRITBINOM
 //    CSC
 //    CSCH
@@ -645,6 +646,7 @@ type formulaFuncs struct {
 //    STDEV.S
 //    STDEVA
 //    STDEVP
+//    STDEVPA
 //    SUBSTITUTE
 //    SUM
 //    SUMIF
@@ -6851,14 +6853,11 @@ func (fn *formulaFuncs) CONFIDENCEdotT(argsList *list.List) formulaArg {
 	}, size.Number/2, size.Number) / math.Sqrt(size.Number))
 }
 
-// COVAR function calculates the covariance of two supplied sets of values. The
+// covar is an implementation of the formula functions COVAR, COVARIANCE.P and
-// syntax of the function is:
+// COVARIANCE.S.
-//
+func (fn *formulaFuncs) covar(name string, argsList *list.List) formulaArg {
-//    COVAR(array1,array2)
-//
-func (fn *formulaFuncs) COVAR(argsList *list.List) formulaArg {
 	if argsList.Len() != 2 {
-		return newErrorFormulaArg(formulaErrorVALUE, "COVAR requires 2 arguments")
+		return newErrorFormulaArg(formulaErrorVALUE, fmt.Sprintf("%s requires 2 arguments", name))
 	}
 	array1 := argsList.Front().Value.(formulaArg)
 	array2 := argsList.Back().Value.(formulaArg)
@@ -6881,19 +6880,37 @@ func (fn *formulaFuncs) COVAR(argsList *list.List) formulaArg {
 		}
 		result += (arg1.Number - mean1.Number) * (arg2.Number - mean2.Number)
 	}
+	if name == "COVARIANCE.S" {
+		return newNumberFormulaArg(result / float64(n-skip-1))
+	}
 	return newNumberFormulaArg(result / float64(n-skip))
 }
 
+// COVAR function calculates the covariance of two supplied sets of values. The
+// syntax of the function is:
+//
+//    COVAR(array1,array2)
+//
+func (fn *formulaFuncs) COVAR(argsList *list.List) formulaArg {
+	return fn.covar("COVAR", argsList)
+}
+
 // COVARIANCEdotP function calculates the population covariance of two supplied
 // sets of values. The syntax of the function is:
 //
 //    COVARIANCE.P(array1,array2)
 //
 func (fn *formulaFuncs) COVARIANCEdotP(argsList *list.List) formulaArg {
-	if argsList.Len() != 2 {
+	return fn.covar("COVARIANCE.P", argsList)
-		return newErrorFormulaArg(formulaErrorVALUE, "COVARIANCE.P requires 2 arguments")
+}
-	}
+
-	return fn.COVAR(argsList)
+// COVARIANCEdotS function calculates the sample covariance of two supplied
+// sets of values. The syntax of the function is:
+//
+//    COVARIANCE.S(array1,array2)
+//
+func (fn *formulaFuncs) COVARIANCEdotS(argsList *list.List) formulaArg {
+	return fn.covar("COVARIANCE.S", argsList)
 }
 
 // calcStringCountSum is part of the implementation countSum.
@@ -9131,12 +9148,17 @@ func (fn *formulaFuncs) STANDARDIZE(argsList *list.List) formulaArg {
 	return newNumberFormulaArg((x.Number - mean.Number) / stdDev.Number)
 }
 
-// stdevp is an implementation of the formula functions STDEVP and STDEV.P.
+// stdevp is an implementation of the formula functions STDEVP, STDEV.P and
+// STDEVPA.
 func (fn *formulaFuncs) stdevp(name string, argsList *list.List) formulaArg {
 	if argsList.Len() < 1 {
 		return newErrorFormulaArg(formulaErrorVALUE, fmt.Sprintf("%s requires at least 1 argument", name))
 	}
-	varp := fn.VARP(argsList)
+	fnName := "VARP"
+	if name == "STDEVPA" {
+		fnName = "VARPA"
+	}
+	varp := fn.vars(fnName, argsList)
 	if varp.Type != ArgNumber {
 		return varp
 	}
@@ -9161,6 +9183,15 @@ func (fn *formulaFuncs) STDEVdotP(argsList *list.List) formulaArg {
 	return fn.stdevp("STDEV.P", argsList)
 }
 
