Hi,
I have a couple of VBA modules I need to convert to C# (Or a SQL 2005 UDF if that is a better place for it!).
The VBA code is below:
Function RMSBetaDist(x, alpha, beta, rate)
'Main function where the cumulative Beta distribution is assembled
datasize = Range("Datsize")
Dim bt() As Double
Dim RMSBeta() As Double
Dim i As Integer
ReDim bt(datasize)
ReDim RMSBeta(datasize)
For i = 1 To datasize
If x(i, 1) < 0 Or x(i, 1) > 1 Then
'Error = MsgBox("There is a problem with the x value of the beta function", vbOKOnly)
'GoTo Abend
x(i, 1) = 1
End If
If x(i, 1) = 0 Then
bt(i) = 0
RMSBeta(i) = 0
GoTo Nextarray
ElseIf x(i, 1) = 1 Then
bt(i) = 0
RMSBeta(i) = 1
GoTo Nextarray
Else
bt(i) = Exp(RMSGammaln(alpha(i, 1) + beta(i, 1)) - RMSGammaln(alpha(i, 1)) - RMSGammaln(beta(i, 1)) + alpha(i, 1) * Log(x(i, 1)) + beta(i, 1) * Log(1 - x(i, 1)))
End If
If x(i, 1) < (alpha(i, 1) + 1) / (alpha(i, 1) + beta(i, 1) + 2) Then
RMSBeta(i) = bt(i) * RMSBetaCF(x(i, 1), alpha(i, 1), beta(i, 1)) / alpha(i, 1)
Else 'symmetry relation I(a,b)=1-I(b,a) where I() is the incomplete beta function
RMSBeta(i) = 1 - bt(i) * RMSBetaCF(1 - x(i, 1), beta(i, 1), alpha(i, 1)) / beta(i, 1)
End If
Nextarray:
RMSBetaDist = RMSBetaDist + rate(i) * (1 - RMSBeta(i))
Next i
Abend:
End Function
And the next one:
Function RMSGammaln(xg) 'Lanczos gamma approximation
'Used in the Beta distribution approximation
Dim y, temp, serial, PI, small As Double
Dim coeff(6) As Double
Dim j As Integer
PI = 3.14159265358979
coeff(0) = 76.18009173
coeff(1) = -86.50532033
coeff(2) = 24.01409822
coeff(3) = -1.231739516
coeff(4) = 0.00120858003
coeff(5) = -0.00000536382
small = 0
If xg < 1 Then
small = xg
y = xg - 1
Else
y = xg - 1
End If
temp = y + 5.5
temp = temp - (y + 0.5) * Log(temp)
serial = 1
For j = 0 To 5
y = y + 1
serial = serial + coeff(j) / y
Next j
If small <> 0 Then 'formula for values of x < 1
RMSGammaln = -temp + Log(Sqr(2 * PI) * serial)
Else
RMSGammaln = -temp + Log(Sqr(2 * PI) * serial)
End If
End Function
And the last one:
Function RMSBetaCF(x2, alpha2, beta2)
'Used to approximate the integral portion of the cumulative Beta distribution
Dim errorf As Double
Dim qap, qam, qab, em, temp, d As Double
Dim bz, bm, bp, bpp As Double
Dim az, am, ap, app, aold As Double
Dim m, MaxIterations As Integer
errorf = 0.0000001
MaxIterations = 1000
bm = 1
az = 1
am = 1
qab = alpha2 + beta2
qap = alpha2 + 1
qam = alpha2 - 1
bz = 1 - qab * x2 / qap
For m = 1 To MaxIterations
em = m
temp = em + em
d = em * (beta2 - em) * x2 / ((qam + temp) * (alpha2 + temp))
ap = az + d * am
bp = bz + d * bm
d = -(alpha2 + em) * (qab + em) * x2 / ((qap + temp) * (alpha2 + temp))
app = ap + d * az
bpp = bp + d * bz
aold = az
am = ap / bpp
bm = bp / bpp
az = app / bpp
bz = 1
If Abs(az - aold) < errorf * Abs(az) Then
GoTo FinalStep
End If
Next m
ErrorStep:
'Error = MsgBox("Either alpha or beta is too big or the maximum iterations are too small for convergence", vbOKOnly, "Problem in RMSBetaCF function")
RMSBetaCF = 1
GoTo Abend
FinalStep:
RMSBetaCF = az
Abend:
'Msg = MsgBox(m & " iterations ", vbOKOnly)
End Function
Any help with this would be greatly appreciated!
Thanks,
Guytz72
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