List of ModelRisk functions
See also: ModelRisk functions and windows, Distributions in ModelRisk, Copulas in ModelRisk, Aggregate modeling in ModelRisk, Time series in ModelRisk
VoseAggregateDeduct - Simulates from an Aggregate Deduct distribution.
VoseAggregateDePril - Simulates from an Aggregate DePril distribution.
VoseAggregateDePrilProb - Probability calculation for an Aggregate DePril distribution.
VoseAggregateDePrilProb10 - Probability (log 10) calculation for an Aggregate DePril distribution.
VoseAggregateDiscrete - generates values from this distribution or calculates a percentile.
VoseAggregateDiscreteObject - constructs a distribution object for this distribution.
VoseAggregateDiscreteProb - returns the probability density or cumulative distribution function for this distribution.
VoseAggregateDiscreteProb10 - returns the log10 of the probability density or cumulative distribution function.
VoseAggregateFFT - Simulates from an Aggregate FFT distribution.
VoseAggregateFFTObject - Distribution Object for an Aggregate FFT distribution.
VoseAggregateFFTProb - Probability calculation for an Aggregate FFT distribution.
VoseAggregateFFTProb10 - Probability (log 10) calculation for an Aggregate FFT distribution.
VoseAggregateMC - Directly simulates the sum of a (fixed or random) number of independent identically distributed random variables.
VoseAggregateMoments - Returns the first four moments of an aggregate distribution.
VoseAggregateMultiFFT - Simulates from a Multivariate aggregate distribution using Fast Fourier Transform.
VoseAggregateMultiFFTObject - Distribution Object for a Multivariate aggregate distribution using Fast Fourier Transform.
VoseAggregateMultiFFTProb - Probability calculation for an AggregateMultiFFT distribution.
VoseAggregateMultiFFTProb10 - Probability (log 10) calculation for a Multivariate aggregate distribution using Fast Fourier Transform.
VoseAggregateMultiMC - Directly simulates the sum of a (fixed or random) number of random variables coming from multiple distributions.
VoseAggregateMultiMoments - Returns the firs four moments of multiple aggregated severity and frequency distributions.
VoseAggregatePanjer - Simulates from an aggregate distribution using Panjer's recursive algorithm.
VoseAggregatePanjerObject - Distribution Object for aggregate distribution using Panjer's recursive algorithm.
VoseAggregatePanjerProb - Probability calculation for aaggregate distribution using Panjer's recursive algorithm.
VoseAggregatePanjerProb10 - Probability (log 10) calculation for an aggregate distribution using Panjer's recursive algorithm.
VoseAggregateProduct - Simulates from an AggregateProduct distribution.
VoseAggregateProductObject - Distribution Object for an AggregateProduct distribution.
VoseAggregateProductProb - Probability calculation for an AggregateProduct distribution.
VoseAggregateProductProb10
- Probability (log 10) calculation for an AggregateProduct distribution.
VoseAggregateTranche - Returns random
samples of the total amount.
VoseAIC - Returns the Akaike Information Criterion (AIC) of a fit object.
VoseBernoulli - Simulates from a Bernoulli distribution.
VoseBernoulliFit - Simulates from a Bernoulli distribution fitted to data.
VoseBernoulliFitObject - Distribution Object for a Bernoulli distribution fitted to data.
VoseBernoulliFitP - Returns the parameters from a Bernoulli distribution fitted to data.
VoseBernoulliObject - Distribution Object for a Bernoulli distribution.
VoseBernoulliProb - Probability calculation for a Bernoulli distribution.
VoseBernoulliProb10 - Probability (log 10) calculation for a Bernoulli distribution.
VoseBeta - Simulates from a Beta distribution.
VoseBeta4 - Simulates from a Beta4 distribution.
VoseBeta4Fit - Simulates from a Beta4 distribution fitted to data.
VoseBeta4FitObject - Distribution Object for a Beta4 distribution fitted to data.
VoseBeta4FitP - Returns the parameters from a Beta4 distribution fitted to data.
VoseBeta4Object - Distribution Object for a Beta4 distribution.
VoseBeta4Prob - Probability calculation for a Beta4 distribution.
VoseBeta4Prob10 - Probability (log 10) calculation for a Beta4 distribution.
VoseBetaBinomial - Simulates from a BetaBinomial distribution.
VoseBetaBinomialFit - Simulates from a BetaBinomial distribution fitted to data.
VoseBetaBinomialFitObject - Distribution Object for a BetaBinomial distribution fitted to data.
VoseBetaBinomialFitP - Returns the parameters from a BetaBinomial distribution fitted to data.
VoseBetaBinomialObject - Distribution Object for a BetaBinomial distribution.
VoseBetaBinomialProb - Probability calculation for a BetaBinomial distribution.
VoseBetaBinomialProb10
- Probability (log 10) calculation for a BetaBinomial distribution.
VoseBetaFit
- Simulates from a Beta distribution fitted to data.
VoseBetaFitObject - Distribution Object for a Beta distribution fitted to data.
VoseBetaFitP - Returns the parameters from a Beta distribution fitted to data.
VoseBetaGeometric - Simulates from a BetaGeometric distribution.
VoseBetaGeometricFit - Simulates from a BetaGeometric distribution fitted to data.
VoseBetaGeometricFitObject - Distribution Object for a BetaGeometric distribution fitted to data.
VoseBetaGeometricFitP - Returns the parameters from a BetaGeometric distribution fitted to data.
VoseBetaGeometricObject - Distribution Object for a BetaGeometric distribution.
VoseBetaGeometricProb - Probability calculation for a BetaGeometric distribution.
VoseBetaGeometricProb10 - Probability (log 10) calculation for a BetaGeometric distribution.
VoseBetaNegBin - Simulates from a BetaNegBin distribution.
VoseBetaNegBinFit - Simulates from a BetaNegBin distribution fitted to data.
VoseBetaNegBinFitObject - Distribution Object for a BetaNegBin distribution fitted to data.
VoseBetaNegBinFitP - Returns the parameters from a BetaNegBin distribution fitted to data.
VoseBetaNegBinObject - Distribution Object for a BetaNegBin distribution.
VoseBetaNegBinProb - Probability calculation for a BetaNegBin distribution.
VoseBetaNegBinProb10 - Probability (log 10) calculation for a BetaNegBin distribution.
VoseBetaObject - Distribution Object for a Beta distribution.
VoseBetaProb - Probability calculation for a Beta distribution.
VoseBetaProb10 - Probability (log 10) calculation for a Beta distribution.
VoseBinomial - Simulates from a Binomial distribution.
VoseBinomialFit - Simulates from a Binomial distribution fitted to data.
VoseBinomialFitObject - Distribution Object for a Binomial distribution fitted to data.
VoseBinomialFitP - Returns the parameters from a Binomial distribution fitted to data.
VoseBinomialObject - Distribution Object for a Binomial distribution.
VoseBinomialP - Generates random values from the uncertainty distribution of a prevalence, probability or fraction.
VoseBinomialProb - Probability calculation for a Binomial distribution.
VoseBinomialProb10
- Probability (log 10) calculation for a Binomial distribution.
VoseBMA
- Returns random samples from a BMA fitted distribution.
VoseBMAObject
- Returns random samples from a BMA fitted distribution.
VoseBMAProb
- Calculates the joint probability density (or probability mass) and joint
cumulative probability for a set of values {x} against a BMA fitted distribution.
VoseBMAProb10
- Calculates (log 10) the joint probability density (or probability mass)
and joint cumulative probability for a set of values {x} against a BMA
fitted distribution.
VoseBradford - Simulates from a Bradford distribution.
VoseBradfordFit - Simulates from a Bradford distribution fitted to data.
VoseBradfordFitObject - Distribution Object for a Bradford distribution fitted to data.
VoseBradfordFitP - Returns the parameters from a Bradford distribution fitted to data.
VoseBradfordObject - Distribution Object for a Bradford distribution.
VoseBradfordProb - Probability calculation for a Bradford distribution.
VoseBradfordProb10 - Probability (log 10) calculation for a Bradford distribution.
VoseBurr - Simulates from a Burr distribution.
VoseBurrFit - Simulates from a Burr distribution fitted to data.
VoseBurrFitObject - Distribution Object for a Burr distribution fitted to data.
VoseBurrFitP - Returns the parameters from a Burr distribution fitted to data.
VoseBurrObject - Distribution Object for a Burr distribution.
VoseBurrProb - Probability calculation for a Burr distribution.
VoseBurrProb10 - Probability (log 10) calculation for a Burr distribution.
VoseCauchy - Simulates from a Cauchy distribution.
VoseCauchyFit - Simulates from a Cauchy distribution fitted to data.
VoseCauchyFitObject - Distribution Object for a Cauchy distribution fitted to data.
VoseCauchyFitP - Returns the parameters from a Cauchy distribution fitted to data.
VoseCauchyObject - Distribution Object for a Cauchy distribution.
VoseCauchyProb - Probability calculation for a Cauchy distribution.
VoseCauchyProb10 - Probability (log 10) calculation for a Cauchy distribution.
VoseChi - Simulates from a Chi distribution.
VoseChiFit - Simulates from a Chi distribution fitted to data.
VoseChiFitObject - Distribution Object for a Chi distribution fitted to data.
VoseChiFitP - Returns the parameters from a Chi distribution fitted to data.
VoseChiObject - Distribution Object for a Chi distribution.
VoseChiProb - Probability calculation for a Chi distribution.
VoseChiProb10 - Probability (log 10) calculation for a Chi distribution.
VoseChiSq - Simulates from a Chi Squared distribution.
VoseChiSqFit - Simulates from a Chi Squared distribution fitted to data.
VoseChiSqFitObject - Distribution Object for a Chi Squared distribution fitted to data.
VoseChiSqFitP - Returns the parameters from a Chi Squared distribution fitted to data.
VoseChiSqObject - Distribution Object for a Chi Squared distribution.
VoseChiSqProb - Probability calculation for a Chi Squared distribution.
VoseChiSqProb10 - Probability (log 10) calculation for a ChiSq distribution.
VoseCholesky - Calculates the cholesky decomposition .
VoseCLTSum - Simulates the central limit theorem approximation (Normal) of the sum of a number of independent identically distributed random variables.
VoseCofV - Coefficient of Variance calculation of a distribution object.
VoseCombined - Simulates from a Combined distribution.
VoseCombinedObject - Distribution Object for a Combined distribution.
VoseCombinedProb - Probability calculation for a Combined distribution.
VoseCombinedProb10 - Probability (log 10) calculation for a Combined distribution.
