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[[Category: Excel to Analytica mappings]]
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== AVEDEV(x1'', x2,...'') ==

Analytica equivalents are [[Mean]](x - [[Mean]](x)) and [[Mean]](x - [[Mean]](x, I), I).

== AVERAGE(x1'', x2,...''), AVERAGEA(x1'', x2,...'') ==

''Analytica equivalent is ''
:[[Average]](x, I).

== AVERAGEA==

== AVERAGEIF ==

== AVERAGEIFS ==

== BETADIST(x, alpha, beta'', A, B'') ==

''Analytica equivalents are ''
:[[BetaI]](x, alpha, beta)
and 
:[[BetaI]]((x - A)/(B - A), alpha, beta).

To define a variable as a beta probability distribution, use:
:[[Beta]](alpha, beta'', A, B'')

== BETA.DIST(x, alpha, beta, cumulative'', A, B'') ==

== BETAINV(p, alpha, beta'', A, B'') ==
This is named <code>BETA.INV(p, alpha, beta, A, B)</code> in Excel 2010 , but the equivalent is the same.

Analytica equivalents are [[BetaIInv]](p, alpha, beta) and [[BetaIInv]](p, alpha, beta)*(B - A) + A.

To define a variable as a beta probability distribution, use:
:[[Beta]](alpha, beta'', A, B'')

== BINOMDIST(x, n, p) ==

''Analytica equivalent:''
:[[Prob_Binomial]](x, n, p)

To use this function, add the [[Distribution Densities Library]] to your model.

To define a variable as binomially distributed, use:
:[[Binomial]](n, p)

For the cumulative binomial probability, <code>BINOMDIST(x, n, p, TRUE)</code>, the Analytica equivalent is:
:[[Probability]](Binomial(n, p) <= x)

Note, however, that this is evaluated using sampling, so for small sample sizes there could be some sampling error in the result.

== BINOM.DIST(number_s, trials, probability_s, cumulative) ==

== BINOM.INV(trials, probability_s, alpha) ==

The [[CumBinomialInv]] function found in the <code>"Distribution Densities.ana"</code> library starting with Analytica 4.4.3 provides the equivalent:
:[[CumBinomialInv]](alpha, trials, probability_s)

== CHIDIST(x, dof) or CHISQ.DIST(x, deg_freedom, cumulative) ==

Analytica equivalent for CHIDIST or CHISQ.DIST when cumulative is false:
:[[Dens_ChiSquared]](x, dof)

Equivalent of CHISQ.DIST when cumulative is true:
:[[CumChiSquared]](x, dof)

Both [[Dens_ChiSquared]] and [[CumChiSquared]] are in the [[Distribution Densities Library]].

== CHIINV(p, dof) or CHISQ.INV(p, dof) ==

''Analytica equivalent:''
:2 * [[GammaIInv]](p, dof/2)

== CHISQ.INV.RT(p, dof) ==

== CHITEST(actual,expected) or CHISQ.TEST(actual, expected) ==

For the 1-D case, where «actual» and «expected» are each 1-D, in Analytica these will have a common index, <code>I</code>, and the Analytica equivalent is:
<code>
:{{Local}} n := [[Sum]](1, I);
:{{Local}} chi2 := [[Sum]]((actual - expected)^2/expected, I);
: 1 - [[GammaI]](chi2/2, (n - 1)/2)
</code>

For the 2-D contingency table analysis, with indexes <code>I</code> and <code>J</code>, the equivalent is:
<code>
:{{Local}} n := [[Sum]](1, I, J);
:{{Local}} chi2 := [[Sum]]((actual - expected)^2/expected, I, J);
: 1 - [[GammaI]](chi2/2, (n - 1)/2)
</code>

== CONFIDENCE(alpha, sd, n) or CONFIDENCE.NORM(alpha, sd, n) ==

''Analytica equivalent:''
:[[CumNormalInv]](0.5 + (1 - alpha)/2, 0, sd ) / Sqrt(n)

== CONFIDENCE.T(alpha, sd, n) ==

''Analytica equivalent:''
:[[CumStudentTInv]](alpha/2, n - 1)*sd/Sqrt(n)

''Note'': [[CumStudentTInv]] is in the [[Distribution Densities Library]].

