#Excel vba latin hypercube sampling how to#
#Excel vba latin hypercube sampling manual#
#Excel vba latin hypercube sampling software#
#Excel vba latin hypercube sampling professional#

#Excel vba latin hypercube sampling how to#

Accessing Simulation Data in VBA Code explains how to use VBA to get the data from a particular input or output after a simulation.Generating Values from a Distribution includes several methods for generating sample values directly in an Excel sheet, without using Visual Basic.This will not register as a VBA error that interrupts execution of your macro. If the Risk.Sample method returns an error such as #VALUE, that will be written to the worksheet. Range('myKeyLocation').Value = Risk.Sample('RiskBinomial(A1,A2)')

Range('B1').Value = Risk.Sample('RiskBinomial(A1,A2)') You can apply it to a specific cell or to a defined range name: X = Risk.Sample('RiskDiscrete(Xarray,Parray)')Д¬an I write the sampled value to my workbook? X = Risk.Sample('RiskDiscrete('My Sheet'!A1:A10,'My Sheet'!B1:B10)')ДЄs an alternative, in the worksheet you can define names for the arrays, and then use the names in the Risk.Sample function: It follows the pattern of Cell References in Distributions. I want to sample a RiskDiscrete with a long list of x and p. X = Risk.Sample('RiskBinomial(BinomialN,BinomialP)') X = Risk.Sample('RiskBinomial('My Sheet'!A1,'My Sheet'!B1)') Implements the Latin Hypercube sampling method for faster convergence and more accurate. If you don't want to worry about which sheet is active, specify the worksheet or use defined names: XLRisk is an Excel addin for performing Monte Carlo simulation. The cell references must be in A1 format, not R1C1, and they are taken to refer to the active worksheet. (Beginning with 6.2, start with the Automation Guide for a high-level introduction: Help В» Developer Kit (XDK) В» Automation Guide.)ДЄm I restricted to just numeric arguments, or can I use cell references?

#Excel vba latin hypercube sampling manual#

Please see the XDK or Developer Kit manual for details on the objects and methods mentioned in this article, as well as alternative methods. Setting References in Visual Basic gives the appropriate reference(s) and how to set them. To call functions from Visual Basic, you must set up a reference from Visual Basic Editor to via Tools В» References in the editor. If you want to access simulation data, use members of the object after the simulation finishes. They always use the Monte Carlo method, as opposed to Latin Hypercube RiskCorrmat and RiskSeed are ignored. The sampled values are not the same numbers you would see from that function in a worksheet. The Sample method normally returns a numeric value, but if there's an error in the definition of the distribution then the method returns an error variant in the usual way for Excel. Use the Sample method with the Risk object. How can I generate a random sample within a VBA macro or function?

#Excel vba latin hypercube sampling professional#

Sampling Distributions in VBA CodeДЄpplies to: 5.0 and newer, Professional and Industrial Editions Imagine we want to take 5 samples from this distribution. The vertical axis represents the probability that the variable will fall at or below the horizontal axis value. Probability distributions can be described by a cumulative curve, like the one below. It works by controlling the way that random samples are generated for a probability distribution. We are often asked why we donвЂ™t implement LHS in our ModelRisk software, since nearly all other Monte Carlo simulation applications do, so we thought it would be worthwhile to provide an explanation here. LHS does not deserve a place in modern simulation software. However, desktop computers are now at least 1,000 times faster than the early 1980s, and the value of LHS has disappeared as a result. It was, at the time, an appealing technique because it allowed one to obtain a stable output with a much smaller number of samples than simple Monte Carlo simulation, making simulation more practical with the computing tools available at the time. The technique dates back to 1980 (even though the manual describes LHS as вЂњa new sampling techniqueвЂќ) when computers were very slow, the number of distributions in a model was extremely modest and simulations took hours or days to complete.

It is a method for ensuring that each probability distribution in your model is evenly sampled which at first glance seems very appealing.

#Excel vba latin hypercube sampling software#

Most risk analysis simulation software products offer Latin Hypercube Sampling (LHS).