One of those "differences" between the spreadsheet world and the VBA world... in the VBA world, the natural log function is Log, not Ln. Just make that change and your code should work fine.

Rick


"Arne Hegefors" wrote in message ...
Hi! I am trying to write a UDF. The function works fine if I just write it as
a worksheet function. For several reasons I need it as a UDF though. Excel
tells me "Sub or function not defined" where Ln is. How am I supposed to
write this? It looks fine to me..Ay help appreciated!

Public Function Kupiec(p As Double, T As Double, N As Double) As Double
Dim a As Double
Dim b As Double

a = -2 * Ln((1 - p) ^ (T - N) * p ^ N)
b = 2 * Ln(1 - (N / T)) ^ (T - N) * (N / T) ^ N

Kupiec = a + b

End Function