VoseContinuousFit - Simulates from an empirical continuous distribution fitted to data.
VoseContinuousFitProb - Probability calculation for a empirical continuous distribution fitted to data.
VoseContinuousFitProb10 - Probability (log 10) calculation for a empirical continuous distribution fitted to data.
VoseCopulaBiClayton - An array function of size 2 that generates random values from a Clayton copula.
VoseCopulaBiClaytonFit - An array function of size 2 that generates random values from a Clayton copula fitted to data.
VoseCopulaBiClaytonFitP - Returns the bivariate Clayton copula parameters fitted to data.
VoseCopulaBiFrank - An array function of size 2 that generates random values from a Frank copula.
VoseCopulaBiFrankFit - An array function of size 2 that generates random values from a Frank copula fitted to data.
VoseCopulaBiFrankFitP - Returns the bivariate Frank copula parameters fitted to data.
VoseCopulaBiGumbel - An array function of size 2 that generates random values from a Gumbel copula.
VoseCopulaBiGumbelFit - An array function of size 2 that generates random values from a Gumbel copula fitted to data.
VoseCopulaBiGumbelFitP - Returns the bivariate Gumbel copula parameters fitted to data.
VoseCopulaBiNormal - An array function of size 2 that generates random values from a Normal copula.
VoseCopulaBiNormalFit - An array function of size 2 that generates random values from a Normal copula fitted to data.
VoseCopulaBiNormalFitP - Returns the bivariate Normal copula parameters fitted to data.
VoseCopulaBiT - An array function of size 2 that generates random values from a T copula.
VoseCopulaBiTFit - An array function of size 2 that generates random values from a T copula fitted to data.
VoseCopulaBiTFitP
- Returns the bivariate T copula parameters fitted to data.
VoseCopulaBMA
- Returns random samples from a BMA fitted copula.
VoseCopulaBMAObject
- Defines a BMA fitted copula.
VoseCopulaData
- An array function of any required size that generates random values
from an empirical copula.
VoseCopulaDataSeries - Returns a set
of random values from a copula created by analyzing the correlation in
a data series between contiguous values.
VoseCopulaMultiClayton - An array function of any required size that generates random values from a Clayton copula.
VoseCopulaMultiClaytonFit - An array function of any required size that generates random values from a Clayton copula fitted to data.
VoseCopulaMultiClaytonFitP - Returns the multivariate Clayton copula parameters fitted to data.
VoseCopulaMultiFrank - An array function of any required size that generates random values from a Frank copula.
VoseCopulaMultiFrankFit - An array function of any required size that generates random values from a Frank copula fitted to data.
VoseCopulaMultiFrankFitP - Returns the multivariate Frank copula parameters fitted to data.
VoseCopulaMultiGumbel - An array function of any required size that generates random values from a Gumbel copula.
VoseCopulaMultiGumbelFit - An array function of any required size that generates random values from a Gumbel copula fitted to data.
VoseCopulaMultiGumbelFitP - Returns the multivariate Gumbel copula parameters fitted to data.
VoseCopulaMultiNormal - An array function of any required size that generates random values from a Normal copula.
VoseCopulaMultiNormalFit - An array function of any required size that generates random values from a Normal copula fitted to data.
VoseCopulaMultiNormalFitP - Returns the multivariate Normal copula parameters fitted to data.
VoseCopulaMultiT - An array function of any required size that generates random values from a T copula.
VoseCopulaMultiTFit - An array function of any required size that generates random values from a T copula fitted to data.
VoseCopulaMultiTFitP
- Returns the multivariate T copula parameters fitted to data.
VoseCopulaSimulate
- An array function that returns random values from a copula object.
VoseCorrMatrix - An n x n array function that calculates the rank order correlation matrix of a data set.
VoseCorrMatrixU
- An array function that simulates the uncertainty of the rank order correlation
matrix of a data set. The function takes an n x n array where n is the
number of variables in the data set.
VoseCovToCorr
- An array function that extracts the correlation information from a covariance
matrix.
VoseCorrToCov
- An array function that combines a correlation matrix for a set of variables
with a vector of standard deviation values for each variable to produce
a covariance matrix.
VoseCumulA - Simulates from a Cumulative Ascending distribution.
VoseCumulAObject - Distribution Object for a Cumulative Ascending distribution.
VoseCumulAProb - Probability calculation for a Cumulative Ascending distribution.
VoseCumulAProb10 - Probability (log 10) calculation for a Cumulative Ascending distribution.
VoseCumulD - Simulates from a Cumulative Ascending distribution.
VoseCumulDObject - Distribution Object for a Cumulative Descending distribution.
VoseCumulDProb - Probability calculation for a Cumulative Descending distribution.
VoseCumulDProb10
- Probability (log 10) calculation for a Cumulative Descending distribution.
VoseCurrentSample
- Reports the current sample (sometimes known as trial or iteration) number
during a simulation.
VoseCurrentSim
- Reports the current simulation number during a simulation run
VoseDagum - Simulates from a Dagum distribution.
VoseDagumFit - Simulates from a Dagum distribution fitted to data.
VoseDagumFitObject - Distribution Object for a Dagum distribution fitted to data.
VoseDagumFitP - Returns the parameters from a Dagum distribution fitted to data.
VoseDagumObject - Distribution Object for a Dagum distribution.
VoseDagumProb - Probability calculation for a Dagum distribution.
VoseDagumProb10
- Probability (log 10) calculation for a Dagum distribution.
VoseDataMax
- Returns an array that consists of maximum values for each data column.
VoseDataMin
- Returns an array that consists of minimum values for each data column.
VoseDataObject
- Defines a ModelRisk Data Object linked to a data source.
VoseDataRow
- Returns data array from the given row of the input data range.
VoseDeduct - Simulates from a Deduct distribution.
VoseDeductObject - Distribution Object for a Deduct distribution.
VoseDeductProb - Probability calculation for a Deduct distribution.
VoseDeductProb10 - Probability (log 10) calculation for a Deduct distribution.
VoseDelaporte - Simulates from a Delaporte distribution.
VoseDelaporteFit - Simulates from a Delaporte distribution fitted to data.
VoseDelaporteFitObject - Distribution Object for a Delaporte distribution fitted to data.
VoseDelaporteFitP - Returns the parameters from a Delaporte distribution fitted to data.
VoseDelaporteObject - Distribution Object for a Delaporte distribution.
VoseDelaporteProb - Probability calculation for a Delaporte distribution.
VoseDelaporteProb10 - Probability (log 10) calculation for a Delaporte distribution.
VoseDepletion - Combination of VoseDepletionTime, DepletionShortFall and VoseDepletionFlag (see below).
VoseDepletionFlag - Returns a random Bernoulli variable (i.e. 0 or 1) for whether resource is depleted within a defined time by events following a Poisson arrival time..
VoseDepletionShortfall - Simulates the amount the funds drop below zero when a depletion occurs.
VoseDepletionTime - Simulates the time until resources are depleted by events with Poisson arrival times.
VoseDescription - Returns the description of a ModelRisk function.
VoseDirichlet - Simulates from a Dirichlet distribution.
VoseDirichletProb - Probability calculation for a Dirichlet distribution.
VoseDirichletProb10 - Probability (log 10) calculation for a Dirichlet distribution.
VoseDiscrete - Simulates from a Discrete distribution.
VoseDiscreteFit - Simulates from a Discrete distribution fitted to data.
VoseDiscreteFitProb - Probability calculation for a Discrete distribution fitted to data.
VoseDiscreteFitProb10 - Probability (log 10) calculation for a Discrete distribution fitted to data.
VoseDiscreteObject - Distribution Object for a Discrete distribution.
VoseDiscreteProb - Probability calculation for a Discrete distribution.
VoseDiscreteProb10 - Probability (log 10) calculation for a Discrete distribution.
VoseDominance - An (n+1) x (n+1) array function that determines the stochastic dominance matrix for a set of random samples drawn from distributions .
VoseDUniform - Simulates from a DUniform distribution.
VoseDUniformObject - Distribution Object for a DUniform distribution.
VoseDUniformProb - Probability calculation for a DUniform distribution.
VoseDUniformProb10 - Probability (log 10) calculation for a DUniform distribution.
VoseEigenValues - Calculation of EigenValues of a matrix.
VoseEigenVectors - Calculation of EigenVectors of a matrix.
VoseErf - Simulates from an Error Function distribution.
VoseErfFit - Simulates from an Error Function distribution fitted to data.
VoseErfFitObject - Distribution Object for an Error Function distribution fitted to data.
VoseErfFitP - Returns the parameters from an Error Function distribution fitted to data.
VoseErfObject - Distribution Object for an Error Function distribution.
VoseErfProb - Probability calculation for an Error Function distribution.
VoseErfProb10 - Probability (log 10) calculation for an Error Function distribution.
VoseErlang - Simulates from an Erlang distribution.
VoseErlangFit - Simulates from an Erlang distribution fitted to data.
VoseErlangFitObject - Distribution Object for an Erlang distribution fitted to data.
VoseErlangFitP - Returns the parameters from an Erlang distribution fitted to data.
VoseErlangObject - Distribution Object for an Erlang distribution.
VoseErlangProb - Probability calculation for an Erlang distribution.
VoseErlangProb10 - Probability (log 10) calculation for an Erlang distribution.
VoseError - Simulates from a Generalised Error distribution.
VoseErrorFit - Simulates from a Generalised Error distribution fitted to data.
VoseErrorFitObject - Distribution Object for a Generalised Error distribution fitted to data.
VoseErrorFitP - Returns the parameters from a Generalised Error distribution fitted to data.
VoseErrorObject - Distribution Object for a Generalised Error distribution.
VoseErrorProb - Probability calculation for a Generalised Error distribution.
VoseErrorProb10 - Probability (log 10) calculation for a Generalised Error distribution.
VoseExpon - Simulates from an Exponential distribution.
VoseExponFit - Simulates from an Exponential distribution fitted to data.
VoseExponFitObject - Distribution Object for an Exponential distribution fitted to data.
VoseExponFitP - Returns the parameters from an Exponential distribution fitted to data.
VoseExponObject - Distribution Object for an Exponential distribution.
VoseExponProb - Probability calculation for an Exponential distribution.
VoseExponProb10 - Probability (log 10) calculation for an Exponential distribution.
VoseExpression - Generates expression string to be used as object in various ModelRisk models.
VoseExtremeRange - Simulates the lowest and highest values from a set of n independent observations drawn from the same distribution.
VoseExtValueMax - Simulates from an ExtValueMax distribution.
