I’ve used Excel in the past but the calculations including the Poisson-Distribution took a while, that’s why I switched to SQL. Soon I’ve recognized that SQL might not be a proper solution to deal with statistical issues. Finally I’ve decided to switch to Matlab but I’m not used to it at all, my problem Is the following:
I’ve imported a .csv-table and have two columns with values, let’s say A and B (110 x 1 double)
These values both are the input values for my Poisson-calculations. Since I wanna calculate for at least the first 20 events, I’ve created a variable z=1:20.
When I now calculated let’s say
New = Poisspdf(z,A),
it says something like non-scalar arguments must match in size.
Z only has 20 records but A and l both have 110 records. So I’ve expanded Z= 1:110 and transposed it:
Znew = Z.
When I now try to execute the actual calculation:
Results = Poisspdf(Znew,A).*Poisspdf(Znew,B)
I always get only a 100x1 Vector but what I want is a matrix that is 20x20 for each record of A and B (based on my actual choice of z=1:20, I only changed to z=1:110 because Matlab told that they need to match in size).
So in this 20x20 Matrix there should always be in each cell the result of a slightly different calculation (Poisspdf(Znew,A).*Poisspdf(Znew,B)).
For example in the first cell (1,1) I want to have the result of
Poisspdf(0,value of A).*Poisspdf(0,value of B),
in cell(1,2): Poisspdf(0,value of A).*Poisspdf(1,value of B),
in cell(2,1): Poisspdf(1,value of A).*Poisspdf(0,value of B),
and so on...assuming that it’s in the Format cell(row, column)
Finally I want to sum up certain parts of each 20x20 matrix and show the result of the summed up parts in new columns.
Is there anybody able to help? Many thanks!
EDIT:
Poisson Matrix in Excel
In Excel there is Poisson-function: POISSON(x, μ, FALSE) = probability density function value f(x) at the value x for the Poisson distribution with mean μ.
In e.g. cell AD313 in the table above there is the following calculation:
=POISSON(0;first value of A;FALSE)*POISSON(0;first value of B;FALSE)
, in cell AD314
=POISSON(1;first value of A;FALSE)*POISSON(0;first value of B;FALSE)
, in cell AE313
=POISSON(0;first value of A;FALSE)*POISSON(1;first value of B;FALSE)
, and so on.
I am not sure if I completely understand your question. I wrote this code that might help you:
clear; clc
% These are the lambdas parameters for the Poisson distribution
lambdaA = 100;
lambdaB = 200;
% Generating Poisson data here
A = poissrnd(lambdaA,110,1);
B = poissrnd(lambdaB,110,1);
% Get the first 20 samples
zA = A(1:20);
zB = B(1:20);
% Perform the calculation
results = repmat(poisspdf(zA,lambdaA),1,20) .* repmat(poisspdf(zB,lambdaB)',20,1);
% Sum
sumFinal = sum(results,2);
Let me know if this is what you were trying to do.
Related
I need to create a running product from a column of numbers (I could use a row, but a column is easier to demonstrate here.) The input might be any arbitrary array. In fact, in the application where I would deploy this, it will not be a range, but rather another dynamic array within a LAMBDA formula. Here is an example of the Input column of numbers and the desired Output from the formula:
Inputs
Expected Dynamic Array Output
10
10
8
80
3
240
4
960
5
4800
The formula would spill the results.
There are lots of solutions for a running total, but I've found no solution for a running product. I have tried a few different approaches, including SUBTOTAL and AGGREGATE with no success. I have also built a number of approaches that get the result, but are hard-coded to a fixed number of rows. I need the formula to adapt to any arbitrarily sized number of rows. The following formula is the closest I have gotten so far.
This LET formula delivers the result, but, as you can see is fixed to 5 rows:
=LET( a, {10;8;3;4;5},
v, SEQUENCE( ROWS(a) ), h, TRANSPOSE( v ),
stagr, (v - h + 1) * (v >= h),
m, IFERROR(INDEX( a, IF(stagr>0,stagr,-1), ), 1),
almost, INDEX(m,v,h) * INDEX(m,v,h+1) * INDEX(m,v,h+2) * INDEX(m,v,h+3) * INDEX(m,v,h+4),
result, INDEX( almost, , 1 ),
result )
The arbitrary array of numbers input is placed in the variable a.
The next step is to create some indexes that will be used to address these numbers: v is a sequence of vertical rows for each number in a and h is a the same sequence, but transposed into columns. stagr is an index matrix that is created from v and h that will later be used to address each item in a to form it into a multiplication matrix. If you replace the last result with stagr, you can see the shape of stagr. It just shifts a column down by one row until they are shifted all the way down.
