EasyFitXL makes a number of new high-performance worksheet functions available
to Excel users. These functions can be applied in any worksheet on a computer with
a licensed copy of EasyFit installed.
Note for Excel 2010 and 2007 users: EasyFitXL supports the multi-threaded calculation
feature of the latest Excel versions, enabling you to decrease the calculation
times on multi-core computers.
Function Names and Arguments
The following table lists the worksheet functions supported by EasyFitXL:
To obtain the function name and the argument list for a particular distribution:
replace "distribution" with the specific distribution code name;
replace "parameters" with the actual list of distribution parameters
(semicolon-separated); note that the parameters should be specified
in the same order as described in this manual
(see continuous and
discrete
distributions);
replace "x" and "P" with the function-specific argument values.
Some of the functions listed above are not available for some specific
distributions. For instance, the Hazard Function and the Inverse CDF
are only available for continuous distributions. Please refer to
the documentation on particular distributions
for information on which functions are supported.
The functions work in the same way as the standard Excel functions —
you can combine them, use in more complex formulas, use cell references instead
of constant argument values etc.
Distribution Fitting
The DistFit(Distribution;Data;[Options])
function lets you estimate the parameters of a specified distribution. This function accepts three arguments:
Distribution is the
code name of the distribution
you want to fit to your data (e.g. "Weibull");
Data is the input data set you want to analyze
— this can be either a cell range reference (A1:C10) or an array
({1, 4.5, 7, 3.2, 6});
Options is an optional text parameter allowing to set some of the
distribution parameters to fixed values to prevent them from being estimated.
For example, specifying "gamma=0" when fitting the Gamma
distribution will force EasyFitXL to set =0 and fit
the two-parameter Gamma distribution (it will only estimate the
and parameters). Note that this option only works with
specific distributions and specific parameters — please refer to the documentation
on supported continuous and
discrete distributions to
learn which options can be specified.
Return Value:
on success, DistFit returns the resulting model as text in
the form "Distribution(parameters)" which can be passed to other functions
such as DistPdf, DistCdf etc. to perform specific calculations
using the selected model (see examples below);
on failure, DistFit returns an error message as text.
Note: If the distribution fitting process takes too much time, DistFit will display
the progress indicator in the caption of the Excel window. You can cancel the operation
by pressing the Esc key — in this case DistFit will return "No fit".
Using the Function Wizard
To insert a particular function into the current worksheet, click the
Insert Function icon, and select one of the
following categories depending on the function type you want to
insert:
Category Name
Functions in a Category
EasyFitXL (Functions)
Fit,Pdf,Cdf,Surv,Haz,CumHaz,Inv
EasyFitXL (Random Numbers)
Rand
EasyFitXL (Statistics)
Mode,Mean,Var,Stdev,Skew,Kurt
Excel will update the function list depending on the category you select.
Choose a function and proceed to the next step. Excel will display a dialog
where you can specify the function arguments. Click OK
to insert the function you selected into the worksheet.
Examples
The following examples highlight the various aspects of using worksheet functions:
Excel Formula
Value
Description
=DistFit("Logarithmic"; A1:A10)
Logarithmic(0.834208)
Fitting the Logarithmic
distribution to a data set passed in as a reference. Assuming the data
set {1,3,6,5,1,1,1,8,1,1} is contained in cells A1:A10, the resulting
model will have parameter =0.834208.
=DistFit("Exp"; A1:B5; "gamma=0")
Exp(0.004876)
Fitting the Exponential
distribution to a data set passed in as a reference. The third argument
"gamma=0" indicates that the location parameter
is set to a fixed value of 0, and the one-parameter Exponential distribution
is fitted. Assuming the data set {362,33,588,149,151,122,34,350,123,139} is
contained in cells A1:B5, the resulting model will have parameter
=0.004876.
=DistFit("Exp"; A1:B5)
Exp(0.005811; 33.0)
Fitting the Exponential
distribution to a data set passed in as a reference. The data set used in this example
is the same as in the previous one. Since the third function argument is
omitted, all distribution parameters are estimated. The resulting model has parameters
=0.005811, =33.
=DistFit("DUniform"; {1,2,3,4,5,6})
DUniform(1; 6)
Fitting the Discrete Uniform
distribution to a data set {1,2,3,4,5,6} passed in as an array. The resulting model
has parameters a=1, b=6.
=NormalPdf(0.5; 1; 0)
0.352065
PDF of the Normal
distribution with parameters =1,
=0 calculated at x=0.5.
=DistCdf("Normal(1;0)"; 2)
0.97725
CDF of the Normal
distribution with parameters =1,
=0 calculated at x=2.
=DistPdf(DistFit("DUniform"; {1,2,3,4,5,6}); 3)
0.166667
First, the Discrete Uniform
distribution is fitted to a data set {1,2,3,4,5,6} passed in as an array. Then,
the PDF of the resulting model is evaluated at x=3.
=WeibullInv(0.75; 1.5; 2; 0.5)
2.986568
Inverse CDF of the Weibull
distribution with parameters =1.5, =2,
=0.5 calculated at P=0.75.
=GammaVar(3; 2)
12
Variance of the Gamma
distribution with parameters =3, =2.
Note that GammaVar takes two arguments, while the Gamma distribution,
in general, has three parameters. In this case, the third parameter
(gamma) will be assigned 0. This applies to all
non-negative
distributions which have the location parameter :
you can simply omit this parameter if it equals zero.
=ExpMean(0)
#VALUE!
Mean of the Exponential
distribution with parameter =0.
The value cannot be calculated because the
parameter of this distribution must be greater than zero.
=DistMode("Binomial(25;0.2)")
5
Mode of the Binomial
distribution with parameters n=25, p=0.2.
=DistSkew("Pareto(5;1)")
4.64758
Skewness of the Pareto
distribution with parameters =5, =1.
=PoissonRand(10)
Random numbers from the Poisson
distribution with parameter =10.
The function value will change every time the worksheet is recalculated.
You can force Excel to recalculate the current worksheet by pressing F9.