VoseExtValueMaxFit - Simulates from an ExtValueMax distribution fitted to data.
VoseExtValueMaxFitObject - Distribution Object for an Extreme Value Max distribution fitted to data.
VoseExtValueMaxFitP - Returns the parameters from an Extreme Value Max distribution fitted to data.
VoseExtValueMaxObject - Distribution Object for an Extreme Value Max distribution.
VoseExtValueMaxProb - Probability calculation for an Extreme Value Max distribution.
VoseExtValueMaxProb10 - Probability (log 10) calculation for an Extreme Value Max distribution.
VoseExtValueMin - Simulates from an Extreme Value Min distribution.
VoseExtValueMinFit - Simulates from an Extreme Value Min distribution fitted to data.
VoseExtValueMinFitObject - Distribution Object for an Extreme Value Min distribution fitted to data.
VoseExtValueMinFitP - Returns the parameters from an Extreme Value Min distribution fitted to data.
VoseExtValueMinObject - Distribution Object for an Extreme Value Min distribution.
VoseExtValueMinProb - Probability calculation for an Extreme Value Min distribution.
VoseExtValueMinProb10 - Probability (log 10) calculation for an ExtValueMin distribution.
VoseF - Simulates from a F distribution.
VoseFatigue - Simulates from a Fatigue Life distribution.
VoseFatigueFit - Simulates from a Fatigue Life distribution fitted to data.
VoseFatigueFitObject - Distribution Object for a Fatigue Life distribution fitted to data.
VoseFatigueFitP - Returns the parameters from a Fatigue Life distribution fitted to data.
VoseFatigueObject - Distribution Object for a Fatigue Life distribution.
VoseFatigueProb - Probability calculation for a Fatigue Life distribution.
VoseFatigueProb10 - Probability (log 10) calculation for a Fatigue Life distribution.
VoseFFit - Simulates from a F distribution fitted to data.
VoseFFitObject - Distribution Object for a F distribution fitted to data.
VoseFFitP - Returns the parameters from a F distribution fitted to data.
VoseFObject - Distribution Object for a F distribution.
VoseFProb - Probability calculation for a F distribution.
VoseFProb10 - Probability (log 10) calculation for a F distribution.
VoseFrequency - Returns a frequency or relative frequency analysis of a set of data.
VoseFrequencyCumulA - Returns an ascending frequency or relative frequency analysis of a set of data.
VoseFrequencyCumulD - Returns a descending frequency or relative frequency analysis of a set of data.
VoseGamma - Simulates from a Gamma distribution.
VoseGammaFit - Simulates from a Gamma distribution fitted to data.
VoseGammaFitObject - Distribution Object for a Gamma distribution fitted to data.
VoseGammaFitP - Returns the parameters from a Gamma distribution fitted to data.
VoseGammaObject - Distribution Object for a Gamma distribution.
VoseGammaProb - Probability calculation for a Gamma distribution.
VoseGammaProb10 - Probability (log 10) calculation for a Gamma distribution.
VoseGeometric - Simulates from a Geometric distribution.
VoseGeometricFit - Simulates from a Geometric distribution fitted to data.
VoseGeometricFitObject - Distribution Object for a Geometric distribution fitted to data.
VoseGeometricFitP - Returns the parameters from a Geometric distribution fitted to data.
VoseGeometricObject - Distribution Object for a Geometric distribution.
VoseGeometricProb - Probability calculation for a Geometric distribution.
VoseGeometricProb10 - Probability (log 10) calculation for a Geometric distribution.
VoseGLogistic - Simulates from a Generalized Logistic distribution.
VoseGLogisticFit - Simulates from a Generalized Logistic distribution fitted to data.
VoseGLogisticFitObject - Distribution Object for a Generalized Logistic distribution fitted to data.
VoseGLogisticFitP - Returns the parameters from a Generalized Logistic distribution fitted to data.
VoseGLogisticObject - Distribution Object for a Generalized Logistic distribution.
VoseGLogisticProb - Probability calculation for a Generalized Logistic distribution.
VoseGLogisticProb10 - Probability (log 10) calculation for a Generalized Logistic distribution.
VoseGTU - Simulates from a GTU distribution.
VoseGTUObject - Distribution Object for a GTU distribution.
VoseGTUProb - Probability calculation for a GTU distribution.
VoseGTUProb10 - Probability (log 10) calculation for a GTU distribution.
VoseHistogram - Simulates from a Histogram distribution.
VoseHistogramObject - Distribution Object for a Histogram distribution.
VoseHistogramProb - Probability calculation for a Histogram distribution.
VoseHistogramProb10 - Probability (log 10) calculation for a Histogram distribution.
VoseHQIC - Returns the Hannan-Quinn Information Criterion (HQIC) of a fit object
VoseHS - Simulates from a Hypersecant distribution.
VoseHSFit - Simulates from a Hyperbolic secant distribution fitted to data.
VoseHSFitObject - Distribution Object for a Hyperbolic secant distribution fitted to data.
VoseHSFitP - Returns the parameters from a Hyperbolic secant distribution fitted to data.
VoseHSObject - Distribution Object for a Hyperbolic secant distribution.
VoseHSProb - Probability calculation for a Hyperbolic secant distribution.
VoseHSProb10 - Probability (log 10) calculation for a Hyperbolic secant distribution.
VoseHypergeo - Simulates from a Hypergeometric distribution.
VoseHypergeoFit - Simulates from a Hypergeometric distribution fitted to data.
VoseHypergeoFitObject - Distribution Object for a Hypergeometric distribution fitted to data.
VoseHypergeoFitP - Returns the parameters from a Hypergeometric distribution fitted to data.
VoseHypergeoObject - Distribution Object for a Hypergeometric distribution.
VoseHypergeoProb - Probability calculation for a Hypergeometric distribution.
VoseHypergeoProb10 - Probability (log 10) calculation for a Hypergeometric distribution.
VoseIdentity
- Returns the Identity matrix.
VoseInput
- Marks a cell as a model input for the purposes of collecting and analyzing
the values the cell generates during a simulation.
VoseIntegrate - Performs a numeric integration over a defined range.
VoseInterpolate - Performs interpolation between two arrays of values.
VoseInvGauss - Simulates from an Inverse Gaussian distribution.
VoseInvGaussFit - Simulates from an Inverse Gaussian distribution fitted to data.
VoseInvGaussFitObject - Distribution Object for an Inverse Gaussian distribution fitted to data.
VoseInvGaussFitP - Returns the parameters from an Inverse Gaussian distribution fitted to data.
VoseInvGaussObject - Distribution Object for an Inverse Gaussian distribution.
VoseInvGaussProb - Probability calculation for an Inverse Gaussian distribution.
VoseInvGaussProb10 - Probability (log 10) calculation for an Inverse Gaussian distribution.
VoseInvHyperGeo - Simulates from an Inverse Hypergeometric distribution.
VoseInvHyperGeoFit - Simulates from an Inverse Hypergeometric distribution fitted to data.
VoseInvHyperGeoFitObject - Distribution Object for an Inverse Hypergeometric distribution fitted to data.
VoseInvHyperGeoFitP - Returns the parameters from an Inverse Hypergeometric distribution fitted to data.
VoseInvHyperGeoObject - Distribution Object for an Inverse Hypergeometric distribution.
VoseInvHypergeoProb - Probability calculation for an Inverse Hypergeometric distribution.
VoseInvHypergeoProb10 - Probability (log 10) calculation for an Inverse Hypergeometric distribution.
VoseInvMultiHypergeo - Simulates from an Inverse Multivariate Hypergeometric distribution.
VoseInvMultiHypergeo2 - Simulates from an Inverse Multivariate Hypergeometric (type2) distribution.
VosejkProduct - Calculates the product of expression over variable k then j.
VosejkSum - Calculates the sum of expression over variable k then j.
VoseJohnsonB - Simulates from a Johnson Bounded distribution.
VoseJohnsonBFit - Simulates from a Johnson Bounded distribution fitted to data.
VoseJohnsonBFitObject - Distribution Object for a Johnson Bounded distribution fitted to data.
VoseJohnsonBFitP - Returns the parameters from a Johnson Bounded distribution fitted to data.
VoseJohnsonBObject - Distribution Object for a Johnson Bounded distribution.
VoseJohnsonBProb - Probability calculation for a Johnson Bounded distribution.
VoseJohnsonBProb10 - Probability (log 10) calculation for a Johnson Bounded distribution.
VoseJohnsonU - Simulates from a Johnson Unbounded distribution.
VoseJohnsonUFit - Simulates from a Johnson Unbounded distribution fitted to data.
VoseJohnsonUFitObject - Distribution Object for a Johnson Unbounded distribution fitted to data.
VoseJohnsonUFitP - Returns the parameters from a Johnson Unbounded distribution fitted to data.
VoseJohnsonUObject - Distribution Object for a Johnson Unbounded distribution.
VoseJohnsonUProb - Probability calculation for a Johnson Unbounded distribution.
VoseJohnsonUProb10 - Probability (log 10) calculation for a Johnson Unbounded distribution.
VosejProduct - Calculates the product of a finite sequence of an expression evaluated over variable j.
VosejSum - Calculates the sum of a sequence of an expression evaluated over variable j.
VosejSumInf - returns the sum of an expression evaluated at j for j ranging from jStart to infinity.
VoseKendallsTau - Returns the Kendall's Tau measure of correlation between two data set.
VoseKthLargest - Simulates the distribution of the kth largest of n values drawn from a specified distribution.
VoseKthSmallest - Simulates the distribution of the kth smallest of n values drawn from a specified distribution.
VoseKumaraswamy - Simulates from a Kumaraswamy distribution.
VoseKumaraswamy4 - Simulates from a Kumaraswamy4 distribution.
VoseKumaraswamy4Fit - Simulates from a Kumaraswamy4 distribution fitted to data.
VoseKumaraswamy4FitObject - Distribution Object for a Kumaraswamy4 distribution fitted to data.
VoseKumaraswamy4FitP - Returns the parameters from a Kumaraswamy4 distribution fitted to data.
VoseKumaraswamy4Object - Distribution Object for a Kumaraswamy4 distribution.
VoseKumaraswamy4Prob - Probability calculation for a Kumaraswamy4 distribution.
VoseKumaraswamy4Prob10 - Probability (log 10) calculation for a Kumaraswamy4 distribution.
VoseKumaraswamyFit - Simulates from a Kumaraswamy distribution fitted to data.
VoseKumaraswamyFitObject - Distribution Object for a Kumaraswamy distribution fitted to data.
VoseKumaraswamyFitP - Returns the parameters from a Kumaraswamy distribution fitted to data.
