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Advanced Excel for Scientific Data Analysis 1st Edition
Robert De Levie Digital Instant Download
Author(s): Robert de Levie
ISBN(s): 9780195170894, 019517089X
Edition: 1
File Details: PDF, 11.70 MB
Year: 2004
Language: english
New Text
Advanced Excel®
for Scientific Data Analysis
This page intentionally left blank
Advanced Excel®
for Scientific Data Analysis
Robert de Levie
OXFORD
UNIVERSITY PRESS
2004
OXFORD
UNIVERSITY PRESS
Disclaimer
Neither the author nor the publisher of this book are associated with Microsoft Corporation.
While Oxford University Press takes great care to ensure accuracy and quality of these mate-
rials, all material is provided without any warranty whatsoever, including, but not limited to,
the implied warranties of merchantability or fitness for a particular purpose.
Excel and Visual Basic are either registered trademarks or trademarks of Microsoft Corpora-
tion in the United States andlor other countries. The product names and services are used
throughout this book in editorial fashion only and for the benefit of their companies. No such
use, or the use of any trade name, is intended to convey endorsement or other affiliation with
the book.
9 8 7 6 5 432 1
Printed in the United States of America
on acid-free paper
Preface
This book will take you, my reader, beyond the standard fare of Excel. This is
why the title starts with the word "advanced". This book is not a primer, and famili-
arity with Excel is presumed. You will learn how to make the spreadsheet do your
bidding, not so much by prettying up its display, but by exploiting its considerable
computational prowess to the fullest, and by adding to it with custom functions and
custom macros where necessary. If Excel's built-in least squares facilities don't
provide the covariance, don't handle statistical weights, don't supply orthogonal
polynomials, or lack special tools for equidistant data, this book will show you how
to make those tools. If Excel's fast Fourier transform routine is cumbersome, replace
it, and go from there to perform time-frequency analysis. If you want to use the
Runge-Kutta method, write a custom function to do so. If you need a deconvolution,
there are several macros to perform it, in addition to the direct spreadsheet approach.
The focus of this book is on the numerical analysis of experimental data such as
are encountered in the physical sciences. Data analysis is nowadays often performed
with one of two approaches, least squares or Fourier transformation, which therefore
form the core of this book, occupying chapters 2 through 6. Sometimes, theory does
not furnish explicit expressions for our models, in which case the experiments must
be compared with the results of numerical simulations, as briefly discussed in chap-
ter 7. Then follows a short discussion of macros, while the final chapters round out
the book with an annotated tour of its custom macros.
The material is illustrated with practical examples. In cases where the back-
ground of some of the methods used may be hard to find, short explanations have
been included. Throughout this book, the objective is to make math a convenient
scientific tool rather than an obstacle. You should know what a square root means,
and have access to a tool (such as a table oflogarithms, a slide rule, a calculator, or a
computer) to find it, rather than have to learn (as yours truly once did) how to evalu-
ate it by hand, with pencil and paper. That, incidentally, turned out to be a thor-
oughly useless skill, and was promptly forgotten. It is useful as well as intellectually
satisfying to know how to design an engine, but it is not needed for safe driving. In
the same sense, you need not know all theorems, conjectures, and lemmas underly-
ing your mathematical tools in order to reap their benefits, as long as you understand
what you are doing. Where, nonetheless, math is displayed in this book, often at the
beginning of a chapter or section, it is used as a convenient shorthand for those who
can read its precise and compact language, but it seldom requires you to execute the
corresponding mathematical operation. In other words, you can skip the math if,
otherwise, it would scare you away. On second reading, the math may not even look
so frightening any more. At any rate, there are many more figures in this book than
equations.
*****
Books are as much defined by what they are not as by what they are, and a pro-
spective reader should know the score. This book offers no templates, since the idea
is not to provide canned solutions but, instead, to illustrate how solutions can be
created. While the macros listed in this book have a fairly general usefulness and
applicability, they are primarily meant as examples, and you are encouraged to
R. de Levie, Advanced Excel for scientific data analysis
modifY them for your own purposes, and even to scavenge them for useful ideas and
parts.