== CORREL(x, y) ==

Analytica equivalents are [[Correlation]](x, y) and [[Correlation]](x, y, I)

Use the first form, without the index, when measuring correlation across the [[Run]] index (e.g., the Monte Carlo uncertainty dimension).

== COUNT(value1'', value2,...''), COUNTA(value1'', value2,...'') ==

''Analytica equivalents'', e.g.,:
:[[Sum]]([[IsNumber]](x), I)
:[[Sum]](x <> Null, I)

== COUNTBLANK ==

The notion of a blank Excel cell does not directly translate, but in Analytica we would generally consider a cell of an array to be blank when its value is [[null]].  Thus, the Analytica equivalent would be:

:[[Sum]](x = null, I)

== COUNTIF(range, criteria) ==

In Excel, this computes the number of cells in range that meet the specified criteria.  The Analytica equivalent is to sum over a Boolean expression expressing the criteria. For example, to count the number of teenagers in an array of Age indexed by People, use:
:<code>Sum(12 < Age AND Age < 20, People)</code>

== COUNTIFS(range1, criteria1'', range2, critieria2, range3, criteria3,...'') ==

Most cases where you would use this function in Excel involve collections of data that are logically 3 or 4 dimensional, but which have to be broken into multiple tables because of Excel's intrinsic restriction to two dimensions.  Hence, multiple ranges are naturally handled via array abstraction without a need for special handling.  

For example, in an array named range with 4 dimensions: I,J,K and L, to count the number of values greater than 55 you would use:

:[[Sum]](range > 55, I, J, K, L)

If the criteria varies along one or more of the dimensions, then your criteria would simply be indexed by that.  For example, if you have separate bounds for each value along ''L'', you would create an array, ''Lb'', indexed by ''L'' and containing the lower bounds, and then use:

:[[Sum]](range > lb,  I, J, K, L)

== COVAR(array1, array2) or COVARIANCE.S(array1, array2) ==

''Analytica equivalent:''
:[[Covariance]](array1, array2,I)

== COVARIANCE.P(array1, array2) ==

''Analytica equivalent:''

:{{Local}} n := [[Sum]](1, I);
:[[Covariance]](array1, array2, I)*(n - 1)/n

== CRITBINOM(alpha, trials, probability_s) ==

The CRITBINOM computes the inverse CDF for a binomial distribution.  The [[CumBinomialInv]] function found in the <code>"Distribution Densities.ana"</code> library starting with Analytica 4.4.3 provides the equivalent:
:[[CumBinomialInv]](alpha, trials, probability_s)

== DEVSQ(number1'', number2,...'') ==

''Analytica equivalents:''
:[[Sum]]((X - [[Mean]](X, I))^2, I)
:[[Variance]](X, I)*([[Sum]](1, I) - 1)

where the numbers are in array «X» indexed by «I».

== EXPONDIST(x, lambda'', cumulative'') or EXPON.DIST(x, lambda'', cumulative'')==

If cumulative is false, the Analytica equivalent is:
:[[Dens_Exponential]](x, 1/lambda)

When cumulative is true, the Analytica equivalent is:
:[[CumExponential]](x, 1/lambda)

''Note'': These functions are in the [[Distribution Densities Library]]

== F.DIST(x, dof1, dof2, cumulative) ==

When «cumulative» is true, the Analytica equivalent is:
:[[CumFDist]](x, dof1, dof2)

When «cumulative» is false:
:[[Dens_FDist]](x, dof1, dof2)

''Note'': [[CumFDist]] and [[Dens_FDist]] are in the [[Distribution Densities Library]]

== FDIST(x, dof1, dof2) or F.DIST.RT(x, dof1, dof2) ==

''The Analytica equivalent is''
:1-[[CumFDist]](x, dof1, dof2)

