请输入您要查询的百科知识：

　

词条 Comparison of risk analysis Microsoft Excel add-ins
释义

  1. General information

  2. Technical specification I

  3. Technical specification II

  4. Simulation Controls

  5. Reporting results

  6. Help file, support and training

  7. See also

  8. Footnotes and references

  9. Further reading

The following is a comparison of various add-in packages available to do Monte Carlo probabilistic modeling and risk analysis. Add-ins covered are for Microsoft Excel on Windows.

Mac software and tools for other platforms, such as R or Matlab are not included.

Decision-making software is reviewed separately.

General information

Name Company name Office location(s) Product first released Last stable version Software license License options System Requirements Spreadsheet used
@RISK Industrial[1] Palisade Corporation Australia, Japan, UK, USA 1987 7.5 Proprietary Single user, network license Windows XP+ Excel 32-bit (Excel 2007+), Excel 64-bit
@RISK Professional[2] Palisade Corporation Australia, Japan, UK, USA 1987 7.5 Proprietary Single user, network license Windows XP+ Excel 32-bit (Excel 2007+), Excel 64-bit
Argo[3] Booz Allen Hamilton USA 2012 4.1 Freeware N/A Windows XP+ Excel 32-bit (Excel 2007+), Excel 64-bit
Crystal Ball[4] Oracle Corporation USA 1987 11.1.4.4 Proprietary Single user Windows 2003+ Excel 32-bit (Excel 2003+), Excel 64-bit
Crystal Ball + Decision Optimizer[4] Oracle Corporation USA 1987 11.1.4.4 Proprietary Single user Windows 2003+ Excel 32-bit (Excel 2003+), Excel 64-bit
DiscoverSim + SigmaXL[5] SigmaXL Inc. Canada 2012 2.1 Proprietary Single user Windows Vista+ Excel 32-bit (Excel 2010+), Excel 64-bit
Ersatz[6] Epigear Australia 2009 1.3 Proprietary Single user Windows 2000+ Excel 32-bit (Excel 2003+), Excel 64-bit
MC FLO[7] MC FLOsim Switzerland 2016 Sofía I. Proprietary Single user Windows 2000+ Excel 32-bit (Excel 2010+), Excel 64-bit
ModelRisk Complete[8] Vose Software Belgium, USA 2008 6.1 Proprietary Single user, network license Windows XP+ Excel 32-bit (Excel 2003+), Excel 64-bit
ModelRisk Basic[8] Vose Software Belgium, USA 2008 6.1 Freeware Single user Windows XP+ Excel 32-bit (Excel 2003+), Excel 64-bit
Monte Carnival[9]Monte CarnivalUSA20181.0ProprietarySingle UserWindows 95+Excel 32-bit (Excel 1997+), Excel 64-bit
Quantum XL[10] Sigmazone USA 2010 3.50.04 Proprietary Single user Windows XP+ Excel 32-bit (Excel 2000+), Excel 64-bit
Risk Analyzer Add-ins.com USA 2003 11.02 Proprietary Single user Windows 2000+ Excel 32-bit (Excel 97+), Excel 64-bit
Risk Kit Suite[11] Wehrspohn GmbH & Co. KG Germany 2007 6.0 Proprietary Free, single user, network license Windows 2000+ Excel 32-bit (Excel 2003+), Excel 64-bit
Risk Solver Pro[12] Frontline Systems USA 2007 15.0 Proprietary Single user, network license Windows XP+ Excel 32-bit (Excel 2003+), Excel 64-bit, Excel Online
Risk Solver Pro + Premium Solver Pro[12] Frontline Systems USA 2007 15.0 Proprietary Single user, network license Windows XP+ Excel 32-bit (Excel 2003+), Excel 64-bit, Excel Online
RiskAmp Personal[13] Structured Data LLC USA 2005 11.5 Proprietary Single user Windows 2000+ Excel 32-bit (Excel 2003+), Excel 64-bit
RiskAmp Professional[13] Structured Data LLC USA 2005 11.5 Proprietary Single user Windows 2000+ Excel 32-bit (Excel 2003+), Excel 64-bit
SAFE TOOLBOXES[14] Safe Quantitative Technologies USA 2016 1.0 Proprietary Single user Windows 2000+ Excel 32-bit (Excel 2003+), Excel 64-bit
Simtools xla[15] Roger Myerson, University of Chicago USA ? 3.31a Freeware N/A Windows 95+ Excel 32-bit (Excel 5+)
Similar[16] Luciano Machain Argentina ? 2.5 Freeware N/A Windows XP+ Excel 32-bit (Excel 2003+)
Simulation Master Premium[17] Vortarus Technologies LLC USA 2017 18.12.03 Proprietary Single user Windows XP+ Excel 32-bit (Excel 2007+), Excel 64-bit
Simulation Master Standard[17] Vortarus Technologies LLC USA 2017 18.09.01 Proprietary Single user Windows XP+ Excel 32-bit (Excel 2007+), Excel 64-bit
Tukhi[18] KALX, LLC USA ? 0.2.11.5 Freeware N/A Windows 95+ Excel 32-bit (Excel 5+)
YASAI[19] and YASAIw[20] Rutgers University and Washington State Department of Ecology USA 2001 2.4, 2.0w29 Freeware, Open source N/A Windows 95+ Excel 32-bit (Excel 97+), Excel 64-bit

