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75 | /**
* Program by Jim Shapiro, Ph.D.
* 2021-07-29
* Boulder, CO 80301-5013
*
* If you copy this file, please include this header. If you modify the code, please
* note the modifications.
*/
/**
* Calculates the internal rate of return of a series of expenses and incomes and returns IRRCC
*
* @param {range} ar the range of the amounts and dates
* @return {number} IRRCC
*/
function IRRCC(ar) {
var have_pos = false, have_neg = false, iterations = 100, epsilon = 1.0e-8, result;
for (i = 0; i < ar.length; i++) {
if (ar[i][0] > 0.0) {
have_pos = true;
if (have_neg) {
break;
}
} else if (ar[i][0] < 0.0) {
have_neg = true;
if (have_pos) {
break;
}
}
}
if (have_neg && have_pos){
var u = 0.0, converged = false;
var base_time = new Date(ar[0][1]).getTime(), this_time;
const years = [];
for (j = 0; j < ar.length; j++) {
this_time = new Date(ar[j][1]).getTime();
years[j] = (this_time - base_time) / (365.25 * 24 * 3600 * 1000);
}
for (i = 0; i < iterations; i++) {
var pos = 0.0, d_pos = 0.0, neg = 0.0, d_neg = 0.0;
for (j = 0; j < ar.length; j++) {
var an_amount = ar[j][0], a_time = years[j];
var tmp = an_amount * Math.exp(u * a_time);
if (an_amount > 0.0) {
pos += tmp;
d_pos += tmp * a_time;
} else {
neg -= tmp;
d_neg -= tmp * a_time;
}
}
var delta = Math.log(neg / pos) / (d_neg / neg - d_pos / pos);
u -= delta;
if (Math.abs(delta) < epsilon) {
converged = true;
break;
}
}
if (converged) {
result = -u;
} else {
result = "No convergence";
}
} else {
result = "Bad data";
}
return result;
}
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