VoseKumaraswamyObject - Distribution Object for a Kumaraswamy distribution.
VoseKumaraswamyProb - Probability calculation for a Kumaraswamy distribution.
VoseKumaraswamyProb10 - Probability (log 10) calculation for a Kumaraswamy distribution.
VoseKurtosis - Kurtosis calculation of a distribution object.
VoseLaplace - Simulates from a Laplace distribution.
VoseLaplaceFit - Simulates from a Laplace distribution fitted to data.
VoseLaplaceFitObject - Distribution Object for a Laplace distribution fitted to data.
VoseLaplaceFitP - Returns the parameters from a Laplace distribution fitted to data.
VoseLaplaceObject - Distribution Object for a Laplace distribution.
VoseLaplaceProb - Probability calculation for a Laplace distribution.
VoseLaplaceProb10 - Probability (log 10) calculation for a Laplace distribution.
VoseLargest - Simulates the distribution of the largest of n values drawn from a specified distribution.
VoseLargestSet
- An array function of length k that simulates the distributions of the
k largest of n values drawn from a specified distribution.
VoseLevy
- Simulates from a Levy distribution.
VoseLevyFit - Simulates from a Levy distribution fitted to data.
VoseLevyFitObject - Distribution Object for a Levy distribution fitted to data.
VoseLevyFitP - Returns the parameters from a Levy distribution fitted to data.
VoseLevyObject - Distribution Object for a Levy distribution.
VoseLevyProb - Probability calculation for a Levy distribution.
VoseLevyProb10
- Probability (log 10) calculation for a Levy distribution.
VoseLibAssumption
- Returns the value of an assumption stored within the ModelRisk Library.
VoseLibReference
- This function is a marker to point to a reference within the
ModelRisk Library.
VoseLLH
- Calculates the natural log of the joint likelihood of observed data
coming from the fitted model.
VoseLogarithmic - Simulates from a Logarithmic distribution.
VoseLogarithmicFit - Simulates from a Logarithmic distribution fitted to data.
VoseLogarithmicFitObject - Distribution Object for a Logarithmic distribution fitted to data.
VoseLogarithmicFitP - Returns the parameters from a Logarithmic distribution fitted to data.
VoseLogarithmicObject - Distribution Object for a Logarithmic distribution.
VoseLogarithmicProb - Probability calculation for a Logarithmic distribution.
VoseLogarithmicProb10 - Probability (log 10) calculation for a Logarithmic distribution.
VoseLogGamma - Simulates from a LogGamma distribution.
VoseLogGammaFit - Simulates from a LogGamma distribution fitted to data.
VoseLogGammaFitObject - Distribution Object for a LogGamma distribution fitted to data.
VoseLogGammaFitP - Returns the parameters from a LogGamma distribution fitted to data.
VoseLogGammaObject - Distribution Object for a LogGamma distribution.
VoseLogGammaProb - Probability calculation for a LogGamma distribution.
VoseLogGammaProb10 - Probability (log 10) calculation for a LogGamma distribution.
VoseLogistic - Simulates from a Logistic distribution.
VoseLogisticFit - Simulates from a Logistic distribution fitted to data.
VoseLogisticFitObject - Distribution Object for a Logistic distribution fitted to data.
VoseLogisticFitP - Returns the parameters from a Logistic distribution fitted to data.
VoseLogisticObject - Distribution Object for a Logistic distribution.
VoseLogisticProb - Probability calculation for a Logistic distribution.
VoseLogisticProb10 - Probability (log 10) calculation for a Logistic distribution.
VoseLogLaplace - Simulates from a LogLaplace distribution.
VoseLogLaplaceFit - Simulates from a LogLaplace distribution fitted to data.
VoseLogLaplaceFitObject - Distribution Object for a LogLaplace distribution fitted to data.
VoseLogLaplaceFitP - Returns the parameters from a LogLaplace distribution fitted to data.
VoseLogLaplaceObject - Distribution Object for a LogLaplace distribution.
VoseLogLaplaceProb - Probability calculation for a LogLaplace distribution.
VoseLogLaplaceProb10 - Probability (log 10) calculation for a LogLaplace distribution.
VoseLogLogistic - Simulates from a LogLogistic distribution.
VoseLogLogisticFit - Simulates from a LogLogistic distribution fitted to data.
VoseLogLogisticFitObject - Distribution Object for a LogLogistic distribution fitted to data.
VoseLogLogisticFitP - Returns the parameters from a LogLogistic distribution fitted to data.
VoseLogLogisticObject - Distribution Object for a LogLogistic distribution.
VoseLogLogisticProb - Probability calculation for a LogLogistic distribution.
VoseLogLogisticProb10 - Probability (log 10) calculation for a LogLogistic distribution.
VoseLognormal - Simulates from a Lognormal distribution.
VoseLognormalB - Simulates from a LognormalB distribution.
VoseLognormalBFit - Simulates from a LognormalB distribution fitted to data.
VoseLognormalBFitObject - Distribution Object for a LognormalB distribution fitted to data.
VoseLognormalBFitP - Returns the parameters from a LognormalB distribution fitted to data.
VoseLognormalBObject - Distribution Object for a LognormalB distribution.
VoseLognormalBProb - Probability calculation for a LognormalB distribution.
VoseLognormalBProb10 - Probability (log 10) calculation for a LognormalB distribution.
VoseLognormalE - Simulates from a LognormalE distribution.
VoseLognormalEFit - Simulates from a LognormalE distribution fitted to data.
VoseLognormalEFitObject - Distribution Object for a LognormalE distribution fitted to data.
VoseLognormalEFitP - Returns the parameters from a LognormalE distribution fitted to data.
VoseLognormalEObject - Distribution Object for a LognormalE distribution.
VoseLognormalEProb - Probability calculation for a LognormalE distribution.
VoseLognormalEProb10 - Probability (log 10) calculation for a LognormalE distribution.
VoseLognormalFit - Simulates from a Lognormal distribution fitted to data.
VoseLognormalFitObject - Distribution Object for a Lognormal distribution fitted to data.
VoseLognormalFitP - Returns the parameters from a Lognormal distribution fitted to data.
VoseLognormalObject - Distribution Object for a Lognormal distribution.
VoseLognormalProb - Probability calculation for a Lognormal distribution.
VoseLognormalProb10 - Probability (log 10) calculation for a Lognormal distribution.
VoseMarkovMatrix - An n x n array function that calculates the Markov chain transition matrix for T periods.
VoseMarkovSample
- Simulates the number of individuals in each state of a Markov chain
process after T periods.
VoseMax
- Returns the minimum of a distribution object.
VoseMean - Mean point calculation of a distribution object.
VoseMeanExcessP - This function calculates the mean excess e(T) for a claim distribution given some threshold value for X = F-1(Pthreshold) and some maximum claim size Xmax.
VoseMeanExcessX
- This function calculates the mean excess e(T) for a claim distribution
given a threshold X.
VoseMin
- Returns the minimum of a distribution object.
VoseModPERT - Simulates from a Modified PERT distribution.
VoseModPERTObject - Distribution Object for a Modified PERT distribution.
VoseModPERTProb - Probability calculation for a Modified PERT distribution.
VoseModPERTProb10 - Probability (log 10) calculation for a Modified PERT distribution.
VoseMoments - Provides an empirical estimate of the moments of a specified distribution.
VoseMultiHypergeo - Simulates from a Multivariate Hypergeometric distribution.
VoseMultiHypergeoProb - Probability calculation for a Multivariate Hypergeometric distribution.
VoseMultiHypergeoProb10 - Probability (log 10) calculation for a Multivariate Hypergeometric distribution.
VoseMultinomial - Simulates from a Multinomial distribution.
VoseMultinomialProb - Probability calculation for a Multinomial distribution.
VoseMultinomialProb10 - Probability (log 10) calculation for a Multinomial distribution.
VoseMultiNormal - Simulates from a Multivariate Normal distribution.
VoseMultiNormalProb - Probability calculation for a Multivariate Normal distribution.
VoseMultiNormalProb10 - Probability (log 10) calculation for a Multivariate Normal distribution.
VoseNBootCofV - Simulates the uncertainty of the coefficient of variance of a population distribution by non-parametric Bootstrap.
VoseNBootKurtosis - Simulates the uncertainty of the kurtosis of a population distribution by non-parametric Bootstrap.
VoseNBootMean - Simulates the uncertainty of the mean of a population distribution by non-parametric Bootstrap.
VoseNBootMoments - Simulates the uncertainty of the moments of a population distribution by non-parametric Bootstrap.
VoseNBootPaired - Simulates the paired structure of correlated random variables by non-parametric Bootstrap.
VoseNBootPercentile - Simulates the uncertainty of a specified percentile of a population distribution by non-parametric Bootstrap.
VoseNBoot
- Estimates one or more population
parameters via the non-parametric Bootstrap method.
VoseNBootSeries
- Simulates the non-parametric Bootstrap series - a random subset of consecutive
values of the dataset.
VoseNBootSkewness - Simulates the uncertainty of the mean of a population distribution by non-parametric Bootstrap.
VoseNBootStdev - Simulates the uncertainty of the standard deviation of a population distribution by non-parametric Bootstrap.
VoseNBootVariance - Simulates the uncertainty of the variance of a population distribution by non-parametric Bootstrap.
VoseNCChiSq - Simulates from a Non-central ChiSq distribution.
VoseNCChiSqFit - Simulates from a Non-central ChiSq distribution fitted to data.
VoseNCChiSqFitObject - Distribution Object for a Non-central ChiSq distribution fitted to data.
VoseNCChiSqFitP - Returns the parameters from a Non-central ChiSq distribution fitted to data.
VoseNCChiSqObject - Distribution Object for a Non-central ChiSq distribution.
VoseNCChiSqProb - Probability calculation for a Non-central ChiSq distribution.
VoseNCChiSqProb10 - Probability (log 10) calculation for a Non-central ChiSq distribution.
VoseNCF - Simulates from a Non-central F distribution.
VoseNCFFit - Simulates from a Non-central F distribution fitted to data.
VoseNCFFitObject - Distribution Object for a Non-central F distribution fitted to data.
VoseNCFFitP - Returns the parameters from a Non-central F distribution fitted to data.
VoseNCFObject - Distribution Object for a Non-central F distribution.
VoseNCFProb - Probability calculation for a Non-central F distribution.
VoseNCFProb10 - Probability (log 10) calculation for a Non-central F distribution.
VoseNegBin - Simulates from a Negative binomial distribution.
VoseNegBinFit - Simulates from a Negative binomial distribution fitted to data.