Technical specification I

Name Distribution fitting Correlation fitting[21] Time series fitting Decision trees Optimizer included Database connectivity VBA calls to functions[22] C++ calls to functions[23] Six sigma supported
@RISK Industrial {{Yes}} {{Yes}} {{Yes}} PrecisionTree option {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}}
@RISK Professional {{Yes}} {{Yes}} {{No}} PrecisionTree option {{No}} {{No}} {{Yes}} {{Yes}} {{Yes}}
Argo {{No}} {{Yes}} {{No}} {{No}} {{Yes}} {{No}} {{No}} {{No}} {{No}}
Crystal Ball {{Yes}} {{No}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{Yes}}
Crystal Ball + Decision Optimizer {{Yes}} {{No}} {{Yes}} {{No}} {{Yes}} {{No}} {{Yes}} {{No}} {{Yes}}
Crystal Ball EPM + Decision Optimizer {{Yes}} {{No}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}}
DiscoverSim + SigmaXL {{Yes}} {{Yes}} {{No}} {{No}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}}
Ersatz {{No}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{No}} {{No}} {{No}}
MC FLO {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
ModelRisk Complete {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
ModelRisk Basic {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{Yes}} {{No}}
Monte Carnival {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
Quantum XL {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}}
Risk Analyzer {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
Risk Kit Suite {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{Yes}}[24] {{No}}
Risk Solver Pro {{Yes}} {{No}} XLMiner option {{Yes}} {{No}} XLMiner option {{Yes}} {{Yes}} {{Yes}}
Risk Solver Pro + Premium Solver Pro {{Yes}} {{No}} XLMiner option {{Yes}} {{Yes}} XLMiner option {{Yes}} {{Yes}} {{Yes}}
RiskAmp Personal {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
RiskAmp Professional {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
SAFE TOOLBOXES {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{Yes}}
Simtools xla {{No}} {{No}} {{No}} Functions / macros {{No}} {{No}} {{Yes}} {{No}} {{No}}
Similar {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{No}}
Simulation Master Premium {{Yes}} {{Yes}} {{Yes}} DTace option {{Yes}} {{No}} {{Yes}} {{No}} {{No}}
Simulation Master Standard {{No}} {{No}} {{No}} DTace option {{No}} {{No}} {{No}} {{No}} {{No}}
YASAI and YASAIw {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{No}}

Technical specification II

Name Converters for Probability calculation functions[25] UDF error analysis[26] Extreme value modeling[27] Expert elicitation tools[28] Data previsualizer ODE and numerical integration Assumption library
@RISK Industrial Crystal Ball {{Yes}} {{No}} {{No}} {{Yes}} {{Yes}} {{No}} {{Yes}}
@RISK Professional Crystal Ball {{Yes}} {{No}} {{No}} {{Yes}} {{Yes}} {{No}} {{Yes}}
Argo {{No}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{No}}
Crystal Ball {{No}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{No}}
Crystal Ball + Decision Optimizer {{No}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{No}}
DiscoverSim + SigmaXL {{No}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{No}}
Ersatz {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
MC FLO {{No}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{No}} {{No}}
ModelRisk Complete Crystal Ball, @RISK {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
ModelRisk Basic Crystal Ball, @RISK {{No}} {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}}
Monte Carnival {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
Quantum XL {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
Risk Analyzer {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
Risk Kit Suite {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}}
Risk Solver Pro {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
Risk Solver Pro + Premium Solver Pro {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
RiskAmp Personal {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
RiskAmp Professional {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
SAFE TOOLBOXES {{No}} {{Yes}} {{No}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}}
Simtools xla {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
Similar {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}
Simulation Master Premium {{No}} {{No}} {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}}
Simulation Master Standard {{No}} {{No}} {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}}
YASAI and YASAIw {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}}