''Note:'' [[CumFDist]] is the [[Distribution Densities Library]]

== F.INV(p, dof1, dof2) ==

''The Analytica equivalent is:''
:[[CumFDistInv]](p, dof1, dof2)

== FINV(p, dof1, dof2) or F.INV.RT(p, dof1, dof2) ==

''The Analytica equivalent is:''
:[[CumFDistInv]](1 - p, dof1, dof2)

== F.TEST(array1, array2) ==

The Analytica equivalent, assuming «array1» is indexed by «I» and «array2» is indexed by «J» is:

<code>
:{{Local}} F0 := [[Variance]]aArray1, I)/[[Variance]](array2, J);
:{{Local}} F  := [[Max]]([F0,1/F0]);
:2 * (1- [[CumFDist]](F, [[Sum]](1, I) - 1, [[Sum]](1, J) - 1))
</code>

== FISHER(x) ==

''The Analytica equivalent is:''
:[[Ln]]((1 + x)/(1 - x))/2

== FISHERINV(y) ==

''The Analytica equivalent is:''
:{{Local}} e2y := [[Exp]](2*y) Do (e2y - 1)/(e2y + 1)

== FORECAST(x, known_y, known_x) ==

Analytica equivalent (Index «I» an the index in common with «known_x» and «known_y»):
<code>
:{{LocalIndex}} K := ['b', 'm'];
:{{Local}} B := [[Array]](K, [1, known_x]);
:{{Local}} Bx := [[Array]](K, [1, x]);
:[[Sum]]([[Regression]](known_y, B, I, K) * Bx, K)
</code>

== FREQUENCY(data_array, bins_array) ==

Analytica equivalents:
:[[Frequency]](data_array, bins_array)
:[[Frequency]](data_array, bins_array,I)

The second form is used when data_array is indexed by ''I''.  The first form takes the frequency of the uncertain sample, i.e., along the [[Run]] index.

== FTEST(array1, array2) ==

The following [[User-Defined Function]] provides an Analytica equivalent:

 Function FTest(A1: ContextSamp[I], A2 : ContextSamp[J] ; I, J : Index = Run)
 Definition:
   {{Local}} v1 := [[Variance]](A1, I);
   {{Local}} v2 := [[Variance]](A2, J);
   {{Local}} n1 := [[Sum]](1, I);
   {{Local}} n2 := [[Sum]](1, J);
   {{Local}} F := v2/v1;
   1 - [[CumFDist]](F, n1 - 1, n2 - 1)


Add the above [[UDF]] to your model, then you can just use:
:FTest(array1, array2, I, J)
where «I» and «J» are the indexes of «array1» and «array2» respectively.

== GAMMADIST(x, a, b'', cumulative'') or GAMMA.DIST(x, a, b, cumulative) ==

Analytica equivalent of GAMMADIST(x, a, b):
:[[Dens_Gamma]](x, a, b)

Analytica equivalent of GAMMADIST(x, a, b, TRUE):
:[[GammaI]](x, a, b)

To define a variable as uncertain with a gamma probability distribution, use:
:[[Gamma]](a, b)

''Note'': [[Dens_Gamma]] is in the [[Distribution Densities Library]]

== GAMMAINV(p, a, b) or GAMMA.INV(p, a, b) ==

''Analytica equivalent:''
:[[GammaIInv]](p, a, b)

== GAMMALN(x) ==

''Analytica equivalent:''
:[[LGamma]](x)

== GEOMEAN(x1, x2,...) ==

The Analytica equivalent is this [[Statistical Functions and Importance Weighting|statistical function]]:
:Function GeoMean(x : ContextSamp[I] ; I : Index = Run)
:Definition: [[Exp]]([[Mean]]([[Ln]](x), I))

== GROWTH ==
== HARMEAN(x1'', x2,...'') ==

Given an array «x» indexed by «I», the Harmonic mean in Analytica is computed as:
:[[Sum]](1, I)/[[Sum]](1/x, I)