Furthermore, this book is neither an introduction to Excel or VBA, nor a text-
book on the mathematical basis of scientific data analysis. There are already some
good introductions to scientific uses of Excel on the market, and this book will build
on them. There are also numerous books on VBA (which stands for Visual Basic for
Applications, the computer language used in Excel custom functions and macros)
that go into much more detail than could possibly be incorporated here, and many
excellent books on statistics, on Fourier transformation, and on numerical simula-
tion, the three main scientific applications discussed in the present book. Recom-
mended books on each of these subjects are listed at the end of the relevant chapters.
What the present book offers instead is an attempt at synthesis of these various
areas, illustrating how many numerical problems can be fitted comfortably in the
convenient, user-friendly format of the spreadsheet. As such, this book should be
suitable for use by any scientist already familiar with Excel. Because it retains its
primary focus on science, it can also be used as text for an introductory course in
scientific data analysis, especially when combined with student projects.
While an effort has been made to make this book as broadly useful as possible,
and to incorporate examples from different areas, my own background as a physical
and analytical chemist will unavoidably show. Readers who are not chemists will
still recognize the general, more widely applicable approach and features involved in
many of these examples.
*****
Idiosyncratic notation has been kept to a minimum, with three exceptions. The
notation 2 (3) 17 is used as convenient shorthand for the arithmetic progression 2, 5,
8, 11, 14, 17 (i.e., starting at 2, with increment 3, ending at 17). The linking symbol
u is used to indicate when keys should be depressed simultaneously, as in AltuFll or
CtrluAltuDel. (Since the linking sign is not on your standard keyboard, you will not
be tempted to press it, as you might with a plus sign.) And the symbol 0 will iden-
tifY deconvolution, complementing the more usual symbol <8l for convolution.
*****
This book can be read at several levels. It can serve as a brief, illustrated intro-
duction to least squares, Fourier transformation, and digital simulation, as used in the
physical sciences. For those interested in simply using its macros (which provide a
useful set of auxiliary tools for solving a few standard scientific problems on a
spreadsheet), it illustrates their modes of operation, their strengths, and their defi-
ciencies. And for those who want the spreadsheet to solve other scientific problems,
the fully documented macros can serve as examples and possible starting points for
novel applications.
Here is how this book is organized. After the introduction, three chapters are de-
voted to least squares methods, used here almost exclusively as a data-fitting tool.
Least squares methods are nowadays used routinely for describing experimental data
in terms of model parameters, for extracting data from complex data sets, for finding
their derivatives, and for a host of other manipulations of experimental data, and
chapters 2 through 4 illustrate some of these applications. The guiding principle has
been to relegate most of the mathematical manipulations to macros and, instead, to
focus on how to use these tools correctly.
Preface
It is well-nigh impossible to write a book of this type and length without some
typos and even outright errors, and the present volume will be no exception. I will be
grateful to receive comments and suggested corrections at my e-mail address: rde-
[email protected]. I intend to post corrections and updates on the above web site.
Copyright credits
The following copyright holders graciously provided permission to use data or
verbatim quotes. Data from Y. Bard in Nonlinear Parameter Estimation, copyright
© 1974, Academic Press, are used by permission. Data from L. M. Schwartz & R. 1.
Gelb are reprinted with permission from Anal. Chem. 56 (1984) 1487, copyright
1984 American Chemical Society. Likewise, data from 1. 1. Leary & E. B. Messick
are reprinted with permission from Anal. Chem. 57 (1985) 956, copyright 1985
American Chemical Society. Data from R. D. Verma published in J. Chem. Phys. 32
(1960) 738 are used with permission of the American Institute of Physics. Data from
W. H. Sachs are reprinted with permission from Technometrics 18 (1976) 161, copy-
right 1976 by the American Statistical Association, all rights reserved. Data from G.
N. Wilkinson in Biochem. J. 80 (1961) 324 are reproduced with permission, © the
Biochemical Society. Data from G. R. Bruce & P. S. Gill in J. Chem. Educ. 76
(1999) 805, R. W. Schwenz & W. F. Polik in J. Chem. Educ. 76 (1999) 1302, S.
Bluestone in J. Chem. Educ. 78 (2001) 215, M.-H. Kim, M. S. Kim & S.-Y. Ly in J.
