Implementing Legacy Implementing Legacy Statistical Algorithms in a Statistical Algorithms in a Spreadsheet EnvironmentSpreadsheet Environment

Stephen W. Stephen W. LiddleLiddleInformation Systems FacultyInformation Systems Faculty

Rollins eBusiness CenterRollins eBusiness Center

John S. LawsonJohn S. LawsonDepartment of StatisticsDepartment of Statistics

Brigham Young UniversityBrigham Young UniversityProvo, UT 84602Provo, UT 84602

OverviewOverview

nn IntroductionIntroductionnn Fundamentals of VBA in ExcelFundamentals of VBA in Excelnn Retargeting traditional algorithms to a Retargeting traditional algorithms to a

spreadsheet environmentspreadsheet environmentnn Converting FORTRAN to VBAConverting FORTRAN to VBAnn ConclusionsConclusions

Why Convert FORTRAN Programs to Run Why Convert FORTRAN Programs to Run in a Spreadsheet Environment?in a Spreadsheet Environment?

nn Useful code available that is not Useful code available that is not implemented in standard statistical implemented in standard statistical packagespackages

nn FORTRAN compilers not usually available FORTRAN compilers not usually available on normal Windows workstationon normal Windows workstation

nn Many textbooks refer to published Many textbooks refer to published FORTRAN algorithms FORTRAN algorithms

Sources for Published FORTRAN Sources for Published FORTRAN AlgorithmsAlgorithms

nn STATLIB (STATLIB (http://http://lib.stat.cmu.edulib.stat.cmu.edu//))nn General ArchiveGeneral Archivenn Applied Statistics ArchiveApplied Statistics Archivenn Journal of Quality Technology ArchiveJournal of Quality Technology Archivenn JASA Software ArchiveJASA Software Archivenn JCGS ArchiveJCGS Archive

Advantages of Running Legacy Advantages of Running Legacy FORTRAN Code in ExcelFORTRAN Code in Excel

nn Comfortable environment for practitionersComfortable environment for practitionersnn More user friendly input from spreadsheetMore user friendly input from spreadsheetnn Output to spreadsheet allows further Output to spreadsheet allows further

graphical and computational analysis of graphical and computational analysis of results with Excel functionsresults with Excel functions

VDG Inputs: Design X1 X2 X3 X4 X5 X6

Nickname: 1-hybrid 0 0 0 0 0 2.3094Runs: 30 -1 -1 -1 -1 -1 0.57735

Factors: 6 1 1 -1 -1 -1 0.57735Model Order(1/2): 2 1 -1 1 -1 -1 0.57735

Design Region(S/C): s -1 1 1 -1 -1 0.57735Weight by N (Y/N): y 1 -1 -1 1 -1 0.57735

Number of Radii (20-99): 20 -1 1 -1 1 -1 0.57735Scaling Unit (suggest 1): 1 -1 -1 1 1 -1 0.57735

Design Radius/Region Radius: 1 1 1 1 1 -1 0.577351 -1 -1 -1 1 0.57735

-1 1 -1 -1 1 0.57735-1 -1 1 -1 1 0.577351 1 1 -1 1 0.57735

-1 -1 -1 1 1 0.577351 1 -1 1 1 0.577351 -1 1 1 1 0.57735

-1 1 1 1 1 0.577352 0 0 0 0 -1.1547

-2 0 0 0 0 -1.15470 2 0 0 0 -1.1547

Run VDG

Proposed MethodologyProposed Methodology

nn Understand original FORTRAN programUnderstand original FORTRAN programnn Choose suitable I/O methodsChoose suitable I/O methodsnn Convert original FORTRAN code to VBAConvert original FORTRAN code to VBAnn Test and use resulting Excel codeTest and use resulting Excel code

Visual Basic For ApplicationsVisual Basic For Applications

nn Built on ANSI BASICBuilt on ANSI BASICnn Language engine of Microsoft OfficeLanguage engine of Microsoft Officenn Modern structured programming languageModern structured programming languagenn Has vast array of types, functions, Has vast array of types, functions,

programming helpsprogramming helpsnn Powerful support environment (Office platform)Powerful support environment (Office platform)

nn Popular in business contextsPopular in business contexts

Excel Object ModelExcel Object Model

nn Objects in Excel are Objects in Excel are addressable in VBAaddressable in VBA

nn Each object has:Each object has:nn PropertiesPropertiesnn MethodsMethods

Application

Workbooks (Workbook)

Range Chart

Worksheets (Worksheet)

Clicking these buttons runs the ORPS1 and ORPS2 algorithms.