== HYPGEOMDIST(sample_s, number_sample, population_s, number_pop) ==

The Analytica equivalent is:
:[[Prob_HyperGeometric]](sample_s, number_sample, population, number_pop)

== HYPGEOM.DIST(sample_s, number_sample, population_s, number_pop, cumulative) ==

When «cumulative» is false, the Analytica equivalent is:
:[[Prob_HyperGeometric]](sample_s, number_sample, population, number_pop)

When «cumulative» is true, the Analytica equivalent is:
:[[Sum]]([[Prob_HyperGeometric]](0..sample_s, number_sample, population, number_pop))

== INTERCEPT(known_y, known_x) ==

Assume «known_y» and «known_x» share index «I».  The Analytica equivalent is:
:Index K := ['b', 'm'];
:Regression(known_y, Array(K, [1, known_x]), I, K) [K = 'b']

== KURT(number1'', number2,...'') ==

"Analytica equivalents:''
:[[Kurtosis]](X)
':[[Kurtosis]](X,I)

== LARGE(array, k) ==

Assume ''array'' is indexed by I.   One possible Analytica equivalent is:
:{{Local}} n := [[Sum]](1, I);
:X[I = [[ArgMax]]([[Rank]](array, I) = n + 1- k, I)]

== LINEST ==
== LOGEST ==
== LOGINV(p, lm, lsd) ==

''The Analytica equivalent is:''
:[[CumLogNormalInv]](p, [[Exp]](lm), [[Exp]](lsd))

== LOGNORMDIST(x, lm, ls) ==

''The Analytica equivalent is:''
:[[CumLogNormal]](x, [[Exp]](lm), [[Exp]](ls))

== LOGNORM.DIST(x, lm, ls, cumulative) ==

When «cumulative» is true, the Analytica equivalent is
:[[CumLogNormal]](x, [[Exp]](lm), [[Exp]](ls))

When «cumulative» is false, the Analytica equivalent is
:[[Dens_LogNormal]](x, [[Exp]](lm), [[Exp]](ls))

''Note: [[Dens_LogNormal]] and [[CumLogNormal]] are in the '''Distribution Densities''' library''.

== LOGNORM.INV(p, lm,  ls) ==

''The Analytica equivalent is:''
:[[CumLogNormalInv]](p, [[Exp]](lm), [[Exp]](ls))

''Note'': [[CumLogNormalInv]] is in the [[Distribution Densities Library]].

== MAX(number1'', number2,...'') or MAXA(number1'', number2,...'')==

When MAX is applied in Excel to individual numbers, the Analytica equivalent is:
:[[Max]]( [number1, number2, ...] )
Take note of the square brackets.

When MAX is used in Excel by providing it with a range of cells, the Analytica equivalent is 
:[[Max]](A,I)
where «A» is the array of values (analogous to Excel's range) and «I» is the index to take the max over.  In the two-D case, where you want the Max over a 2-D region, this becomes:
:[[Max]](A, I, J)

In Excel, MAX ignores text (non-numbers) while MAXA does not.  To ignore non-numbers, use the optional «ignoreNonNumbers» parameter:
:[[Max]](A, I, ignoreNonNumbers: true)

== MEDIAN(number1'', number2,...'') ==

When MEDIAN is applied in Excel to individual numbers, the Analytica equivalent is:
:Index x := [number1, number2,...];
:[[GetFract]](x, 0.5, x)

In the more usual case, when MEDIAN is used in Excel by providing it with a range of cells, the Analytica equivalent is 
:[[GetFract]](A, 0.5, I)
where «A» is the array of values (analogous to Excel's range) and «I» is the index to take the median over.

== MIN(number1'', number2,...'') and MINA(number1'', number2,...'') ==

When MIN or MINA is applied in Excel to individual numbers, the Analytica equivalent is:
:[[Min]]([number1, number2,...])
Take note of the square brackets.