Chem. Educ. 78 (2001) 238, are used with permission from the Journal of Chemical
Education; Division of Chemical Education, Inc. Permission to quote data from E. S.
Eppright et aI., World Rev. Nutrition Dietetics 14 (1972) 269 was granted by its
copyright holder, S. Karger AG, Basel. Data from the 2000 book Modern Analytical
Chemistry by D. Harvey are reproduced with permission of The McGraw-Hill Com-
panies. Finally, material from N. R. Draper & H. Smith in the 2 nd edition of their
book Applied Regression Analysis, copyright © 1998; from D. M. Bates & D. G.
Watts, Nonlinear Regression Analysis and Application, copyright © 1988; and from
K. Conners, Chemical Kinetics, the Study of Reaction Rates in Solution, copyright ©
1990; is used by permission of John Wiley & Sons, Inc.
About the author
Robert de Levie is the author of more than 150 papers in analytical and electro-
chemistry, of an early Spreadsheet Workbook for Quantitative Chemical Analysis,
McGraw-Hill, 1992; of a textbook on the Principles of Quantitative Chemical
Analysis, McGraw-Hill 1997; of an Oxford Chemistry Primer on Aqueous Acid-Base
Equilibria and Titrations, Oxford University Press, 1999; and, most recently, of
How to Use Excel in Analytical Chemistry, Cambridge University Press, 2001. He
can be reached at rdelevie @ bowdoin.edu.
He was born and raised in the Netherlands, earned his Ph.D. in physical chemis-
try at the University of Amsterdam, was a postdoctoral fellow with Paul Delahay in
Baton Rouge LA, and for 34 years taught analytical chemistry and electrochemistry
at Georgetown University. For ten of those years he was the US editor of the Journal
of Electroanalytical Chemistry. Now an emeritus professor, he lives on Orr's Island,
and is associated with Bowdoin College in nearby Brunswick ME. He can be
reached at [email protected].
Contents
1 Survey ofExcel 1
1.1 Spreadsheet basics 1
1.2 Making 2-D graphs 4
1.3 Making 3-D surface graphs 10
1.4 Making surface maps 13
1.5 Making movies 16
1.6 Printing, copying, linking & embedding 18
1.7 Setting up the spreadsheet 20
1.7.1 Data Analysis Toolpak 20
1.7.2 Solver 20
1.7.3 VBA Help File 21
1.7.4 Additional macros 21
1.7.5 Additional files 22
1.7.6 Commercial tools 22
1.7.7 Choosing the default settings 23
1.8 Importing data 25
1.9 Error messages 25
1.10 Help 26
1.11 Functions, subroutines & macros 26
1.11.1 Custom functions 27
1.11.2 Custom subroutines & macros 28
1.12 An example: interpolation 29
1.13 Handling the math 37
1.13.1 Complex numbers 37
1.13.2 Matrices 38
1.14 Handling the funnies 40
1.14.1 The binomial coefficient 40
1.14.2 The exponential error function complement 41
1.15 Algorithmic accuracy 44
1.16 Mismatches between Excel and VBA 49
1.17 Summary 51
1.18 F or further reading 52
6 Convolution, deconvolution,
and time-frequency analysis 280
6.1 Time-dependent filtering. 280
6.2 Convolution of large data sets 285
6.3 Unfiltering 291
6.4 Convolution by Fourier transformation 295
6.5 Deconvolution by Fourier transformation 300
6.6 Iterative van Cittert deconvolution 311
6.7 Iterative deconvolution using Solver 321
6.8 Deconvolution by parameterization 325
6.9 Time-frequency analysis 331
6.10 The echolocation pulse of a bat 335
6.11 Summary 337
6.12 For further reading 338
7 Numerical integration of
ordinary differential equations 339
7.1 The explicit Euler method 340
7.2 The semi-explicit Euler method 347
7.3 U sing custom functions 350
7.4 Extreme parameter values 354
7.5 The explicit Runge-Kutta method 356
7.6 The Lotka oscillator 1 361
7.7 The Lotka oscillator 2 365
7.8 The Lotka oscillator 3 366
7.9 Stability 368
7.10 Chaos 372
7.11 Summary 374
7.12 F or further reading 375
Appendix 599
A.I The basic spreadsheet operations 599
A.2 Some common mathematical functions 600
A.3 Trigonometric and related functions 602
A.4 Some engineering functions 602
A.5 Functions involving complex numbers 603
A.6 Matrix operations 604
A.7 Excel error messages 605
A.8 Some shortcut keystrokes for pc & Mac 605
A.9 Installation requirements & suggestions 607
Epilogue 608
Index 610
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Language: English
By ALLAN DANZIG
Illustrated by WOOD
The even more ironic solution to the problem began in the summer
of 1973. It had been a particularly hot and dry August, and the
Forestry Service was keeping an anxious eye out for the fires it knew
it could expect. Dense smoke was reported rising above a virtually
uninhabited area along Black Squirrel Creek, and a plane was sent
out for a report.
