![]() Simulationsmetoderna visade ingen skillnad i minnesanvänding men däremot att Monte Carlo var både lättare att implementera samt hade ca 50% mindre körtid i genomsnitt. Mathematics Identifiers URN: urn:nbn:se:kth:diva-273420 OAI: oai:DiVA.Latin Hypercube Sampling How Latin Hypercube compares to standard random sampling Statistik, Tillämpad matematik, Finansiell matematik, Rebalansering, Tillgångsallokering, Monte-Carlo, Backtesting, Makro National Category Statistics, Applied Mathematics, Financial Mathematics, Rebalancing, Asset Allocation, Monte-Carlo, Backtesting, Makro Place, publisher, year, edition, pages2020. Latin Hypercube Sampling (LHS) is a method of sampling random numbers that attempts to distribute samples evenly over the sample space.Ī simple example: imagine you are generating exactly two samples from a normal distribution, with a mean of 0. LATIN HYPERCUBE SAMPLING EXCEL GENERATORĪlthough the probability of being positive or negative is equal, a true random number generator might return two samples less than 0, or two samples greater than 0. LHS will always return one sample less than 0 and one sample greater than 0. LATIN HYPERCUBE SAMPLING EXCEL GENERATOR.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)")Ĭan I write the sampled value to my workbook? X = Risk.Sample("RiskDiscrete('My Sheet'!A1:A10,'My Sheet'!B1:B10)")Īs 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)") If you don't want to worry about which sheet is active, specify the worksheet or use defined names: ![]() 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 » Developer Kit (XDK) » Automation Guide.)Īm I restricted to just numeric arguments, or can I use cell references? 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 » 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? Sampling Distributions in VBA CodeĪpplies to: 5.0 and newer, Professional and Industrial Editions
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