Statistical functions with E-Basic?

[Ignacio Valdes]

Here you go. This will calculate z and ordinate in e-prime given a
particular p. -- IV

'The following tests the P2Z and Ordinal functions

' Author: Ignacio Valdes, MD, MS

' 3/17/05

'

' The two functions: P2Z and Ordinal calculates the

' z-statistic given a p value and Ordinal calculates

' the Ordinate when given a z statistic value.

'

Dim P,Z,R,crlf,i,j As Variant

crlf = Chr(13) + Chr(10)

j = 0

For i = 0 to 10

   R = R & "p: " & j & " z: " & P2Z(j) & " O: " & Ordinal(P2Z(j)) &
crlf

   j = j + 0.1

Next i

MsgBox "R: " & R



' Calculate the ordinal value given a z value.

' Equation is 0(x)=[1/sqrt(2*pi)]*e^-(x^2)/2

Function Ordinal(x)

   Dim n As Variant

   n = exp(-(x*x)/2)

'  MsgBox "x: " & x & " n: " & n

   Ordinal = 0.39894228 * n

End Function



Function P2Z(P)

' THIS SUBROUTINE COMPUTES THE Z-VALUE ASSOCIATED WITH A

' P-VALUE

' P MUST BE IN THE RANGE 0.0 < P < 1.00

' Y IS THE Z-SCORE RETURNED FROM THE SUBROUTINE

'

' THE ALGORITHM IS APPROXIMATE AT P= .99975 TO 4 DECIMAL PLACES

' IN Z.

'---------------------------------------------------------------------------

'

   Dim RA1, RA2, RA3, RB0, RB1, RB2, RB3, RC0, RC1, RC2, RC3, RD0,
RD1, RD2, _

     RD3, RE0, RE1, RE2, RE3, RF0, RF1, RF2, RF3, RG0, RG1, RG2, RG3,
RH0, _

	RH1, RH2, RH3, X, Y, Z, Z2, SIGMA, RA, RF, RB, W, SD, WI, SN, SQRT2
As Variant

       RA1=-.5751703 :RA2=-1.896513 :RA3=-.05496261

       RB0=-.1137730 :RB1=-3.293474 :RB2=-2.374996

       RB3=-1.187515

       RC0=-.1146666 :RC1=-.1314774 :RC2=-.2368201

       RC3=.05073975

       RD0=-44.27977 :RD1=21.98546 :RD2=-7.586103

       RE0=-.05668422 :RE1=.3937021 :RE2=-.3166501

       RE3=.06208963

       RF0=-6.266786 :RF1=4.666263 :RF2=-2.962883

       RG0=.0001851159 :RG1=-.002028152

       RG2=-.1498384 :RG3=.01078639

       RH0=.09952975 :RH1=.5211733

       RH2=-.06888301

       SQRT2=1.414214

       X=1.0-P-P

      SIGMA=1.0

       IF (X < 0) Then

		SIGMA=-SIGMA

	  End If

	  Z=ABS(X)

       IF (Z > .85) Then

		Z2=Z*Z

       	RF=Z+Z*(RB0+RA1*Z2/(RB1+Z2+RA2/(RB2+Z2+RA3/(RB3+Z2))))

       Else

	    RA=1.0-Z

         RB=Z

' ------------ P IS BETWEEN .85 AND 1.0

         W=SQR(-LOG(RA+RA*RB))

		If W >= 4.0 Then

' ------------ W > 4.0 APPROX. BY FUNC. IN 1/W.

		  WI=1.0/W

           SN=((RG3*WI+RG2)*WI+RG1)*WI

           SD=((WI+RH2)*WI+RH1)*WI+RH0

           RF=W+W*(RG0+SN/SD)

		Else If W >= 2.5 Then

			SN=((RE3*W+RE2)*W+RE1)*W

     		SD=((W+RF2)*W+RF1)*W+RF0

     		RF=W+W*(RE0+SN/SD)

           Else

' ----------- 1.13222 < W < 2.5 APPROX. BY FUNC. IN W.

			SN=((RC3*W+RC2)*W+RC1)*W

       		SD=((W+RD2)*W+RD1)*W+RD0

       		RF=W+W*(RC0+SN/SD)

		  End If

		End If

	  End If



	  Y=SIGMA*RF

       Y=-SQRT2*Y

	  P2Z = Y

End Function