Simulation Controls

Name Control of seed values Maximum numbers of draws[29] Random number generator Lock / unlock random variables[30] Multiple simulation runs[31] Run macros before/after simulation[32] Stop run when output generates error[33] Apply specific sample in model[34] Precision control[35] Spreadsheet interpreter[36] Sampling method[37]
@RISK Industrial {{Yes}} Unlimited Several {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} MC, LHS
@RISK Professional {{Yes}} Unlimited Several {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} MC, LHS
Argo {{Yes}} 20000 Mersenne Twister {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{No}} {{Yes}} MC, LHS
Crystal Ball {{Yes}} Unlimited MCG[38] {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} MC, LHS
Crystal Ball + Decision Optimizer {{Yes}} Unlimited MCG[38] {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} MC, LHS
DiscoverSim + SigmaXL {{Yes}} 1e7 Marsaglia KISS + Monster {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{Yes}} MC, LHS
Ersatz {{No}} Unlimited 7 RNGs {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{No}} MC
MC FLO {{Yes}} Unlimited / Constrained by Excel Mersenne Twister {{Yes}} {{No}} {{No}} {{Yes}} {{Yes}} {{No}} {{No}} MC
ModelRisk Complete {{Yes}} Unlimited Mersenne Twister {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} MC
ModelRisk Basic {{Yes}} Unlimited Mersenne Twister {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} MC
Monte Carnival {{No}}UnlimitedSeveral {{Yes}} {{Yes}} {{No}} {{Yes}} {{No}} {{No}} {{No}}
Quantum XL {{No}} 10000 Mersenne Twister {{No}} {{No}} {{No}} {{No}} {{No}} {{Yes}} {{Yes}} MC
Risk Analyzer {{No}} Constrained by Excel ? {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} MC
Risk Kit Suite {{Yes}} Unlimited Mersenne Twister {{No}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{No}} MC
Risk Solver Pro {{Yes}} Unlimited Several {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{No}} {{Yes}} MC, LHS, Sobol
Risk Solver Pro + Premium Solver Pro {{Yes}} Unlimited Several {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{No}} {{Yes}} MC, LHS, Sobol
RiskAmp Personal {{Yes}} Constrained by Excel Mersenne Twister {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} MC, LHS
RiskAmp Professional {{Yes}} Constrained by Excel Mersenne Twister {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} MC, LHS
SAFE TOOLBOXES {{Yes}} Unlimited Mersenne Twister, RanLux and GFSRG {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{No}} {{No}} MC, Antithetic, Fauré,Halton
Simtools xla {{No}} Constrained by Excel Excel's RAND {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} MC
Similar {{No}} Constrained by Excel ? {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} MC
Simulation Master Premium {{Yes}} Constrained by Excel MCG[39], Excel's RAND {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}} MC
Simulation Master Standard {{Yes}} Constrained by Excel MCG[40], Excel's RAND {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} MC
YASAI and YASAIw {{Yes}} Constrained by Excel L'Ecuyer's MRG32k3a[41] {{No}} {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{No}} MC