VoseNegBinFitObject - Distribution Object for a Negative binomial distribution fitted to data.
VoseNegBinFitP - Returns the parameters from a Negative binomial distribution fitted to data.
VoseNegBinObject - Distribution Object for a Negative binomial distribution.
VoseNegBinProb - Probability calculation for a Negative binomial distribution.
VoseNegBinProb10 - Probability (log 10) calculation for a Negative binomial distribution.
VoseNegMultinomial - Simulates from a Negative Multinomial distribution.
VoseNegMultinomial2 - Simulates from a Negative Multinomial (type 2) distribution.
VoseNormal - Simulates from a Normal distribution.
VoseNormalFit - Simulates from a Normal distribution fitted to data.
VoseNormalFitObject - Distribution Object for a Normal distribution fitted to data.
VoseNormalFitP - Returns the parameters from a Normal distribution fitted to data.
VoseNormalObject - Distribution Object for a Normal distribution.
VoseNormalProb - Probability calculation for a Normal distribution.
VoseNormalProb10
- Probability (log 10) calculation for a Normal distribution.
VoseODE - An array
function that returns the values of the defined variables in a set of
ordinary differential equations at a specific point or points in time.
VoseOgive - Simulates from an Ogive distribution.
VoseOgive1 - Returns the cumulative values for the empirical distribution.
VoseOgive2 - Returns the cumulative values for the empirical distribution with uncertainty.
VoseOgiveObject - Distribution Object for an Ogive distribution.
VoseOgiveProb - Probability calculation for an Ogive distribution.
VoseOgiveProb10 - Probability (log 10) calculation for an Ogive distribution.
VoseOgiveU
- Simulates from a second-order Ogive (empirical) distribution.
VoseOptConstraintBetween - This function
is used to mark calculation cells with the dual bound constraints.
VoseOptConstraintEquals - This function
is used to mark calculation cells with the equality constraints.
VoseOptConstraintMax -
This function is used to mark calculation cells with the upper bound constraints.
VoseOptConstraintMin - This function
is used to mark calculation cells with the lower bound constraints.
VoseOptConstraintString - This function
is used to define linear string decision constraints.
VoseOptCVARp
- This function is used as a Statistic parameter for Conditional
Value-at-Risk calculated at a specific probability within the ModelRisk
optimization requirements
functions.
VoseOptCVARx
- This function is used as a Statistic parameter for Conditional
Value-at-Risk calculated at a specific value of the variable within
the ModelRisk optimization requirements
functions.
VoseOptDecisionBoolean -
This function is used to mark cells with the Optimization Boolean Decision
Variables.
VoseOptDecisionContinuous - This function
is used to mark cells with the Optimization Continuous Decision Variable.
VoseOptDecisionDiscrete - This function
is used to mark cells with the Optimization Discrete Decision Variables.
VoseOptDecisionList
- This function is used to mark cells with the Optimization List of values
Decision Variables.
VoseOptPercentile
- This function is used as a Statistic
parameter for the cumulative percentile within the ModelRisk optimization
requirements functions.
VoseOptRequirementBetween
- This function is used to mark calculation
cells with the dual bound requirements .
VoseOptRequirementEquals
- This function is used to mark calculation
cells with equality requirements.
VoseOptRequirementMax
- This function is used to mark calculation
cells with the upper bound requirements.
VoseOptRequirementMin
- This function is used to mark calculation
cells with the lower bound requirements.
VoseOptTargetMaximize - This function
is used to mark calculation cells with the Maximization Targets.
VoseOptTargetMinimize
- This function is used to mark calculation cells with the Minimization
Targets.
VoseOptTargetValue - This
function is used to mark calculation cells with the Value Targets.
VoseOutput
- This function marks a cell as a model output for the purposes of collecting
and analyzing the values the cell generates during a simulation.
VoseParameters
- Returns the description of the parameters of ModelRisk functions in
the specified cell.
VosePareto - Simulates from a Pareto distribution.
VosePareto2 - Simulates from a Pareto2 distribution.
VosePareto2Fit - Simulates from a Pareto2 distribution fitted to data.
VosePareto2FitObject - Distribution Object for a Pareto2 distribution fitted to data.
VosePareto2FitP - Returns the parameters from a Pareto2 distribution fitted to data.
VosePareto2Object - Distribution Object for a Pareto2 distribution.
VosePareto2Prob - Probability calculation for a Pareto2 distribution.
VosePareto2Prob10 - Probability (log 10) calculation for a Pareto2 distribution.
VoseParetoFit - Simulates from a Pareto distribution fitted to data.
VoseParetoFitObject - Distribution Object for a Pareto distribution fitted to data.
VoseParetoFitP - Returns the parameters from a Pareto distribution fitted to data.
VoseParetoObject - Distribution Object for a Pareto distribution.
VoseParetoProb - Probability calculation for a Pareto distribution.
VoseParetoProb10 - Probability (log 10) calculation for a Pareto distribution.
VosePBounds - Constrains the range of a variable between two cumulative probabilities.
VosePearson5 - Simulates from a Pearson5 distribution.
VosePearson5Fit - Simulates from a Pearson5 distribution fitted to data.
VosePearson5FitObject - Distribution Object for a Pearson5 distribution fitted to data.
VosePearson5FitP - Returns the parameters from a Pearson5 distribution fitted to data.
VosePearson5Object - Distribution Object for a Pearson5 distribution.
VosePearson5Prob - Probability calculation for a Pearson5 distribution.
VosePearson5Prob10 - Probability (log 10) calculation for a Pearson5 distribution.
VosePearson6 - Simulates from a Pearson6 distribution.
VosePearson6Fit - Simulates from a Pearson6 distribution fitted to data.
VosePearson6FitObject - Distribution Object for a Pearson6 distribution fitted to data.
VosePearson6FitP - Returns the parameters from a Pearson6 distribution fitted to data.
VosePearson6Object - Distribution Object for a Pearson6 distribution.
VosePearson6Prob - Probability calculation for a Pearson6 distribution.
VosePearson6Prob10 - Probability (log 10) calculation for a Pearson6 distribution.
VosePERT - Simulates from a PERT distribution.
VosePERTObject - Distribution Object for a PERT distribution.
VosePERTProb - Probability calculation for a PERT distribution.
VosePERTProb10 - Probability (log 10) calculation for a PERT distribution.
VosePoisson - Simulates from a Poisson distribution.
VosePoissonFit - Simulates from a Poisson distribution fitted to data.
VosePoissonFitObject - Distribution Object for a Poisson distribution fitted to data.
VosePoissonFitP - Returns the parameters from a Poisson distribution fitted to data.
VosePoissonLambda - Generates random values from the uncertainty distribution of a Poisson intensity.
VosePoissonObject - Distribution Object for a Poisson distribution.
VosePoissonProb - Probability calculation for a Poisson distribution.
VosePoissonProb10 - Probability (log 10) calculation for a Poisson distribution.
VosePolya - Simulates from a Polya distribution.
VosePolyaFit - Simulates from a Polya distribution fitted to data.
VosePolyaFitObject - Distribution Object for a Polya distribution fitted to data.
VosePolyaFitP - Returns the parameters from a Polya distribution fitted to data.
VosePolyaObject - Distribution Object for a Polya distribution.
VosePolyaProb - Probability calculation for a Polya distribution.
VosePolyaProb10 - Probability (log 10) calculation for a Polya distribution.
VosePrincipleEsscher - Calculates the insurance premium for given frequency and severity distributions using the Esscher principle.
VosePrincipleEV - Calculates the insurance premium for given frequency and severity distributions using the Expected value principle.
VosePrincipleRA - Calculates the insurance premium for given frequency and severity distributions using the Risk Adjusted principle.
VosePrincipleStdev - Calculates the insurance premium for given frequency and severity distributions using the Standard Deviation principle.
VoseProb - Performs probability calculation for a distribution object.
VoseProb10 - Performs probability calculation (in Log10) for a distribution object.
VoseRank - An array function that calculates the ranks of values in a dataset (1 = lowest).
VoseRawMoment1
- Returns the first raw
moment of a distribution.
VoseRawMoment2
- Returns the second raw
moment of a distribution.
VoseRawMoment3
- Returns the third raw
moment of a distribution.
VoseRawMoment4
- Returns the fourth raw
moment of a distribution.
VoseRawMoments
- Array
function that returns the first four raw
moments of a distribution.
VoseRayleigh
- Simulates from a Rayleigh distribution.
VoseRayleighFit - Simulates from a Rayleigh distribution fitted to data.
VoseRayleighFitObject - Distribution Object for a Rayleigh distribution fitted to data.
VoseRayleighFitP - Returns the parameters from a Rayleigh distribution fitted to data.
VoseRayleighObject - Distribution Object for a Rayleigh distribution.
VoseRayleighProb - Probability calculation for a Rayleigh distribution.
VoseRayleighProb10 - Probability (log 10) calculation for a Rayleigh distribution.
VoseReciprocal - Simulates from a Reciprocal distribution.
VoseReciprocalFit - Simulates from a Reciprocal distribution fitted to data.
VoseReciprocalFitObject - Distribution Object for a Reciprocal distribution fitted to data.
VoseReciprocalFitP - Returns the parameters from a Reciprocal distribution fitted to data.
VoseReciprocalObject - Distribution Object for a Reciprocal distribution.
VoseReciprocalProb - Probability calculation for a Reciprocal distribution.
VoseReciprocalProb10 - Probability (log 10) calculation for a Reciprocal distribution.
VoseRelative - Simulates from a Relative distribution.
VoseRelativeObject - Distribution Object for a Relative distribution.
VoseRelativeProb - Probability calculation for a Relative distribution.
VoseRelativeProb10 - Probability (log 10) calculation for a Relative distribution.
VoseRiskEvent - Simulates from a RiskEvent distribution.
VoseRiskEventObject - Distribution Object for a RiskEvent distribution.
VoseRiskEventProb - Probability calculation for a RiskEvent distribution.
VoseRollingStats - An array function calculating the required statistic with every new data value.
VoseRuin - Simulates a collection of ruin variables.
VoseRuinFlag - Simulates a 1/0 flag for ruin within a defined horizon.
VoseRuinMaxSeverity - Simulates the highest degree of debt on ruin within a defined period.
VoseRuinNPV - Simulates the Net Present Value generated by dividend payouts for a ruin calculation.
VoseRuinSeverity - Simulates the degree of debt on first onset of ruin within a defined period.
VoseRuinTime - Simulates the time until ruin first occurs (if it does) for a Ruin calculation.