The report was—no fire at all. The rising cloud was not smoke, but
dust. Thousands of cubic feet of dry earth rising lazily on the
summer air. Rock slides, they guessed; certainly no fire. The Forestry
Service had other worries at the moment, and filed the report.
But after a week had gone by, the town of Edison, a good twenty
miles away from the slides, was still complaining of the dust. Springs
was going dry, too, apparently from underground disturbances. Not
even in the Rockies could anyone remember a series of rock slides
as bad as this.
Newspapers in the mountain states gave it a few inches on the front
page; anything is news in late August. And the geologists became
interested. Seismologists were reporting unusual activity in the area,
tremors too severe to be rock slides. Volcanic activity? Specifically, a
dust volcano? Unusual, they knew, but right on the Kiowa Fault—
could be.
Labor Day crowds read the scientific conjectures with late summer
lassitude. Sunday supplements ran four-color artists' conceptions of
the possible volcano. "Only Active Volcano in U. S.?" demanded the
headlines, and some papers even left off the question mark.
It may seem odd that the simplest explanation was practically not
mentioned. Only Joseph Schwartzberg, head geographer of the
Department of the Interior, wondered if the disturbance might not
be a settling of the Kiowa Fault. His suggestion was mentioned on
page nine or ten of the Monday newspapers (page 27 of the New
York Times). The idea was not nearly so exciting as a volcano, even
a lava-less one, and you couldn't draw a very dramatic picture of it.
To excuse the other geologists, it must be said that the Kiowa Fault
had never acted up before. It never sidestepped, never jiggled,
never, never produced the regular shows of its little sister out in
California, which almost daily bounced San Francisco or Los Angeles,
or some place in between. The dust volcano was on the face of it a
more plausible theory.
Still, it was only a theory. It had to be proved. As the tremors grew
bigger, along with the affected area, as several towns including
Edison were shaken to pieces by incredible earthquakes, whole bus-
and plane-loads of geologists set out for Colorado, without even
waiting for their university and government department to approve
budgets.
They found, of course, that Schwartzberg had been perfectly correct.
They found themselves on the scene of what was fast becoming the
most violent and widespread earthquake North America—probably
the world—has ever seen in historic times. To describe it in the
simplest terms, land east of the Fault was settling, and at a
precipitous rate.
Rock scraped rock with a whining roar. Shuddery as a squeaky piece
of chalk raked across a blackboard, the noise was deafening. The
surfaces of the land east and west of the Fault seemed no longer to
have any relation to each other. To the west, tortured rock reared
into cliffs. East, where sharp reports and muffled wheezes told of
continued buckling and dropping, the earth trembled downward.
Atop the new cliffs, which seemed to grow by sudden inches from
heaving rubble, dry earth fissured and trembled, sliding acres at a
time to fall, smoking, into the bucking, heaving bottom of the
depression.
There the devastation was even more thorough, if less spectacular.
Dry earth churned like mud, and rock shards weighing tons bumped
and rolled about like pebbles as they shivered and cracked into
pebbles themselves. "It looks like sand dancing in a child's sieve,"
said the normally impassive Schwartzberg in a nationwide broadcast
from the scene of disaster. "No one here has ever seen anything like
it." And the landslip was growing, north and south along the Fault.
"Get out while you can," Schwartzberg urged the population of the
affected area. "When it's over you can come back and pick up the
pieces." But the band of scientists who had rallied to his leadership
privately wondered if there would be any pieces.
