The for-loop in the next three lines will step through the Function objects - assuming, for simplicity here, that each Function object represents just one cell - and display the Mean property of the child Statistics object (the mean or average value of the function across all trials) for each one. The next two lines set the number of trials in the simulation to 5000, and the sampling method to Latin Hypercube. The first two lines create an instance of a Problem, and initialize it with the simulation model defined in your Excel workbook. MsgBox prob.Functions(i).Statistics.Mean(0) Get results of the simulation, by accessing properties of the Variable and Function objects, and of their child Statistics objects.īelow is a simple example that could be linked to a command button on the worksheet:.Perform a simulation, using either the high-speed PSI Interpreter or the Excel Interpreter for the trials.Set Solver and Engine parameters such as the number of trials per simulation, the sampling method, and the random seed.Once you have an initialized Problem object, you can for example: You use the Risk Solver Object Model by first creating an instance of a Problem, and initializing it with the simulation model defined in your Excel workbook. It is widely used in Monte Carlo simulation, because it can drastically reduce the number of runs necessary to achieve a reasonably. Latin Hypercube Sampling (LHS) is a way of generating random samples of parameter values. Latin hypercube sampling is a generalization of the Latin square. You may have a collection of Variable objects, and a collection of Function objects in one Problem. Latin Hypercube Sampling: Simple Definition. A Variable object represents a range of one or more contiguous cells that contains uncertain variables, while a Function object represents a range of cells that contains uncertain functions. The Engine object represents the Monte Carlo simulation engine - its parameters include the sampling method, for example. The Solver object represents the Monte Carlo process - you call its Simulate method to perform a simulation. They always use the Monte Carlo method, as opposed to Latin Hypercube RiskCorrmat and RiskSeed are ignored. The Problem object represents the whole problem, and the Model object represents the internal structure of the model, which in Risk Solver is defined by your formulas on the spreadsheet. This object model is a simplified subset of the object hierarchy offered by Frontline's Solver SDK Platform, which is used to build custom applications in C/C++, Visual Basic, VB.NET, Java or MATLAB. Risk Solver makes available a hierarchy of objects for describing Monte Carlo simulation problems, pictured to the right. When you include a reference in your VBA module to "Risk Solver Engine V8.0 Type Library," all of the Risk Solver objects are available - they even appear in IntelliSense prompting: And everything you can do with Risk Solver in VBA can be a part of your deployed application workbook - you need just one file RSolve32.xll, the Risk Solver Engine add-in, to run your application. The same power to create custom risk analysis applications is available to you through Risk Solver's VBA Object Model. If you've used Visual Basic (VBA) to control Excel through its objects such as Worksheets, Ranges and Cells, you know how powerful and convenient this can be for creating custom applications.
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