VoseRunoff - Runoff model.
VoseSample - Randomly samples from a dataset.
VoseShift - Shifts the distribution of a variable.
VoseShuffle - Randomly shuffles the order of a set of values.
VoseSIC
- Returns the Schwarz Information Criterion (SIC) of a fit object.
VoseSimCofV
- Returns the coefficient of variation of all simulated values generated
in the defined cell.
VoseSimCorrelation
- Returns the correlation coefficient between two cells during simulation.
VoseSimCorrelationMatrix - Returns
the correlation matrix between a range of cells during simulation.
VoseSimCVARp
- Returns the Conditional
Value-at-Risk during simulation based on a p-value.
VoseSimCVARx
- Returns the Conditional
Value-at-Risk during simulation based on an x-value.
VoseSimKurtosis
- Returns the kurtosis of all simulated values generated in the defined
cell.
VoseSimMax
- Returns the maximum of the cell during
simulation.
VoseSimMean
- Returns the mean of all simulated
values generated in the defined cell.
VoseSimMeanDeviation
- Returns the mean deviation of the
cell during simulation.
VoseSimMin
- Returns the minimum of the cell during
simulation.
VoseSimMoments
- This 4x1 array
function returns, in order,
the mean, variance, skewness and kurtosis of all simulated values generated
in the defined cell.
VoseSimMSE
- Returns the standard error about
the mean of all simulated values generated in the defined cell.
VoseSimPercentile - Returns
the value that corresponds to the required ‘Percentile’ from all simulated
values generated in the defined cell.
VoseSimProbability
- Returns the fraction of generated
values in CellReference that fell below Value.
VoseSimSemiStdev
- Returns the semi-standard deviation of the cell during simulation.
VoseSimSemiVariance
- Returns the semi-variance
of the cell during simulation.
VoseSimSkewness
- Returns the skewness of all simulated
values generated in the defined cell.
VoseSimStDev
- Returns the standard deviation of
all simulated values generated in the defined cell.
VoseSimStop
- This
function is used to stop a simulation run once a specified condition has
been met.
VoseSimTable
- Returns a value from the list of
input values in a sequence corresponding to the current simulation number.
VoseSimVariance
- Returns the variance of all simulated
values generated in the defined cell.
VoseSimulate - Generates random values or calculates percentiles from selected distribution object.
VoseSkewness - Skewness calculation of a distribution object.
VoseSmallest - Simulates the distribution of the smallest of n values drawn from a specified distribution.
VoseSmallestSet - An array function of length k that simulates the distributions of the k smallest of n values drawn from a specified distribution.
VoseSortA - Sorts an array in ascending order according to one of the columns/rows .
VoseSortD - Sorts an array in descending order according to one of the columns/rows..
VoseSpearman - Calculates the Spearman rank correlation coefficient between two variables.
VoseSpearmanU - Simulates the uncertainty about the Spearman rank correlation coefficient between two variables using non-parametric Bootstrap.
VoseSplice - Simulates from a Spliced distribution.
VoseSpliceObject - Distribution Object for a Spliced distribution.
VoseSpliceProb - Probability calculation for a Spliced distribution.
VoseSpliceProb10 - Probability (log 10) calculation for a Spliced distribution.
VoseSplitTriangle - Simulates from a SplitTriangle distribution.
VoseSplitTriangleObject - Distribution Object for a SplitTriangle distribution.
VoseSplitTriangleProb - Probability calculation for a SplitTriangle distribution.
VoseSplitTriangleProb10 - Probability (log 10) calculation for a SplitTriangle distribution.
VoseStDev - Standard Deviation calculation of a distribution object.
VoseStepUniform - Simulates from a StepUniform distribution.
VoseStepUniformObject - Distribution Object for a StepUniform distribution.
VoseStepUniformProb - Probability calculation for a StepUniform distribution.
VoseStepUniformProb10 - Probability (log 10) calculation for a StepUniform distribution.
VoseStopSum - Simulates from a StopSum distribution: the amount of variables from a given distribution needed so their sum just exceeds a given total.
VoseStudent - Simulates from a Student distribution.
VoseStudentFit - Simulates from a Student distribution fitted to data.
VoseStudentFitObject - Distribution Object for a Student distribution fitted to data.
VoseStudentFitP - Returns the parameters from a Student distribution fitted to data.
VoseStudentObject - Distribution Object for a Student distribution.
VoseStudentProb - Probability calculation for a Student distribution.
VoseStudentProb10 - Probability (log 10) calculation for a Student distribution.
VoseSumProduct - Calculate "n" sum of "Dist1*Dist2* ... * Distk".
VoseTangentPortfolio - Calculation of a tangent portfolio of a set of risky assets.
VoseThielU - Returns Thiel's inequality coefficient for comparing to time series.
VoseTimeAPARCH - Asymmetric power autoregressive conditional heteroskedasticity time series model of order (1,1).
VoseTimeAPARCHFit - Asymmetric power autoregressive conditional heteroskedasticity time series model of order (1,1) Fit.
VoseTimeAPARCHFitP - Asymmetric power autoregressive conditional heteroskedasticity time series model of order (1,1) Parameters Fit.
VoseTimeAR1 - Autoregressive time series model of order 1.
VoseTimeAR1Fit - Autoregressive time series model of order 1 Fit.
VoseTimeAR1FitP - Autoregressive time series model of order 1 Parameters Fit.
VoseTimeAR2 - Autoregressive time series model of order 2.
VoseTimeAR2Fit - Autoregressive time series model of order 2 Fit.
VoseTimeAR2FitP - Autoregressive time series model of order 2 Parameters Fit.
VoseTimeARCH - Autoregressive conditional heteroskedasticity time series model of order 1.
VoseTimeARCHFit - Autoregressive conditional heteroskedasticity time series model of order 1 Fit.
VoseTimeARCHFitP - Autoregressive conditional heteroskedasticity time series model of order 1 Parameters Fit.
VoseTimeARMA
- Autoregressive moving average time series model of order (1,1).
VoseTimeBMA
- Returns random samples from a BMA fitted time series.
VoseTimeBMAObject
-Defines a BMA fitted time series.
VoseTimeARMAFit - Autoregressive moving average time series model of order (1,1) Fit.
VoseTimeARMAFitP - Autoregressive moving average time series model of order (1,1) Parameters Fit.
VoseTimeDeath - Array function that provides numbers of a population following a pure death process .
VoseTimeDeathFit - Array function that provides numbers of a population following a pure death process .
VoseTimeDeathFitP - Array function that provides numbers of a population following a pure death process .
VoseTimeDividends - Wilkie's Dividents time series model.
VoseTimeDividendsA - Wilkie's Dividents time series model - based on existing dividends array.
VoseTimeEGARCH - Exponential generalized autoregressive conditional heteroskedasticity time series model of order (1,1).
VoseTimeEGARCHFit - Exponential generalized autoregressive conditional heteroskedasticity time series model of order (1,1) Fit.
VoseTimeEGARCHFitP
- Exponential generalized autoregressive conditional heteroskedasticity
time series model of order (1,1) Parameters Fit.
VoseTimeEmpiricalFit - Returns random
samples from a time series empirically fit to a set of data.
VoseTimeGARCH - Generalized autoregressive conditional heteroskedasticity time series model of order (1,1).
VoseTimeGARCHFit - Generalized autoregressive conditional heteroskedasticity time series model of order (1,1) Fit.
VoseTimeGARCHFitP - Generalized autoregressive conditional heteroskedasticity time series model of order (1,1) Parameters Fit.
VoseTimeGBM - Geometric Brownian motion time series model.
VoseTimeGBMFit - Geometric Brownian Motion Time series model Fit.
VoseTimeGBMFitP - Geometric Brownian Motion Time series model Parameters Fit.
VoseTimeGBMAJ - Geometric Brownian Motion with Jump Diffusion time series model.
VoseTimeGBMAJFit - Geometric Brownian Motion with Jump Diffusion Time series model Fit.
VoseTimeGBMAJFitP - Geometric Brownian Motion with Jump Diffusion Time series model Parameters Fit.
VoseTimeGBMAJVR - Geometric Brownian Motion with Jump Diffusion and Mean Reversion time series model.
VoseTimeGBMAJVRFit - Geometric Brownian Motion with Jump Diffusion and Mean Reversion Time series model Fit.
VoseTimeGBMAJVRFitP - Geometric Brownian Motion with Jump Diffusion and Mean Reversion Time series model Parameters Fit.
VoseTimeGBMVR - Geometric Brownian Motion with Mean Reversion time series model.
VoseTimeGBMVRFit - Geometric Brownian Motion with Mean reversion Time series model Fit.
VoseTimeGBMVRFitP - Geometric Brownian Motion with Mean reversion Time series model Parameters Fit.
VoseTimeLongTermInterestRate - Wilkie's Long Term Interest Rate time series model.
VoseTimeLongTermInterestRateA - Wilkie's Long Term Interest Rate time series model - based on existing Price inflation array.
VoseTimeMA1 - Moving average time series model of order 1.
VoseTimeMA1Fit - Moving average time series model of order 1 Fit.
VoseTimeMA1FitP - Moving average time series model of order 1 Parameters Fit.
VoseTimeMA2 - Moving average time series model of order 2.
VoseTimeMA2Fit - Moving average time series model of order 2 Fit.
VoseTimeMA2FitP - Moving average time series model of order 2 Parameters Fit.