Reporting results

Name Includes reporting tool Report export formats[42] Save and retrieve results Editing of graphs[43] Histogram Cumulative Time series plot Spider[44] Tornado Scatter Pareto Box Statistics Simulation data Results filtering[45]
@RISK Industrial {{Yes}} Excel, bitmap {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
@RISK Professional {{Yes}} Excel, bitmap {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
Argo {{Yes}} Excel, bitmap {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{Yes}} {{Yes}} {{No}}
Crystal Ball {{Yes}} Excel {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}}
Crystal Ball + Decision Optimizer {{Yes}} Excel {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}}
DiscoverSim + SigmaXL {{Yes}} Excel {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
Ersatz {{No}} Excel {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{Yes}} {{Yes}} {{No}} {{No}} {{Yes}} {{No}} {{No}}
MC FLO {{Yes}} Excel {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} N/A {{Yes}} {{Yes}} {{Yes}} N/A {{Yes}} {{Yes}} {{Yes}}
ModelRisk Complete {{Yes}} PDF, PowerPoint, Word, Excel, ModelRisk ResultsViewer, bitmap {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
ModelRisk Basic {{Yes}} PDF, PowerPoint, Word, Excel, ModelRisk ResultsViewer, bitmap {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
Monte Carnival {{Yes}} Excel {{Yes}} {{Yes}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{No}} {{Yes}} {{Yes}}
Quantum XL {{No}} N/A Excel N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Risk Analyzer {{No}} N/A Excel N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Risk Kit Suite {{Yes}} Excel {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}}
Risk Solver Pro {{Yes}} Excel {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
Risk Solver Pro + Premium Solver Pro {{Yes}} Excel {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
RiskAmp Personal {{No}} Excel N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
RiskAmp Professional {{No}} Excel N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
SAFE TOOLBOXES {{Yes}} Not required. {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}}
Simtools xla {{No}} Excel N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Similar {{No}} Excel N/A N/A {{Yes}} {{Yes}} N/A {{Yes}} {{Yes}} N/A N/A N/A {{Yes}} {{Yes}} N/A
Simulation Master Premium {{Yes}} Excel {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{Yes}} {{Yes}} {{No}}
Simulation Master Standard {{Yes}} Excel {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{Yes}} {{Yes}} {{Yes}} {{No}} {{No}} {{Yes}} {{Yes}} {{No}}
YASAI and YASAIw {{No}} Excel N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A {{Yes}} N/A

Help file, support and training

Name UDFs linked to help file[46] Interfaces linked to help file[47] Help file in PDF Help file online Technical support available Language versions[48] Online videos Online training Onsite training
@RISK Industrial {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} ZH, EN, FR, DE, JA, PT, ES {{Yes}} {{Yes}} {{Yes}}
@RISK Professional {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} ZH, EN, FR, DE, JA, PT, ES {{Yes}} {{Yes}} {{Yes}}
Argo {{No}} {{No}} {{Yes}} {{Yes}} {{Yes}} EN {{No}} {{No}} {{Yes}}
Crystal Ball {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN, JA, ES, DE, FR, PT {{Yes}} {{Yes}} Via Partners
Crystal Ball + Decision Optimizer {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN, JA, ES, DE, FR, PT {{Yes}} {{Yes}} Via Partners
DiscoverSim + SigmaXL N/A {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN {{Yes}} {{No}} {{Yes}}
Ersatz {{No}} {{No}} {{Yes}} {{Yes}} {{Yes}} EN {{No}} {{No}} {{No}}
MC FLO {{No}} {{No}} {{Yes}} {{No}} {{Yes}} DE, EN, ES {{Yes}} {{No}} {{No}}
ModelRisk Complete {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN {{Yes}} {{Yes}} {{Yes}}
ModelRisk Basic {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN {{Yes}} {{Yes}} {{Yes}}
Monte Carnival {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN {{Yes}} {{No}} {{No}}
Quantum XL N/A {{Yes}} {{No}} {{No}} {{Yes}} EN {{No}} {{No}} {{Yes}}
Risk Analyzer N/A N/A {{No}} {{No}} {{Yes}} EN {{No}} ? ?
Risk Kit Suite {{Yes}} {{Yes}} {{No}} {{No}} {{Yes}} EN, FR, DE {{Yes}} {{No}} {{Yes}}
Risk Solver Pro {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN {{Yes}} {{Yes}} {{Yes}}
Risk Solver Pro + Premium Solver Pro {{Yes}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN {{Yes}} {{Yes}} {{Yes}}
RiskAmp Personal {{No}} {{No}} {{Yes}} {{Yes}} {{Yes}} EN {{No}} {{No}} {{No}}
RiskAmp Professional {{No}} {{No}} {{Yes}} {{Yes}} {{Yes}} EN {{No}} {{No}} {{No}}
SAFE TOOLBOXES {{No}} {{No}} {{No}} {{Yes}} {{Yes}} EN {{Yes}} {{No}} {{No}}
Simtools xla {{No}} {{No}} {{No}} {{No}} {{No}} EN {{No}} {{No}} {{No}}
Similar {{No}} {{No}} {{Yes}} {{No}} {{Yes}} EN, ES {{No}} {{No}} {{No}}
Simulation Master Premium {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN {{Yes}} {{No}} {{No}}
Simulation Master Standard {{No}} {{Yes}} {{Yes}} {{Yes}} {{Yes}} EN {{Yes}} {{No}} {{No}}
YASAI and YASAIw {{No}} {{No}} {{No}} {{No}} {{No}} EN {{No}} {{No}} {{No}}