+// STDEVPA function calculates the standard deviation of a supplied set of
+// values. The syntax of the function is:
+//
+//    STDEVPA(number1,[number2],...)
+//
+func (fn *formulaFuncs) STDEVPA(argsList *list.List) formulaArg {
+	return fn.stdevp("STDEVPA", argsList)
+}
+
 // getTDist is an implementation for the beta distribution probability density
 // function.
 func getTDist(T, fDF, nType float64) float64 {
@@ -9576,6 +9607,9 @@ func (fn *formulaFuncs) vars(name string, argsList *list.List) formulaArg {
 	}
 	for arg := argsList.Front(); arg != nil; arg = arg.Next() {
 		for _, token := range arg.Value.(formulaArg).ToList() {
+			if token.Value() == "" {
+				continue
+			}
 			num := token.ToNumber()
 			if token.Value() != "TRUE" && num.Type == ArgNumber {
 				summerA += num.Number * num.Number

calc_test.go

@@ -1162,6 +1162,10 @@ func TestCalcCellValue(t *testing.T) {
 		"=STDEVP(A1:B2,6,-1)": "2.40947204913349",
 		// STDEV.P
 		"=STDEV.P(A1:B2,6,-1)": "2.40947204913349",
+		// STDEVPA
+		"=STDEVPA(1,3,5,2)":               "1.4790199457749",
+		"=STDEVPA(1,3,5,2,1,0)":           "1.63299316185545",
+		"=STDEVPA(1,3,5,2,TRUE,\"text\")": "1.63299316185545",
 		// T.DIST
 		"=T.DIST(1,10,TRUE)":   "0.82955343384897",
 		"=T.DIST(-1,10,TRUE)":  "0.17044656615103",
@@ -1190,8 +1194,8 @@ func TestCalcCellValue(t *testing.T) {
 		"=VAR(1,3,5,0,C1)":      "4.91666666666667",
 		"=VAR(1,3,5,0,C1,TRUE)": "4",
 		// VARA
-		"=VARA(1,3,5,0,C1)":      "4.7",
+		"=VARA(1,3,5,0,C1)":      "4.91666666666667",
-		"=VARA(1,3,5,0,C1,TRUE)": "3.86666666666667",
+		"=VARA(1,3,5,0,C1,TRUE)": "4",
 		// VARP
 		"=VARP(A1:A5)":           "1.25",
 		"=VARP(1,3,5,0,C1,TRUE)": "3.2",
@@ -1201,8 +1205,8 @@ func TestCalcCellValue(t *testing.T) {
 		"=VAR.S(1,3,5,0,C1)":      "4.91666666666667",
 		"=VAR.S(1,3,5,0,C1,TRUE)": "4",
 		// VARPA
-		"=VARPA(1,3,5,0,C1)":      "3.76",
+		"=VARPA(1,3,5,0,C1)":      "3.6875",
-		"=VARPA(1,3,5,0,C1,TRUE)": "3.22222222222222",
+		"=VARPA(1,3,5,0,C1,TRUE)": "3.2",
 		// WEIBULL
 		"=WEIBULL(1,3,1,FALSE)":  "1.10363832351433",
 		"=WEIBULL(2,5,1.5,TRUE)": "0.985212776817482",
@@ -3050,6 +3054,9 @@ func TestCalcCellValue(t *testing.T) {
 		// STDEV.P
 		"=STDEV.P()":     "STDEV.P requires at least 1 argument",
 		"=STDEV.P(\"\")": "#DIV/0!",
+		// STDEVPA
+		"=STDEVPA()":     "STDEVPA requires at least 1 argument",
+		"=STDEVPA(\"\")": "#DIV/0!",
 		// T.DIST
 		"=T.DIST()":             "T.DIST requires 3 arguments",
 		"=T.DIST(\"\",10,TRUE)": "strconv.ParseFloat: parsing \"\": invalid syntax",
@@ -4361,6 +4368,8 @@ func TestCalcCOVAR(t *testing.T) {
 		"=COVAR(A2:A9,B2:B9)":        "16.633125",
 		"=COVARIANCE.P(A1:A9,B1:B9)": "16.633125",
 		"=COVARIANCE.P(A2:A9,B2:B9)": "16.633125",
+		"=COVARIANCE.S(A1:A9,B1:B9)": "19.0092857142857",
+		"=COVARIANCE.S(A2:A9,B2:B9)": "19.0092857142857",
 	}
 	for formula, expected := range formulaList {
 		assert.NoError(t, f.SetCellFormula("Sheet1", "C1", formula))
@@ -4373,6 +4382,8 @@ func TestCalcCOVAR(t *testing.T) {
 		"=COVAR(A2:A9,B3:B3)":        "#N/A",
 		"=COVARIANCE.P()":            "COVARIANCE.P requires 2 arguments",
 		"=COVARIANCE.P(A2:A9,B3:B3)": "#N/A",
+		"=COVARIANCE.S()":            "COVARIANCE.S requires 2 arguments",
+		"=COVARIANCE.S(A2:A9,B3:B3)": "#N/A",
 	}
 	for formula, expected := range calcError {
 		assert.NoError(t, f.SetCellFormula("Sheet1", "C1", formula))