C＃模仿Excel SLOPE功能

Question

我试图计算两个数据列表的斜率。您可以使用SLOPE功能在EXCEL中轻松计算出来。 =SLOPE(A1:A100, B1:B100)。我试图在C＃WinForm中模仿这个功能。这是我的代码，它可以计算一些东西，但不能从Excel函数中获得正确的数字。请帮我在这里找到错误。非常感谢！

private double Getslope(List<double> ProductGrossExcessReturnOverRFR, List<double> primaryIndexExcessReturnOverRFR, int months, int go_back = 0)
{
    double slope = 0;
    double sumx = 0, sumy = 0, sumxy = 0, sumx2 = 0;
    for (int i = ProductGrossExcessReturnOverRFR.Count - 1 - go_back; i > ProductGrossExcessReturnOverRFR.Count - (1 + months + go_back); i--)
    {
        sumxy += ProductGrossExcessReturnOverRFR[i] * primaryIndexExcessReturnOverRFR[i];
        sumx += ProductGrossExcessReturnOverRFR[i];
        sumy += primaryIndexExcessReturnOverRFR[i];
        sumx2 += ProductGrossExcessReturnOverRFR[i] * ProductGrossExcessReturnOverRFR[i];      
    }

    return slope = 1 / (((sumxy - sumx * sumy / months) / (sumx2 - sumx * sumx / months)));
}

测试数据：
{1.085231224, 2.335034309, 0.346667278}和
如果使用{3.185231224,3.705034309 , -0.883332722}函数在Excel中计算，=SLOPE的斜率应为0.3373。但我的代码以某种方式产生0.47 ......

Answer 1

我认为你的公式错了

根据Excel文档，SLOPE的公式是

另请注意，函数的第一个参数是y值。

目前还不清楚goback和months的适用方式，但看起来可能会有效：

private double Getslope(List<double> ProductGrossExcessReturnOverRFR, 
                        List<double> primaryIndexExcessReturnOverRFR, 
                        int months, 
                        int go_back = 0)
{
    // calc # of items to skip
    int skip = ProductGrossExcessReturnOverRFR.Count - go_back - months;

    // get list of x's and y's
    var ys = ProductGrossExcessReturnOverRFR.Skip(skip).Take(months);
    var xs = primaryIndexExcessReturnOverRFR.Skip(skip).Take(months);

    // "zip" xs and ys to make the sum of products easier
    var xys = Enumerable.Zip(xs,ys, (x, y) => new {x = x, y = y});

    double xbar = xs.Average();
    double ybar = ys.Average();

    double slope = xys.Sum(xy => (xy.x - xbar) * (xy.y - ybar)) / xs.Sum(x => (x - xbar)*(x - xbar));

    return slope;
}