See also

  • Spreadsheet
  • Probability
  • Add-in

Footnotes and references

1. ^@RISK manual version 7.0, Palisade Corporation http://www.palisade.com
2. ^@RISK manual version 7.0, Palisade Corporation http://www.palisade.com
3. ^ Booz Allen Hamilton, Argo https://boozallen.github.io/argo/
4. ^1 Crystal Ball manual: Oracle® Crystal Ball http://www.oracle.com/us/products/applications/crystalball/index.html, Fusion addition Release 11.1.1.3 Statistical Guide
5. ^DiscoverSim Workbook: SigmaXL® DiscoverSim http://www.sigmaxl.com/DiscoverSim_Features.shtml
6. ^Ersatz website: http://www.epigear.com/index_files/ersatz.html
7. ^MC FLO online resources: https://www.mcflosim.ch/en/
8. ^1 ModelRisk online help file: http://www.vosesoftware.com/vosesoftware/ModelRiskHelp/
9. ^{{Cite web|url=https://montecarnival.com|title=Monte Carlo Simulation Add-In for Microsoft Excel - Monte Carnival|website=montecarnival.com|language=en|access-date=2018-01-16}}
10. ^Help file downloadable with software at http://www.sigmazone.com/
11. ^The Risk Kit Suite is available as portable (no admin-rights required) or installer version. It consists of Risk Kit for Monte-Carlo simulations, Risk Kit R for advanced statistical analyses, and Risk Kit Data for an online data feed of financial data and social statistics from the European Central Bank ECB, the World Bank, the Federal Reserve Economic Data FRED, Eurostat and Yahoo!Finance. Risk Kit Suite on corporate website: http://www.wehrspohn.info/Wehrspohn-GmbH-Co-KG.656.0.html?&L=1
12. ^1 Risk Solver online user guide: http://www.solver.com/suppxlsguide.htm
13. ^1 RiskAmp online user guide: http://www.riskamp.com/library/howto.php
14. ^SAFE TOOLBOXES website: http://www.safetoolboxes.com
15. ^http://home.uchicago.edu/rmyerson/addins.htm#simt
16. ^Help file downloadable with software at http://www.simularsoft.com.ar/
17. ^1 {{Cite news|url=https://vortarus.com/products/simulation-master-monte-carlo-simulation/|title=Simulation Master - Monte Carlo Simulation Add-In for Excel|work=Vortarus Technologies LLC|access-date=2018-01-28|language=en-US}}
18. ^http://tukhi.com/
19. ^http://www.yasai.rutgers.edu/
20. ^http://www.ecy.wa.gov/programs/eap/models.html
21. ^Excel has tools for calculating correlation statistics for a data set. This refers to the software's ability to fit correlation structures to a data set and, where more than one correlation structure is available, to compare the levels of fit.
22. ^Some add-ins provide VBA versions of their UDFs, which allow the user to build their own stochastic UDFs in VBA. Some add-ins also provide VBA functions that control a simulation. This allows the user to create VBA macros that will automatically run simulations and generate results.
23. ^Some add-ins allow calls to C++ routines. These allow the user to create a stand-alone DLL that represents a part of the model which needs to be as fast as possible by making use of the faster performance of the original code (usually C++)
24. ^Integrable as .NET-assembly
25. ^Provides the facility to calculate probability mass (or density), cumulative probability, moments, etc. of a distribution directly in the spreadsheet.
26. ^Standard error messages like #VALUE! when an input parameter is invalid is replaced by a message describing the reason of the error.
27. ^Tools to evaluate the distribution of the minimum or maximum sample from a set of IIDs
28. ^Graphical interfaces to facilitate determining distribution of uncertainty of some model parameter based on expert opinion.
29. ^Some add-ins do not have a custom results viewer and export the data directly into the spreadsheet for analysis using the spreadsheet's native charting and statistical tools. The number of draws is then restricted by the ability of the spreadsheet to handle the size of the generated data.
30. ^The ability to replace a random variable with a fixed value.
31. ^Some add-ins allow the user to automatically run a model multiple times replacing decision variables with different values for each simulation run
32. ^Some add-ins allow the user to run a VBA macro before a simulation (e.g. to import data from an external source), after a simulation (e.g. to export the results to a database) or before or after a random draw of the model (e.g. to perform an optimization).
33. ^Stopping a simulation run when an output variable generates an error is a useful feature for debugging a model
34. ^After a simulation run the user is able to insert a specific generated result back into the spreadsheet. This is useful, for example, if one wants to investigate the generated scenario that created the greatest profit or loss.
35. ^The ability to specify a required level of precision for output results, usually the accuracy with which the mean or a percentile of the output has been determined. Precision control will stop a simulation run when the required accuracy is achieved
36. ^Some add-ins will create a compiled version of the spreadsheet model before simulation. This has the benefit of a far faster simulation speed, but will not work with many types of models e.g. models that include VBA calls or functions like OFFSET and VLOOKUP.
37. ^Only Monte Carlo sampling is compatible with copula correlation structures. Using Latin Hypercube or Sobol sampling removes the possibility of using other correlation structures like Archimedean copulas.
38. ^1 Multiplicative Congruential Generator
39. ^Multiplicative Congruential Generator
40. ^Multiplicative Congruential Generator
41. ^L'Ecuyer et al. 2002. An object-oriented random-number package with many long streams and substreams. Operations Research 50(6)1073-1075. http://www.iro.umontreal.ca/~lecuyer/myftp/papers/streams00.pdf
42. ^Exporting file formats to share graphical and statistical results.
43. ^Ability to change colour schemes, fonts, add markers and legends, etc.
44. ^See, for example: https://www.google.ca/search?q=spider+sensitivity+analysis&tbm=isch&tbo=u&source=univ&sa=X&ved=0ahUKEwjazfDmvOvJAhVJmR4KHTYJBO4QsAQIIA&biw=1920&bih=906
45. ^The ability to select a subset of the simulation results (e.g. scenarios that result in a loss) thereby allowing the user to investigate scenarios of greatest interest.
46. ^In Excel the Insert Function dialog box includes a 'Help on this function'-hyperlink. Some add-ins use this feature to provide a direct link to the applicable help file topic.
47. ^Some add-ins with visual interfaces and dialog boxes include a help icon that directly links to the applicable help file topic for that interface
48. ^ZH = Chinese, EN = English, FR = French, DE = German, JA = Japanese, PT = Portuguese, ES= Spanish

