Listing 1. irr.pl
#!/usr/bin/perl
require 5.003;
use strict;
die "Usage: irr_del <data file>\n" if $#ARGV < 0;
my $iters_max = 20; # maximum number of
# iterations
my $epsilon = 1.0e-6; # jump out of loop
# if change < $epsilon
my $u = 0.0; # initial guess.
interest = exp(-$u) - 1
my(@pos_d, @pos_t, @neg_d, @neg_t, $dollars,
$time, $pos, $d_pos, $neg,
$d_neg, $iters, $delta, $i, $tmp);
while(<>) {
chomp;
($dollars, $time) = split;
write;
switch:
{
push(@pos_d, $dollars), push(<pos_t, $time),
last if $dollars > 0.0;
push(@neg_d, -$dollars), push(@neg_t, $time),
last if $dollars < 0.0;
die "Dollar amount cannot = \$0.00 !...\n";
}
}
die "\nCan't calculate. Need income AND expenses!\n="
unless $#pos_d >= 0 and $#neg_d >= 0;
for($iters = $iters_max; $iters > 0; $iters--) {
$pos = $d_pos = $neg = $d_neg = 0.0;
for($i = 0; $i <= $#pos_d; $i++) {
$pos += ($tmp = $pos_d[$i] *
exp($u * $pos_t[$i]));
$d_pos += $tmp * $pos_t[$i];
}
for($i = 0; $i <= $#neg_d; $i++) {
$neg += ($tmp = $neg_d[$i] *
exp($u * $neg_t[$i]));
$d_neg += $tmp * $neg_t[$i];
}
$delta = log($neg / $pos) / ($d_neg /
$neg - $d_pos / $pos);
last if abs($delta) < $epsilon; # Newton
# converged
$u -= $delta; # next guess
}
if($iters > 0) {
printf "\nIRR = %.4f%% (discrete) = %.4f%% ",
printf "(continuous) after %u "
printf "iteration%s.\n",
100.0 * (exp(-$u) - 1.0), -100 * $u,
$iters_max - $iters + 1,
$iters_max - $iters == 0 ? '' : 's';
} else {
printf "irr doesn't converge in $iters_max",
printf " iterations\n";
}
format STDOUT_TOP =
Income($) Time (yr)
========= =========
.
format STDOUT =
@######.## @##.##
$dollars, $time
.
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