function computeUlcerIndexWrapper(iEquityCurveRange) {
  // Convert the input range coming from the spreadsheet into an array
  var aInternalArray = [];
  for (var i=0; i<iEquityCurveRange.length; ++i) {
    aInternalArray.push(iEquityCurveRange[i][0]);
  }
    
  // Compute the index
  var ulcerIndex = PortfolioAnalytics.ulcerIndex(aInternalArray);
  
  // Return it to the spreadsheet
  return ulcerIndex;
}

function computeUlcerIndex() {
  // Adapted from https://developers.google.com/apps-script/reference/spreadsheet/sheet#getrangerow-column-numrows
 var ss = SpreadsheetApp.getActiveSpreadsheet();
 var sheet = ss.getSheets()[0];
 var range = sheet.getRange(1, 1, 100); // A1:A100
 var values = range.getValues();

 // Convert the above range into an array
 var aInternalArray = [];
 for (var row in values) {
   for (var col in values[row]) {
     aInternalArray.push(values[row][col]);
   }
 }
 
  // Compute the index
  var ulcerIndex = PortfolioAnalytics.ulcerIndex(aInternalArray);
  
  // Do something with it (use it in a computation, write it back to the spreadsheet, etc.)
  ...
}

var PortfolioAnalytics = require('portfolio-analytics');
...
var ui = PortfolioAnalytics.ulcerIndex([100, 110, 105, 102, 95]);
// ui == 0.07204222820421435

PortfolioAnalytics.maxDrawdown([1, 2, 1]); 
// The maximum drawdown

PortfolioAnalytics.drawdownFunction([1, 2, 1]); 
// The drawdown function

PortfolioAnalytics.topDrawdowns([1, 2, 1], 1); 
// The top 'n' drawdowns (second largest drawdown, etc.) with their start/end indexes

PortfolioAnalytics.ulcerIndex([1, 2, 1]);
// The Ulcer Index

PortfolioAnalytics.painIndex([1, 2, 1]);
// The Pain Index, also corresponding to the average of the drawdown function

PortfolioAnalytics.conditionalDrawdown([100, 90, 80], 0.5);
// The conditional drawdown

PortfolioAnalytics.cumulativeReturn([1, 2, 1]); 
// The cumulative return from first to last period

PortfolioAnalytics.cagr([1, 2, 1], [new Date("2015-12-31"), new Date("2016-12-31"), new Date("2017-12-31")]); 
// The compound annual growth rate (CAGR) from first to last date

PortfolioAnalytics.arithmeticReturns([1, 2, 1]); 
// The arithmetic returns for all periods

PortfolioAnalytics.valueAtRisk([1, 2, 1], 0.7);
// The (percent) value at risk

PortfolioAnalytics.sharpeRatio([100, 110, 105, 107.5, 115], [100, 100, 100, 100, 100]); 
// The Sharpe ratio

PortfolioAnalytics.biasAdjustedSharpeRatio([100, 110, 105, 107.5, 115], [100, 100, 100, 100, 100]); 
// The Sharpe ratio adjusted for its bias

PortfolioAnalytics.doubleSharpeRatio([100, 110, 105, 107.5, 115], [100, 100, 100, 100, 100]); 
// The double Sharpe ratio (i.e., the Sharpe ratio, adjusted for its estimation risk)

PortfolioAnalytics.sharpeRatioConfidenceInterval([100, 110, 105, 107.5, 115], [100, 100, 100, 100, 100], 0.05); 
// The confidence interval for the Sharpe ratio (here, at 5% significance level)

PortfolioAnalytics.probabilisticSharpeRatio([100, 110, 105, 107.5, 115], [100, 100, 100, 100, 100], 0); 
// The probabilistic Sharpe ratio (i.e., the probability that the Sharpe ratio is greater 
// than a reference Sharpe ratio, here 0)

PortfolioAnalytics.minimumTrackRecordLength([100, 110, 105, 107.5, 115], [100, 100, 100, 100, 100], 0.05, 0); 
// The minimum track record length (i.e., the minimal length of the track record of the performance 
// to have statistical confidence, here at 95%, that the Sharpe ratio is greater than a reference Sharpe ratio, here 0)

PortfolioAnalytics.gainToPainRatio([1, 2, 1]); 
// The gain to pain ratio