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/**
 * 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;
}