Input Region

Output Region

Input/Output MethodsInput/Output Methods

nn NonNon--interactiveinteractivenn Files, databasesFiles, databasesnn Worksheet cellsWorksheet cells

nn InteractiveInteractivenn Message boxesMessage boxesnn Input boxesInput boxesnn Custom GUI formsCustom GUI forms

FORTRAN vs. VBAFORTRAN vs. VBA

nn VBA: VBA: ((--b+Sqrb+Sqr (b^ 2(b^ 2--4*a*c))/(2*a)4*a*c))/(2*a)

nn FORTRAN:FORTRAN: ((--b+SQRT(bb+SQRT(b**2**2--4*a*c))/(2*a)4*a*c))/(2*a)

aacbb

242 −±−

aacbb

242 −±−

More OperatorsMore Operators

nn .EQ..EQ. ==nn .NE..NE. <><>nn .LT..LT. <<nn .LE..LE. <=<=nn .GT..GT. >>nn .GE..GE. >=>=

nn .AND..AND. AndAndnn .OR..OR. OrOrnn .NOT..NOT. NotNot

nn //// &&

Data TypesData Types

nn INTEGERINTEGER Byte, Integer, LongByte, Integer, Longnn REALREAL SingleSinglenn DOUBLE PRECISION DOUBLE PRECISION DoubleDoublenn COMPLEXCOMPLEX NonNon--primitive in VBAprimitive in VBAnn LOGICALLOGICAL BooleanBooleannn CHARACTERCHARACTER StringStringnn CHARACTER*CHARACTER*lengthlength String*String*lengthlength

nn Other notable VBA types:Other notable VBA types:nn Currency, Decimal, Date, VariantCurrency, Decimal, Date, Variant

Worksheet FunctionsWorksheet Functions

n ChiDist(x,deg_freedom) n Returns one-tailed probability of the ?2 distribution.

n Correl(array1,array2)n Returns the correlation coefficient of two cell ranges.

n Fisher(x)n Returns the Fisher transformation at a given x.

n Pearson(array1,array2)n Returns the Pearson product moment correlation coefficient for two sets.

n Quartile(array,quart)n Returns the requested quartile of a data set.

n StDev(array)n Returns the standard deviation of a data set.

n ZTest(array,x,sigma)n Returns the two-tailed P-value of a z-test.

FlowFlow--Control StatementsControl Statements

If expr1 Thenstmt1

ElseIf expr2 Thenstmt2

…Else

stmtnEndIf

IF (expr1) THENstmt1

ELSE IF (expr2) THENstmt2

…ELSE

stmtnEND IF

Block if

If expr Then stmtIF (expr) stmtLogical ifVBAFORTRAN

Subtle Differences (“Subtle Differences (“GotchasGotchas”)”)

nn Implicit conversion of real to integer valuesImplicit conversion of real to integer valuesnn FORTRAN: truncateFORTRAN: truncatenn VBA: roundVBA: roundnn Solution: use Solution: use VBA’sVBA’s Fix(), which truncatesFix(), which truncates

nn Both languages allow implicit typingBoth languages allow implicit typingnn This introduces ambiguityThis introduces ambiguitynn Solution: supply explicit types everywhereSolution: supply explicit types everywhere

Eliminating Eliminating GotoGoto StatementsStatements

nn Computer science accepts the axiom that Computer science accepts the axiom that gotogoto is generally “considered harmful”is generally “considered harmful”

nn We advocate rewriting We advocate rewriting alogrithmsalogrithms to use to use structured programming techniques where structured programming techniques where feasiblefeasiblenn Sine qua nonSine qua non is “make it work”is “make it work”nn It’s a good idea for maintainability, It’s a good idea for maintainability,

understandability to move to structured formunderstandability to move to structured form

Eliminating Eliminating GotoGoto StatementsStatements

DO 8 J=1,3...

6 ...IF(OBJFN.GT.BESTFN) GO TO 7...GO TO 6

7 IF(J.EQ.3) GO TO 8XK=BESTK-STEP

8 CONTINUE

Eliminating Eliminating GotoGoto StatementsStatements

For j=1 To 3...

6 ...IF(OBJFN.GT.BESTFN) GO TO 7...GO TO 6

7 IF(J.EQ.3) GO TO 8XK=BESTK-STEP

8 Next j

Eliminating Eliminating GotoGoto StatementsStatements

For j=1 To 3...

6 ...IF(OBJFN.GT.BESTFN) GO TO 7...GO TO 6

7 If j <> 3 Thenxk = bestk - step

End IfNext j

Eliminating Eliminating GotoGoto StatementsStatements

For j=1 To 3...Do Until objfn > bestfn

...LoopIf j <> 3 Then

xk = bestk - stepEnd If

Next j

Our ReasoningOur Reasoning

nn Digital assets are fragileDigital assets are fragilenn FORTRAN is not universally availableFORTRAN is not universally availablenn Excel is a ubiquitous, powerful platformExcel is a ubiquitous, powerful platformnn VBA is a fullVBA is a full--featured language capable of featured language capable of

handling sophisticated statistical handling sophisticated statistical computationscomputations

ConclusionsConclusions

nn We recommend creating a WebWe recommend creating a Web--based based repository of Excel/VBA implementations repository of Excel/VBA implementations of classic statistical algorithmsof classic statistical algorithms

nn We can preserve our legacy algorithms in We can preserve our legacy algorithms in this modern spreadsheet environmentthis modern spreadsheet environment

nn EE--mail us if you want a copy of our mail us if you want a copy of our manuscript (manuscript (liddleliddle or or lawson@byu.edulawson@byu.edu))