When MIN or MINA is used in Excel by providing it with a range of cells, the Analytica equivalent is 
:[[Min]](A, I)
where «A» is the array of values (analogous to Excel's range) and «I» is the index to take the minimum over.  In the two-D case, where you want the minimum over a 2-D region, this becomes:
:[[Min]](A, I, J)

In Excel, MIN ignores text and non-numbers, while MINA does not.  To ignore text, etc., use the optional «ignoreNonNumbers» parameter:
:[[Min]](A, I, ignoreNonNumbers: true)

== MODE(range) ==

Assuming the values in Analytica are in an array «A» indexed by «I», the equivalent is:
:[[Index..Do|Index]] V := [[Unique]](Va1,Va1);
:[[ArgMax]]([[Frequency]](Va1, V, Va1),V)

== MODE.MULT(x1'', x2,...'') ==

== MODE.SNGL(x1'', x2,...'') ==

== NEGBINOMDIST ==
== NORMDIST(x, mean, standard_dev'', cumulative'') ==

If «cumulative» = True, the Analytica equivalent is:
:[[CumNormal]](x, mean, standard_dev)

If «cumulative» = False, the Analytica equivalent is:
:[[Dens_Normal]](x, mean, standard_dev)

Note that to use [[Dens_Normal]], you must include the distribution densities library in your model.

== NORMINV(p, mean, standard_dev) ==

''Analytica equivalent:''
:[[CumNormalInv]](p,mean,standard_dev)

== NORMSDIST(z) ==

''Analytica equivalent:''
:[[CumNormal]](z)

== NORMSINV(p) ==

''Analytica equivalent:''
:[[CumNormalInv]](p)

== PEARSON(array1, array2) ==

''Analytica equivalent:''
:[[Correlation]](array1, array2, I)

where the data points in «array1» and «array2» both are indexed by «I».


== PERCENTILE(array, p) ==

Assume that the array of values is indexed by «I».  Then the Analytica equivalent is:
:[[GetFract]](array, p, I)

== PERCENTRANK(array, x'', significance'') ==

Returns the rank of a value in a data set as a percentage of the data set.  The optional parameter, «significance», defaults to 3 in Excel.  Assume your array is ''A'' and is indexed by ''I''.  If you want the percent rank for all elements of ''A'' to full precision use:

:([[Rank]](A, I) - 1)/([[Size]](I) - 1)

If you want the percent rank for all elements, but only to the indicated significance, use:
:[[Floor]](([[Rank]](A, I) - 1)/([[Size]](I) - 1), significance)

If you want to get the percent rank of a single element, use:
:[[Floor]]([[Sum]](A < x, I)/([[Size]](I) - 1), significance)

== PERMUT(n, k) ==

Analytica equivalent:
:[[Permutations]](n, k)

== POISSON(x, mean, cumulative) ==

When «cumulative is <code>false</code>, the Analytica equivalent is
:[[Prob_Poisson]](x, mean)

When «cumulative» is <code>true</code>, the Analytica equivalent is
:[[CumPoisson]](x, mean)

In Analytica models, you'll often use the [[Poisson]] distribution function directly, rather than evaluating the probability or cumulative probability at a given point.

== PROB(x_range, prob_range, lower_limit'', upper_limit'') ==

In Analytica, «x_range» and «prob_range» will share an index, call it «I».  When «upper_limit» is not specified, then the Analytica equivalent is:
:[[Sum]](prob_range * (lower_limit <= x_range ), I)

When «upper_limit» is specified, this becomes
:[[Sum]](prob_range * (lower_limit <= x_range and x_range <= upper_limit), I)

== QUARTILE(array, quart) ==

Analytica equivalent, where «array» is assumed indexed by «I»:
:[[GetFract]](array, quart/4, I)

== RANK(number, range'', order'') ==

Assume in Analytica that the array identified by «range» is indexed by ''I''.  Then when «order» is non-zero, the Analytica equivalent is:
:[[Rank]](range, I, type: -1)[I = number]

When «order» is omitted or zero in Excel, the Analytica equivalent is:
:[[Rank]](-range, I, type: 1)[I = number]