Now we create the mulitplication matrix m using stagr by simply using INDEX, like this: INDEX(a,stagr). But this is not exactly what is needed because it takes the first row value (10) and replicates it because an INDEX of 0 is treated the same as 1. To get what we want, I forced an error by using and internal IF statement like this: INDEX( a, IF(stagr>0,stagr,-1) ) to replace the 0 results with -1. i.e. it will produce this:
Now, replace the errors with 1's by using IFERROR, so this explains how m is created and why. The result is a matrix like this:
and by multiplying m row-wise, we get the output we want, but this is where I fail.
For illustration, I created a variable almost that shows how I am trying to do a row-wise multiplication.
almost, INDEX(m,v,h) * INDEX(m,v,h+1) * INDEX(m,v,h+2) * INDEX(m,v,h+3) * INDEX(m,v,h+4)
You can see that I crudely multiplied one column times the next and the next... and using h + offset to get there. This produces the almost matrix and result just delivers the first column of that matrix, which contains the answer.
While an answer might be a good replacement for almost that would be dynamically sized, that is not my real question. I want a running product and I suspect that there is a wholly different approach than simply replacing my almost.
Just to be clear, the result must be a dynamic array that spills with no helper cells or CSE drag-down.
oh... and no VBA. (#stackoverflow - please add a no-VBA tag)
The only way I can find is to use DPRODUCT with OFFSET, but that requires a title row. It does not matter what is in the title row(it can even be empty), just that it is included.
=DPRODUCT(OFFSET(A1,0,0,SEQUENCE(COUNT(A:A),,2)),1,$ZZ1:$ZZ2)
The $ZZ1:$ZZ2 can be any empty cell reference.
If the values in A are dynamic then we can do:
=DPRODUCT(OFFSET(A1,0,0,SEQUENCE(ROWS(A2#),,2)),1,$ZZ:$ZZ)
There are plenty of interesting answers here. But, if summation is easy why not take logarithms of the number you want to multiply, sum those logarithms and then calculate the exponent of your sum to return to the product of the original numbers.
i.e. exploit the fact that ln(a * b) = ln(a) + ln(b)
Whilst not available to everybody (yet) we can use SCAN()
Formula in A1:
=SCAN(1,{10,8,3,4,5},LAMBDA(a,b,a*b))
The 1st parameter is our starting value, meaning the 1st calculation in the nested LAMBDA() is '1*10'.
The 2nd parameter can both take a 1D- & 2D-array (written or range-reference).
The 3rd parameter is a nested LAMBDA() where the result of our recursive function will then be used for the 2nd calculation; '10*8'. And the 3rd...etc. etc.
In the above sample a vertical array is spilled but when horizontal input is used this will obviously result in an horizontal spilled output. When a 2D-array is used this will spill a 2D-array as result.
Given an NxM array of positive integers, how would one go about selecting integers so that the maximum sum of values is achieved where there is a maximum of x selections in each row and y selections in each column. This is an abstraction of a problem I am trying to face in making NCAA swimming lineups. Each swimmer has a time in every event that can be converted to an integer using the USA Swimming Power Points Calculator the higher the better. Once you convert those times, I want to assign no more than 3 swimmers per event, and no more than 3 races per swimmer such that the total sum of power scores is maximized. I think this is similar to the Weapon-targeting assignment problem but that problem allows a weapon type to attack the same target more than once (in my case allowing a single swimmer to race the same event twice) and that does not work for my use case. Does anybody know what this variation on the wta problem is called, and if so do you know of any solutions or resources I could look to?
Here is a mathematical model:
Data
Let a[i,j] be the data matrix
and
x: max number of selected cells in each row
y: max number of selected cells in each column
(Note: this is a bit unusual: we normally reserve the names x and y for variables. These conventions can help with readability).
Variables
δ[i,j] ∈ {0,1} are binary variables indicating if cell (i,j) is selected.
Optimization Model
max sum((i,j), a[i,j]*δ[i,j])
sum(j,δ[i,j]) ≤ x ∀i
sum(i,δ[i,j]) ≤ y ∀j
δ[i,j] ∈ {0,1}
This can be fed into any MIP solver.
Introduction
I have written code to give me a set of numbers in '36 by q' format ( 1<= q <= 36), subject to following conditions:
Each row must use numbers from 1 to 36.
No number must repeat itself in a column.
Method
The first row is generated randomly. Each number in the coming row is checked for the above conditions. If a number fails to satisfy one of the given conditions, it doesn't get picked again fot that specific place in that specific row. If it runs out of acceptable values, it starts over again.
Problem
Unlike for low q values (say 15 which takes less than a second to compute), the main objective is q=36. It has been more than 24hrs since it started to run for q=36 on my PC.