VoseTimeMultiAR1 - generates an array of random values from an auto-regressive order 1 time series
VoseTimeMultiAR1Object - creates an object for an auto-regressive order 1 time series
VoseTimeMultiAR1Fit - generates an array with random values from an auto-regressive order 1 time series
VoseTimeMultiAR1FitObject - creates an Object for an auto-regressive order 1 time series
VoseTimeMultiAR1FitP - auto-regressive order 1 time series model Parameters Fit
VoseTimeMultiAR2 - generates an array of random values from an auto-regressive order 2 time series
VoseTimeMultiAR2Object - creates an object for an auto-regressive order 2 time series
VoseTimeMultiAR2Fit - generates an array with random values from an auto-regressive order 2 time series
VoseTimeMultiAR2FitObject - creates an Object for an auto-regressive order 2 time series
VoseTimeMultiAR2FitP - auto-regressive order 2 time series model Parameters Fit
VoseTimeMultiGARCH - generates an array of random values from a Multivariate GARCH time series
VoseTimeMultiGARCHObject - creates an Object for a Multivariate GARCH time series
VoseTimeMultiGARCHFit - generates an array with random values from a Multivariate GARCH time series
VoseTimeMultiGARCHFitObject - creates an Object for a Multivariate GARCH time series
VoseTimeMultiGARCHFitP - Multivariate GARCH time series model Parameters Fit
VoseTimeMultiGBM - generates an array of random values from a multivariate Geometric Brownian Motion time series
VoseTimeMultiGBMObject - creates an object for a multivariate Geometric Brownian Motiontime series
VoseTimeMultiGBMFit - generates an array with random values from a multivariate Geometric Brownian Motiontime series fitted to data
VoseTimeMultiGBMFitObject - creates an Object for a multivariate Geometric Brownian Motiontime series fitted to data
VoseTimeMultiGBMFitP - multivariate Geometric Brownian Motiontime series model Parameters Fit
VoseTimeMultiMA1 - generates an array of random values from a multivariate Moving-Average (order 1) time series
VoseTimeMultiMA1Object - creates an object for a multivariate Moving-Average (order 1)time series
VoseTimeMultiMA1Fit - generates an array with random values from a multivariate Moving-Average (order 1) time series fitted to data
VoseTimeMultiMA1FitObject - creates an Object for a multivariate Moving-Average (order 1) time series fitted to data
VoseTimeMultiMA1FitP - multivariate Moving-Average (order 1) time series Parameters Fit
VoseTimeMultiMA2 - generates an array of random values from a multivariate Moving-Average (order 2) time series
VoseTimeMultiMA2Object - creates an object for a multivariate Moving-Average (order 2) time series
VoseTimeMultiMA2Fit - generates an array with random values from a multivariate Moving-Average (order 2) time series fitted to data
VoseTimeMultiMA2FitObject - creates an object for a multivariate Moving-Average (order 2) time series fitted to data
VoseTimeMultiMA2FitP - multivariate Moving-Average (order 2) time series Parameters Fit
VoseTimePriceInflation - Wilkie's Price Inflation time series model.
VoseTimeSeasonalGBM - Geometric Brownian Motion with Seasonality time series model.
VoseTimeSeasonalGBMFit - Seasonal Geometric Brownian Motion Time series model Fit.
VoseTimeSeasonalGBMFitP - Seasonal Geometric Brownian Motion Time series model Parameters Fit.
VoseTimeShareYields - Wilkie's Share Yields time series model.
VoseTimeShareYieldsA - Wilkie's Share Yields time series model - based on existing Price inflation array.
VoseTimeShortTermInterestRate - Wilkie's Short Term Interest Rate time series model.
VoseTimeShortTermInterestRateA
- Wilkie's Short Term Interest Rate time series model - based on existing
Long term interest rate array.
VoseTimeSimulate
- Simulates random values from a time series object.
VoseTimeSME2Perc
- Time series function modeling a variable estimated for each period by
a lower and upper percentile.
VoseTimeSMEPoisson
- Time series function modeling a variable that occurs randomly in time.
VoseTimeSMESaturation - Time series
function modeling a variable estimated for each period by minimum, most
likely and maximum values.
VoseTimeSMEThreePoint - Time series
function modeling a variable estimated for each period by minimum, most
likely and maximum values.
VoseTimeSMEUniform
- Time series function modeling a variable estimated for each period by
minimum and maximum values.
VoseTimeWageInflation - Wilkie's Wage Inflation time series model.
VoseTimeWageInflationA - Wilkie's Wage Inflation time series model - based on existing Price inflation array.
VoseTimeWilkie - models Wilkie models for price inflation, wage inflation, long term and short term interest and share yields.
VoseTimeYule - Yule linear growth model.
VoseTimeYuleFit - Yule linear growth model fit.
VoseTimeYuleFitP - Yule linear growth model Parameters fit.
VoseTriangle - Simulates from a Triangle distribution.
VoseTriangleObject - Distribution Object for a Triangle distribution.
VoseTriangleProb - Probability calculation for a Triangle distribution.
VoseTriangleProb10 - Probability (log 10) calculation for a Triangle distribution.
VoseTruncData - Simulates from a TruncData distribution.
VoseTSEmpiricalFit - Fits an empirical Time Series model to historical data.
VoseUniform - Simulates from an Uniform distribution.
VoseUniformObject - Distribution Object for an Uniform distribution.
VoseUniformProb - Probability calculation for an Uniform distribution.
VoseUniformProb10 - Probability (log 10) calculation for an Uniform distribution.
VoseValidCorrmat - An array function that calculates the nearest valid correlation matrix.
VoseVariance - Variance calculation of a distribution object.
VoseWeibull - Simulates from a Weibull distribution.
VoseWeibullFit - Simulates from a Weibull distribution fitted to data.
VoseWeibullFitObject - Distribution Object for a Weibull distribution fitted to data.
VoseWeibullFitP - Returns the parameters from a Weibull distribution fitted to data.
VoseWeibullObject - Distribution Object for a Weibull distribution.
VoseWeibullProb - Probability calculation for a Weibull distribution.
VoseWeibullProb10 - Probability (log 10) calculation for a Weibull distribution.
VoseXBounds - Constrains the range of a variable between two values.
Navigation
- Risk management
- Risk management introduction
- What are risks and opportunities?
- Planning a risk analysis
- Clearly stating risk management questions
- Evaluating risk management options
- Introduction to risk analysis
- The quality of a risk analysis
- Using risk analysis to make better decisions
- Explaining a models assumptions
- Statistical descriptions of model outputs
- Simulation Statistical Results
- Preparing a risk analysis report
- Graphical descriptions of model outputs
- Presenting and using results introduction
- Statistical descriptions of model results
- Mean deviation (MD)
- Range
- Semi-variance and semi-standard deviation
- Kurtosis (K)
- Mean
- Skewness (S)
- Conditional mean
- Custom simulation statistics table
- Mode
- Cumulative percentiles
- Median
- Relative positioning of mode median and mean
- Variance
- Standard deviation
- Inter-percentile range
- Normalized measures of spread - the CofV
- Graphical descriptionss of model results
- Showing probability ranges
- Overlaying histogram plots
- Scatter plots
- Effect of varying number of bars
- Sturges rule
- Relationship between cdf and density (histogram) plots
- Difficulty of interpreting the vertical scale
- Stochastic dominance tests
- Risk-return plots
- Second order cumulative probability plot
- Ascending and descending cumulative plots
- Tornado plot
- Box Plot
- Cumulative distribution function (cdf)
- Probability density function (pdf)
- Crude sensitivity analysis for identifying important input distributions
- Pareto Plot
- Trend plot
- Probability mass function (pmf)
- Overlaying cdf plots
- Cumulative Plot
- Simulation data table
- Statistics table
- Histogram Plot
- Spider plot
- Determining the width of histogram bars
- Plotting a variable with discrete and continuous elements
- Smoothing a histogram plot
- Risk analysis modeling techniques
- Monte Carlo simulation
- Monte Carlo simulation introduction
- Monte Carlo simulation in ModelRisk
- Filtering simulation results
- Output/Input Window
- Simulation Progress control
- Running multiple simulations
- Random number generation in ModelRisk
- Random sampling from input distributions
- How many Monte Carlo samples are enough?
- Probability distributions
- Distributions introduction
- Probability calculations in ModelRisk
- Selecting the appropriate distributions for your model
- List of distributions by category
- Distribution functions and the U parameter
- Univariate continuous distributions
- Beta distribution
- Beta Subjective distribution
- Four-parameter Beta distribution
- Bradford distribution
- Burr distribution
- Cauchy distribution
- Chi distribution
- Chi Squared distribution
- Continuous distributions introduction
- Continuous fitted distribution
- Cumulative ascending distribution
- Cumulative descending distribution
- Dagum distribution
- Erlang distribution
- Error distribution
- Error function distribution
- Exponential distribution
- Exponential family of distributions
- Extreme Value Minimum distribution
- Extreme Value Maximum distribution
- F distribution
- Fatigue Life distribution
- Gamma distribution
- Generalized Extreme Value distribution
- Generalized Logistic distribution
- Generalized Trapezoid Uniform (GTU) distribution
- Histogram distribution
- Hyperbolic-Secant distribution
- Inverse Gaussian distribution
- Johnson Bounded distribution
- Johnson Unbounded distribution
- Kernel Continuous Unbounded distribution
- Kumaraswamy distribution
- Kumaraswamy Four-parameter distribution
- Laplace distribution
- Levy distribution
- Lifetime Two-Parameter distribution
- Lifetime Three-Parameter distribution
- Lifetime Exponential distribution
- LogGamma distribution
- Logistic distribution
- LogLaplace distribution
- LogLogistic distribution
- LogLogistic Alternative parameter distribution
- LogNormal distribution
- LogNormal Alternative-parameter distribution
- LogNormal base B distribution
- LogNormal base E distribution
- LogTriangle distribution
- LogUniform distribution
- Noncentral Chi squared distribution
- Noncentral F distribution
- Normal distribution
- Normal distribution with alternative parameters
- Maxwell distribution
- Normal Mix distribution
- Relative distribution
- Ogive distribution
- Pareto (first kind) distribution
- Pareto (second kind) distribution
- Pearson Type 5 distribution
- Pearson Type 6 distribution
- Modified PERT distribution
- PERT distribution
- PERT Alternative-parameter distribution
- Reciprocal distribution
- Rayleigh distribution
- Skew Normal distribution
- Slash distribution
- SplitTriangle distribution
- Student-t distribution
- Three-parameter Student distribution
- Triangle distribution
- Triangle Alternative-parameter distribution
- Uniform distribution
- Weibull distribution
- Weibull Alternative-parameter distribution
- Three-Parameter Weibull distribution
- Univariate discrete distributions
- Discrete distributions introduction
- Bernoulli distribution
- Beta-Binomial distribution
- Beta-Geometric distribution
- Beta-Negative Binomial distribution
- Binomial distribution
- Burnt Finger Poisson distribution
- Delaporte distribution
- Discrete distribution
- Discrete Fitted distribution
- Discrete Uniform distribution
- Geometric distribution
- HypergeoM distribution