== RSQ(known_y, known_x) ==

Analytica equivalent:
:[[Correlation]](known_y, known_x, I)^2

== SKEW(number1'', number2,...'') ==

Analytica equivalent (assume the numbers are in array ''X'', indexed by ''I''):
:[[Skewness]](X, I)

When ''X'' is an uncertain distribution, indexed by [[Run]], the equivalent is:
:[[Skewness]](X)

== SLOPE(known_y, known_x) ==

Assume ''known_y'' and ''known_x'' share index ''I''.  The Analytica equivalent is:
:[[Index]] K := ['b', 'm'];
:[[Regression]](known_y, [[Array]](K, [1, known_x]), I, K) [K = 'm']

== SMALL(array, k) ==

Assume «array» is indexed by ''I''.   One possible Analytica equivalent is:
:X[I = [[ArgMax]]([[Rank]](array, I) = k, I)]


== STANDARDIZE(x, m, sd) ==

''Analytica equivalent:''
:(x-m)/sd

== STDEV(number1'', number2,...'') ==

Analytica equivalent (assume that the numbers are in array «X» indexed by «I»):
:[[SDeviation]](X, I)

== STDEVP ==

Analytica equivalent (assume that the numbers are in array «X» indexed by «I»):
:[[SDeviation]](X, I) * ([[Sum]](1, I) - 1)/[[Sum]](1, I)

== STEYX(known_ys, known_xs) ==

To express the Analytica equivalent, we recommend first introducing an index and a function to your model:
:[[Index]] Bm := ['b', 'm']
:Function Basis_Bm(x) := [[Table]](Bm)(1, x)

These functions make simple ''y = m*x + b'' linear [[Regression|regression]] very convenient.  With these, the equivalent is, assuming the common index between «known_ys» and «known_xs» is ''I'':

:{{Local}} c := [[Regression]](known_ys, Basis_Bm(known_xs), I, Bm);
:known_ys - [[Sum]](c * Basis_Bm(known_xs), Bm )

== TDIST(x, dof, tails) ==

''The Analytica equivalent is:''
:tails * (1 - [[CumStudentT]](x, dof))

== TINV(p, dof) ==

''Analytica equivalent:''
:[[CumStudentTInv]](1 - p/2, dof)

Excel has a strange notion of a 2-tailed Student-T distribution, which basically multiplies the probability by 2.  See its TDIST function.  TINV seems to do the inverse of this 2-tailed case, which leads to this strange equivalence.

== TREND(known_y'', known_x, new_x, const'') ==

Assume that the data in «known_y» and «known_x» are indexed by index ''I'', and the points in «new_x» are indexed by ''J''.  Also assume that const is 0 (false) for a ''y = m*x + b'' curve, and 1 (true) for a ''y = m*b'' fit.  Then the Analytica equivalent is:
:[[Index..Do|Index]] K := ['b', 'm'];
:[[Sum]]([[Regression]](known_y, Array(K, [not const, known_x]), I, K) * Array(K, [not const, new_x]), K)

The result is the set of predicted «new_y» values, indexed by ''J''.

== TRIMMEAN(array, percent) ==

Assume the array is indexed by ''I''.  The Analytica equivalent is
:{{Local}} n := [[Sum]](1, I);
:[[Mean]]( A[I = [[SortIndex]](A, I)], I, w: @I > percent*n/2 and @I < n + 1 - (percent*n/2))

== TTEST ==
== VAR(number1'', number2,...'') ==

Analytica equivalent (assume numbers are in array «X» indexed by «I»):
:[[Variance]](X, I)

== VARP ==

Analytica equivalent (assume numbers are in array «X» indexed by «I»):
:[[Variance]](X, I) * ([[Sum]](1, I) - 1)/[[Sum]](1, I)

== WEIBULL(x, alpha, beta, cumulative) ==

When <code>cumulative = false</code>, the Analytica equivalent is:
:[[Dens_Weibull]](x, alpha, beta)

When <code>cumulative = true</code>, the Analytica equivalent is:
:[[CumWeibull]](x, alpha, beta)

== ZTEST ==

==See Also==
* [[Excel to Analytica Mappings]]