The Arkansas River, at Avondale and North Avondale, was sluggishly
backing north into the deepening trough. At the rate things were
going, there might be a new lake the entire length of El Paso and
Pueblo Counties. And, warned Schwartzberg, this might only be the
beginning.
By 16 September the landslip had crept down the Huerfano River
past Cedarwood. Avondale, North Avondale and Boone had totally
disappeared. Land west of the Fault was holding firm, though
Denver had recorded several small tremors; everywhere east of the
Fault, to almost twenty miles away, the now-familiar lurch and
steady fall had already sent several thousand Coloradans scurrying
for safety.
All mountain climbing was prohibited on the Eastern Slope because
of the danger of rock slides from minor quakes. The geologists went
home to wait.
There wasn't much to wait for. The news got worse and worse. The
Platte River, now, was creating a vast mud puddle where the town of
Orchard had been. Just below Masters, Colorado, the river leaped
70-foot cliffs to add to the heaving chaos below. And the cliffs were
higher every day as the land beneath them groaned downward in
mile-square gulps.
As the Fault moved north and south, new areas quivered into
unwelcome life. Fields and whole mountainsides moved with
deceptive sloth down, down. They danced "like sand in a sieve"; dry,
they boiled into rubble. Telephone lines, railroad tracks, roads
snapped and simply disappeared. Virtually all east-west land
communication was suspended and the President declared a national
emergency.
The noise traveled due east at better than 85 miles per hour. In its
wake the earth to the north "just seemed to collapse on itself like a
punctured balloon," read one newspaper report. "Like a cake that's
failed," said a Texarkana housewife who fortunately lived a block
south of Thayer Street, where the fissure raced through. There was
a sigh and a great cloud of dust, and Oklahoma subsided at the
astounding rate of about six feet per hour.
At Biloxi, on the Gulf, there had been uneasy shufflings under foot all
day. "Not tremors, exactly," said the captain of a fishing boat which
was somehow to ride out the coming flood, "but like as if the land
wanted to be somewhere else."
Everyone in doomed Biloxi would have done well to have been
somewhere else that evening. At approximately 8:30 p.m. the town
shuddered, seemed to rise a little like the edge of a hall carpet
caught in a draft, and sank. So did the entire Mississippi and
Alabama coast, at about the same moment. The tidal wave which
was to gouge the center from the U. S. marched on the land.
From the north shore of Lake Ponchartrain to the Appalachicola River
in Florida, the Gulf coast simply disappeared. Gulfport, Biloxi, Mobile,
Pensacola, Panama City: 200 miles of shoreline vanished, with over
two and a half million people. An hour later a wall of water had
swept over every town from Dothan, Alabama, to Bogalusa on the
Louisiana-Mississippi border.
"We must keep panic from our minds," said the Governor of
Alabama in a radio message delivered from a hastily arranged all-
station hookup. "We of the gallant southland have faced and
withstood invasion before." Then, as ominous creakings and
groanings of the earth announced the approach of the tidal wave, he
flew out of Montgomery half an hour before the town disappeared
forever.
One head of the wave plunged north, eventually to spend itself in
the hills south of Birmingham. The main sweep followed the lowest
land. Reaching west, it swallowed Vicksburg and nicked the corner
of Louisiana. The whole of East Carroll Parish was scoured from the
map.
The Mississippi River now ended at about Eudora, Arkansas, and
minute by minute the advancing flood bit away miles of river bed,
swelling north. Chicot, Jennie, Lake Village, Arkansas City, Snow
Lake, Elaine, Helena and Memphis felt the tremors. The tormented
city shuddered through the night. The earth continued its descent,
eventually tipping 2-1/2 degrees down to the west. The "Memphis
Tilt" is today one of the unique and charming characteristics of the
gracious Old Town, but during the night of panic Memphis residents
were sure they were doomed.
South and west the waters carved deeply into Arkansas and
Oklahoma. By morning it was plain that all of Arkansas was going
under. Waves advanced on Little Rock at almost 100 miles an hour,
new crests forming, overtopping the wave's leading edge as towns,
hills and the thirst of the soil temporarily broke the furious charge.