Questions
Can I predict the time required by it using the data I have from lower q values? How?
Is there any better algorithm to perform this in less time?
How can I calculate the average number of cycles it requires? (using combinatorics or otherwise).
Can I predict the time required by it using the data I have from lower q values? How?
Usually, you should be able to determine the running time of your algorithm in terms of input. Refer to big O notation.
If I understood your question correctly, you shouldn't spend hours computing a 36x36 matrix satisfying your conditions. Most probably you are stuck in the infinite loop or something. It would be more clear of you could share code snippet.
Is there any better algorithm to perform this in less time?
Well, I tried to do what you described and it works in O(q) (assuming that number of rows is constant).
import random
def rotate(arr):
return arr[-1:] + arr[:-1]
y = set([i for i in range(1, 37)])
n = 36
q = 36
res = []
i = 0
while i < n:
x = []
for j in range(q):
if y:
el = random.choice(list(y))
y.remove(el)
x.append(el)
res.append(x)
for j in range(q-1):
x = rotate(x)
res.append(x)
i += 1
i += 1
Basically, I choose random numbers from the set of {1..36} for the i+q th row, then rotate the row q times and assigned these rotated rows to the next q rows.
This guarantees both conditions you have mentioned.
How can I calculate the average number of cycles it requires?( Using combinatorics or otherwise).
I you cannot calculate the computation time in terms of input (code is too complex), then fitting to curve seems to be right.
Or you could create an ML model with iterations as data and time for each iteration as label and perform linear regression. But that seems to be overkill in your example.
Graph q vs time
Fit a curve,
Extrapolate to q = 36.
You might want to also graph q vs log(time) as that may give an easier fitted curve.
Excel
Need to find nearest float in a table, for each integer 0..99
https://www.excel-easy.com/examples/closest-match.html explains a great technique for finding the CLOSEST number from an array to a constant cell.
I need to perform this for many values (specifically, find nearest to a vertical list of integers 0..99 from within a list of floats).
Array formulas don't allow the compare-to value (integers) to change as we move down the list of integers, it treats it like a constant location.
I tried Tables, referring to the integers (works) but the formula from the above web site requires an Array operation (F2, control shift Enter), which are not permitted in Tables. Correction: You can enter the formula, control-enter the array function for one cell, copy the formulas, then insert table. Don't change the search cell reference!
Update:
I can still use array operations, but I manually have to copy the desired function into each 100 target cells. No biggie.
Fixed typo in formula. See end of question for details about "perfection".
Example code:
AI4=some integer
AJ4=MATCH(MIN(ABS(Table[float_column]-AI4)), ABS(Table[float_column]-AI4), 0)
repeat for subsequent integers in AI5...AI103
Example data:
0.1 <= matches 0
0.5
0.95 <= matches 1
1.51 <= matches 2
2.89
Consider the case where target=5, and 4.5, 5.5 exist in the list. One gives -0.5 and the other +0.5. Searching for ABS(-.5) will give the first one. Either one is decent, unless your data is non-monotonic.
This still needs a better solution.
Thanks in advance!
I had another problem, which pushed to a better solution.
Specifically, since the Y values for the X that I am interested in can be at varying distances in X, I will interpolate X between the X point before and after. Ie search for less than or equal, also greater than or equal, interpolate the desired X, then interpolate the Y values.
I could go a step further and interpolate N - 1 to N + 1, which will give cleaner results for noisy data.
I want to know is there a function to calculate the inverse cdf of poisson distribution? So that I can use inverse CDF of poisson to generate a set of poisson distributed random number.
A) Inverse CDF of Poisson distribution
The inverse CDF at q is also referred to as the q quantile of a distribution. For a discrete distribution distribution . the inverse CDF at q is the smallest integer x such that CDF[dist,x]≥q.. The Poisson distribution is a discrete distribution that models the number of events based on a constant rate of occurrence. The Poisson distribution can be used as an approximation to the binomial when the number of independent trials is large and the probability of success is small. A common application of the Poisson distribution is predicting the number of events over a specific time, such as the number of cars arriving at a toll plaza in 1 minute.
Formula
The probability mass function (PMF) is:
mean = λ
variance = λ
Notation
Term Description
e base of the natural logarithm
Reference: Methods and Formulas for Inverse Cumulative Distribution Functions
B) Excel Function: Excel provides the following function for the Poisson distribution:
POISSON(x, μ, cum)
where μ = the mean of the distribution and cum takes the values TRUE and FALSE
POISSON(x, μ, FALSE) = probability density function value f(x) at the value x for the Poisson distribution with mean μ.