Further reading

  • {{Citation | last = Albright| first = S. | title = Data Analysis and Decision Making, 4th Edition| publisher = Cengage Learning | location = USA | year = 2011 | isbn = 978-0-538-47612-6 }}
  • {{Citation | last = Charnes| first = J. | title = Financial Modeling with Oracle Crystal Ball and Excel (2nd edition) | publisher = Wiley | location = USA | year = 2012 | isbn = 978-0-471-77972-8 }}
  • {{Citation | last = Day| first = A. | title = Mastering Risk Modeling | publisher = Prentice Hall | location = Great Britain | year = 2003 | isbn = 0-273-65978-2 }}
  • {{Citation | last1 = Evans| first1 = J. | last2 = Olson| first2 = D. | title = Introduction To Simulation And Risk Analysis | publisher = Prentice Hall | location = United States of America | year = 1998 | isbn = 0-13-621608-0 }}
  • Iman, R. L. and Conover, W. J., (1982). 'A Distribution-Free Approach to Inducing Rank Order Correlation Among Input Variables', Commun Statist-Simula Computa 11(3) 311-334
  • {{Citation | last1 = Lehman| first1 = D. | last2 = Groenendaal | first2 = H. | last3 = Nolder| first3 = G. | title = Practical Spreadsheet Risk Modeling for Management | publisher = CRC Press | location = United States of America | year = 2010 | isbn = 978-1-4398-5552-2 }}
  • {{Citation | last1 = Machain| first1 = L. | title = Simuación de Modelos Financieros | year = 2011 | isbn = 978-987-33-0705-8 | url = http://simularsoft.com.ar/book.htm }}
  • {{Citation | last = Ragsdale| first = C. | title = Spreadsheet Modeling & Decision Analysis: A Practical Introduction to Management Science (5th edition) | publisher = Thomson South-Western | location = Great Britain | year = 2008 | isbn = 0-324-65664-5 }}
  • {{Citation | last = Vose| first = D. | title = Risk Analysis: A Quantitative Guide (3rd edition) | publisher = Wiley | location = Great Britain | year = 2008 | isbn = 978-0-470-51284-5}}

1 : Software comparisons
随便看

　

开放百科全书收录14589846条英语、德语、日语等多语种百科知识，基本涵盖了大多数领域的百科知识，是一部内容自由、开放的电子版国际百科全书。

　

Copyright © 2023 OENC.NET All Rights Reserved
京ICP备2021023879号 更新时间：2024/11/11 5:47:10