Washington announced the official hope that the Ozarks would stop
the wild gallop of the unleashed Gulf, for in northwest Arkansas the
land rose to over 2,000 feet. But nothing could save Oklahoma. By
noon the water reached clutching fingers around Mt. Scott and Elk
Mountain, deluging Hobart and almost all of Greer County.
Despite hopeful announcements that the wave was slowing, had
virtually stopped after inundating Oklahoma City, was being
swallowed up in the desert near Amarillo, the wall of water
continued its advance. For the land was still sinking, and the floods
were constantly replenished from the Gulf. Schwartzberg and his
geologists advised the utmost haste in evacuating the entire area
between Colorado and Missouri, from Texas to North Dakota.
Lubbock, Texas, went under. On a curling reflex the tidal wave
blotted out Sweetwater and Big Spring. The Texas panhandle
disappeared in one great swirl.
Whirlpools opened. A great welter of smashed wood and human
debris was sucked under, vomited up and pounded to pieces. Gulf-
water crashed on the cliffs of New Mexico and fell back on itself in
foam. Would-be rescuers on the cliffs along what had been the west
bank of the Pecos River afterwards recalled the hiss and scream like
tearing silk as the water broke furiously on the newly exposed rock.
It was the most terrible sound they had ever heard.
"We couldn't hear any shouts, of course, not that far away and with
all the noise," said Dan Weaver, Mayor of Carlsbad. "But we knew
there were people down there. When the water hit the cliffs, it was
like a collision between two solid bodies. We couldn't see for over an
hour, because of the spray."
Salt spray. The ocean had come to New Mexico.
Who today could imagine the United States without the majestic
sea-cliffs in stately parade from New Mexico to Montana? The
beaches of Wyoming, the American Riviera, where fruit trees grow
almost to the water's edge? Or incredible Colorado, where the
morning skier is the afternoon bather, thanks to the monorail
connecting the highest peaks with the glistening white beaches?
The political situation has long been a thorny problem. Only tattered
remnants of the eight submerged states remained after the flood,
but none of them wanted to surrender its autonomy. The tiny fringe
of Kansas seemed, for a time, ready to merge with contiguous
Missouri, but following the lead of the Arkansas Forever faction, the
remaining population decided to retain political integrity. This has
resulted in the continuing anomaly of the seven "fringe States"
represented in Congress by the usual two Senators each, though the
largest of them is barely the size of Connecticut and all are
economically indistinguishable from their neighboring states.
Fortunately it was decided some years ago that Oklahoma, only one
of the eight to have completely disappeared, could not in any sense
be considered to have a continuing political existence. So, though
there are still families who proudly call themselves Oklahomans, and
the Oklahoma Oil Company continues to pump oil from its
submerged real estate, the state has in fact disappeared from the
American political scene.
But this is by now no more than a petty annoyance, to raise a smile
when the talk gets around to the question of State's Rights. Not
even the tremendous price the country paid for its new sea—
fourteen million dead, untold property destroyed—really offsets the
asset we enjoy today. The heart of the continent, now open to the
shipping of the world, was once dry and land-locked, cut off from
the bustle of trade and the ferment of world culture.
It would indeed seem odd to an American of the '50s or '60s of the
last century to imagine sailors from the merchant fleets of every
nation walking the streets of Denver, fresh ashore at Newport, only
fifteen miles away. Or to imagine Lincoln, Fargo, Kansas City and
Dallas as world ports and great manufacturing centers. Utterly
beyond their ken would be Roswell, New Mexico; Benton, Wyoming;
Westport, Missouri, and the other new ports of over a million
inhabitants each which have developed on the new harbors of the
inland sea.
Unimaginable too would have been the general growth of population
in the states surrounding the new sea. As the water tables rose and
manufacturing and trade moved in to take advantage of the just-
created axis of world communication, a population explosion was
touched off of which we are only now seeing the diminution. This
new westering is to be ranked with the first surge of pioneers which
created the American west. But what a difference! Vacation
paradises bloom, a new fishing industry thrives; her water road is
America's main artery of trade, and fleets of all the world sail ...
where once the prairie schooner made its laborious and dusty way
west!
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