POISSON(x, μ, TRUE)= cumulative probability distribution function F(x) at the value x for the Poisson distribution with mean μ.
Excel 2010/2013/2016 provide the additional function POISSON.DIST which is equivalent to POISSON.
Reference: Office Support POISSON.DIST Function
C) Excel doesn’t provide a worksheet function for the inverse of the Poisson distribution.
Instead you can use the following function provided by the Real Statistics Resource Pack. It’s a free download for Excel various versions.
POISSON_INV(p, μ) = smallest integer x such that POISSON(x, μ, TRUE) ≥ p
Note that the maximum value of x is 1,024,000,000. A value higher than this indicates an error.
Reference: Real Statistics Using Excel
D)
Reference to MREXCEL.COM web site a query related to your question quoted below seems to be related to your question.
Not sure if anyone can help with this. Basically I'm trying to find out how to apply the reverse of the Poisson function in excel. So as of now I have poisson(x value, mean, true-cumulative) and that lets me get the probability for that occurence. Basically I want to know how I can get the minimum/maximum x value based on a given probability.
So if I have a list of data (700 rows) and I want to find out what the minimum starting value should be given a desired average and the fact that I want the lowest value to be at the 0.05% probability. So 0.05% = (x, 35, True) solve for x. I know I can prob do this with solver, but I am trying to figure out a way to do this formulaicly without having to use the solver (as I may have to use this many times).
The code referred to here covers the inverse of the poisson formula when using True in the excel formula. It does not cover the inverse of the poisson formula when using False in the excel formula.
Re: Reverse Poisson?
Originally Posted by shg
A further mod to accommodate large means:
Code:
Function PoissonInv(Prob As Double, Mean As Double) As Variant
' shg 2011, 2012, 2014, 2015-0415
' For a Poisson process with mean Mean, returns a three-element array:
' o The smallest integer N such that POISSON(N, Mean, True) >= Prob
' o The CDF for N-1 (which is < Prob)
' o The CDF for N (which is >= Prob)
-------Reference :> https://www.mrexcel.com/forum/excel-questions/507508-reverse-poisson-2.html>
E) Why doesn't Excel have a POISSON.INV function?
Discussion on Referred web page have references to some formulas for calculating related information desired by OP.
You could use the following.
With the Poisson mean named lambda, enter the following in an newly inserted worksheet.
A1: =IF(ROWS(A$1:A1)<=4*lambda,POISSON(ROWS(A$1:A1)-1,lambda,1))
Fill A1 down into A2:A1000 (4 times as many rows as your most typical lambda value). Name the A1:A1000 range POISSON.CDF. Then use the formula
=MATCH(n,POISSON.CDF)-1
to give the results a POISSON.INV(n,lambda) function would.
If you want this for varying lambda, use the array formula
=MATCH(n,POISSON(ROW($A$1:INDEX($A:$A,4*lambda+1),lambda,1))-1
Reference Shared Link
Hope That Helps.
=MATCH(RAND(),MMULT((ROW(INDIRECT(ADDRESS(1,1)&":"&ADDRESS(MAX(lambda,5+lambda* 45/50)+6* SQRT(lambda)+3,1)))=COLUMN(INDIRECT(ADDRESS(1,1)&":"&ADDRESS(1,MAX(lambda,5+lambda* 45/50)+6* SQRT(lambda)+2))))+0,MMULT((ROW(INDIRECT(ADDRESS(1,1)&":"&ADDRESS(MAX(lambda,5+lambda* 45/50)+6* SQRT(lambda)+2,1)))=(COLUMN(INDIRECT(ADDRESS(1,1)&":"&ADDRESS(1,MAX(lambda,5+lambda* 45/50)+6* SQRT(lambda)+1)))+1))+0,POISSON(ROW($A$1:INDEX($A:$A,MAX(lambda,5+lambda* 45/50)+6* SQRT(lambda)+1))-1,lambda,1)))+(ROW(INDIRECT(ADDRESS(1,1)&":"&ADDRESS(MAX(lambda,5+lambda* 45/50)+6* SQRT(lambda)+3,1)))=(COLUMN(INDIRECT(ADDRESS(1,1)&":"&ADDRESS(1,1)))+FLOOR(MAX(lambda,5+lambda* 45/50)+6* SQRT(lambda)+2,1)))+0)-1
It is quite slow for lambda >1000.
This expands on the array formula
=MATCH(C4,POISSON(ROW($A$1:INDEX($A:$A,4*lambda+1)),lambda,1))-1
shared above by skkakkar, by prepending the array with 0 and appending with 1, following Is there a way to concatenate two arrays in Excel without VBA? .
The rest is mostly making the array shorter by replacing 4* lambda with 6* SQRT(lambda).