- Hypergeometric distribution
- HypergeoD distribution
- Inverse Hypergeometric distribution
- Logarithmic distribution
- Negative Binomial distribution
- Poisson distribution
- Poisson Uniform distribution
- Polya distribution
- Skellam distribution
- Step Uniform distribution
- Zero-modified counting distributions
- More on probability distributions
- Multivariate distributions
- Multivariate distributions introduction
- Dirichlet distribution
- Multinomial distribution
- Multivariate Hypergeometric distribution
- Multivariate Inverse Hypergeometric distribution type2
- Negative Multinomial distribution type 1
- Negative Multinomial distribution type 2
- Multivariate Inverse Hypergeometric distribution type1
- Multivariate Normal distribution
- More on probability distributions
- Approximating one distribution with another
- Approximations to the Inverse Hypergeometric Distribution
- Normal approximation to the Gamma Distribution
- Normal approximation to the Poisson Distribution
- Approximations to the Hypergeometric Distribution
- Stirlings formula for factorials
- Normal approximation to the Beta Distribution
- Approximation of one distribution with another
- Approximations to the Negative Binomial Distribution
- Normal approximation to the Student-t Distribution
- Approximations to the Binomial Distribution
- Normal_approximation_to_the_Binomial_distribution
- Poisson_approximation_to_the_Binomial_distribution
- Normal approximation to the Chi Squared Distribution
- Recursive formulas for discrete distributions
- Normal approximation to the Lognormal Distribution
- Normal approximations to other distributions
- Approximating one distribution with another
- Correlation modeling in risk analysis
- Common mistakes when adapting spreadsheet models for risk analysis
- More advanced risk analysis methods
- SIDs
- Modeling with objects
- ModelRisk database connectivity functions
- PK/PD modeling
- Value of information techniques
- Simulating with ordinary differential equations (ODEs)
- Optimization of stochastic models
- ModelRisk optimization extension introduction
- Optimization Settings
- Defining Simulation Requirements in an Optimization Model
- Defining Decision Constraints in an Optimization Model
- Optimization Progress control
- Defining Targets in an Optimization Model
- Defining Decision Variables in an Optimization Model
- Optimization Results
- Summing random variables
- Aggregate distributions introduction
- Aggregate modeling - Panjer's recursive method
- Adding correlation in aggregate calculations
- Sum of a random number of random variables
- Moments of an aggregate distribution
- Aggregate modeling in ModelRisk
- Aggregate modeling - Fast Fourier Transform (FFT) method
- How many random variables add up to a fixed total
- Aggregate modeling - compound Poisson approximation
- Aggregate modeling - De Pril's recursive method
- Testing and modeling causal relationships
- Stochastic time series
- Time series introduction
- Time series in ModelRisk
- Autoregressive models
- Thiel inequality coefficient
- Effect of an intervention at some uncertain point in time
- Log return of a Time Series
- Markov Chain models
- Seasonal time series
- Bounded random walk
- Time series modeling in finance
- Birth and death models
- Time series models with leading indicators
- Geometric Brownian Motion models
- Time series projection of events occurring randomly in time
- Simulation for six sigma
- ModelRisk's Six Sigma functions
- VoseSixSigmaCp
- VoseSixSigmaCpkLower
- VoseSixSigmaProbDefectShift
- VoseSixSigmaLowerBound
- VoseSixSigmaK
- VoseSixSigmaDefectShiftPPMUpper
- VoseSixSigmaDefectShiftPPMLower
- VoseSixSigmaDefectShiftPPM
- VoseSixSigmaCpm
- VoseSixSigmaSigmaLevel
- VoseSixSigmaCpkUpper
- VoseSixSigmaCpk
- VoseSixSigmaDefectPPM
- VoseSixSigmaProbDefectShiftLower
- VoseSixSigmaProbDefectShiftUpper
- VoseSixSigmaYield
- VoseSixSigmaUpperBound
- VoseSixSigmaZupper
- VoseSixSigmaZmin
- VoseSixSigmaZlower
- Modeling expert opinion
- Modeling expert opinion introduction
- Sources of error in subjective estimation
- Disaggregation
- Distributions used in modeling expert opinion
- A subjective estimate of a discrete quantity
- Incorporating differences in expert opinions
- Modeling opinion of a variable that covers several orders of magnitude
- Maximum entropy
- Probability theory and statistics
- Probability theory and statistics introduction
- Stochastic processes
- Stochastic processes introduction
- Poisson process
- Hypergeometric process
- The hypergeometric process
- Number in a sample with a particular characteristic in a hypergeometric process
- Number of hypergeometric samples to get a specific number of successes
- Number of samples taken to have an observed s in a hypergeometric process
- Estimate of population and sub-population sizes in a hypergeometric process
- The binomial process
- Renewal processes
- Mixture processes
- Martingales
- Estimating model parameters from data
- The basics
- Probability equations
- Probability theorems and useful concepts
- Probability parameters
- Probability rules and diagrams
- The definition of probability
- The basics of probability theory introduction
- Fitting probability models to data
- Fitting time series models to data
- Fitting correlation structures to data
- Fitting in ModelRisk
- Fitting probability distributions to data
- Fitting distributions to data
- Method of Moments (MoM)
- Check the quality of your data
- Kolmogorov-Smirnoff (K-S) Statistic
- Anderson-Darling (A-D) Statistic
- Goodness of fit statistics
- The Chi-Squared Goodness-of-Fit Statistic
- Determining the joint uncertainty distribution for parameters of a distribution
- Using Method of Moments with the Bootstrap
- Maximum Likelihood Estimates (MLEs)
- Fitting a distribution to truncated censored or binned data
- Critical Values and Confidence Intervals for Goodness-of-Fit Statistics
- Matching the properties of the variable and distribution
- Transforming discrete data before performing a parametric distribution fit
- Does a parametric distribution exist that is well known to fit this type of variable?
- Censored data
- Fitting a continuous non-parametric second-order distribution to data
- Goodness of Fit Plots
- Fitting a second order Normal distribution to data
- Using Goodness-of Fit Statistics to optimize Distribution Fitting
- Information criteria - SIC HQIC and AIC
- Fitting a second order parametric distribution to observed data
- Fitting a distribution for a continuous variable
- Does the random variable follow a stochastic process with a well-known model?
- Fitting a distribution for a discrete variable
- Fitting a discrete non-parametric second-order distribution to data
- Fitting a continuous non-parametric first-order distribution to data
- Fitting a first order parametric distribution to observed data
- Fitting a discrete non-parametric first-order distribution to data
- Fitting distributions to data
- Technical subjects
- Comparison of Classical and Bayesian methods
- Comparison of classic and Bayesian estimate of Normal distribution parameters
- Comparison of classic and Bayesian estimate of intensity lambda in a Poisson process
- Comparison of classic and Bayesian estimate of probability p in a binomial process
- Which technique should you use?
- Comparison of classic and Bayesian estimate of mean "time" beta in a Poisson process
- Classical statistics
- Bayesian
- Bootstrap
- The Bootstrap
- Linear regression parametric Bootstrap
- The Jackknife
- Multiple variables Bootstrap Example 2: Difference between two population means
- Linear regression non-parametric Bootstrap
- The parametric Bootstrap
- Bootstrap estimate of prevalence
- Estimating parameters for multiple variables
- Example: Parametric Bootstrap estimate of the mean of a Normal distribution with known standard deviation
- The non-parametric Bootstrap
- Example: Parametric Bootstrap estimate of mean number of calls per hour at a telephone exchange
- The Bootstrap likelihood function for Bayesian inference
- Multiple variables Bootstrap Example 1: Estimate of regression parameters
- Bayesian inference
- Uninformed priors
- Conjugate priors
- Prior distributions
- Bayesian analysis with threshold data
- Bayesian analysis example: gender of a random sample of people
- Informed prior
- Simulating a Bayesian inference calculation
- Hyperparameters
- Hyperparameter example: Micro-fractures on turbine blades
- Constructing a Bayesian inference posterior distribution in Excel
- Bayesian analysis example: Tigers in the jungle
- Markov chain Monte Carlo (MCMC) simulation
- Introduction to Bayesian inference concepts
- Bayesian estimate of the mean of a Normal distribution with known standard deviation
- Bayesian estimate of the mean of a Normal distribution with unknown standard deviation
- Determining prior distributions for correlated parameters
- Improper priors
- The Jacobian transformation
- Subjective prior based on data
- Taylor series approximation to a Bayesian posterior distribution
- Bayesian analysis example: The Monty Hall problem
- Determining prior distributions for uncorrelated parameters
- Subjective priors
- Normal approximation to the Beta posterior distribution
- Bayesian analysis example: identifying a weighted coin
- Bayesian estimate of the standard deviation of a Normal distribution with known mean
- Likelihood functions
- Bayesian estimate of the standard deviation of a Normal distribution with unknown mean
- Determining a prior distribution for a single parameter estimate
- Simulating from a constructed posterior distribution
- Bootstrap
- Comparison of Classical and Bayesian methods
- Analyzing and using data introduction
- Data Object
- Vose probability calculation
- Bayesian model averaging
- Miscellaneous
- Excel and ModelRisk model design and validation techniques
- Using range names for model clarity
- Color coding models for clarity
- Compare with known answers
- Checking units propagate correctly
- Stressing parameter values
- Model Validation and behavior introduction
- Informal auditing
- Analyzing outputs
- View random scenarios on screen and check for credibility
- Split up complex formulas (megaformulas)
- Building models that are efficient
- Comparing predictions against reality
- Numerical integration
- Comparing results of alternative models
- Building models that are easy to check and modify
- Model errors
- Model design introduction
- About array functions in Excel
- Excel and ModelRisk model design and validation techniques
- Monte Carlo simulation
- RISK ANALYSIS SOFTWARE
- Risk analysis software from Vose Software
- ModelRisk - risk modeling in Excel
- ModelRisk functions explained
- VoseCopulaOptimalFit and related functions
- VoseTimeOptimalFit and related functions
- VoseOptimalFit and related functions
- VoseXBounds
- VoseCLTSum
- VoseAggregateMoments
- VoseRawMoments
- VoseSkewness
- VoseMoments
- VoseKurtosis
- VoseAggregatePanjer
- VoseAggregateFFT
- VoseCombined
- VoseCopulaBiGumbel
- VoseCopulaBiClayton
- VoseCopulaBiNormal
- VoseCopulaBiT
- VoseKendallsTau
- VoseRiskEvent
- VoseCopulaBiFrank
- VoseCorrMatrix
- VoseRank
- VoseValidCorrmat
- VoseSpearman
- VoseCopulaData
- VoseCorrMatrixU
- VoseTimeSeasonalGBM
- VoseMarkovSample
- VoseMarkovMatrix
- VoseThielU
- VoseTimeEGARCH
- VoseTimeAPARCH
- VoseTimeARMA
- VoseTimeDeath
- VoseTimeAR1
- VoseTimeAR2
- VoseTimeARCH
- VoseTimeMA2
- VoseTimeGARCH
- VoseTimeGBMJDMR
- VoseTimePriceInflation
- VoseTimeGBMMR
- VoseTimeWageInflation
- VoseTimeLongTermInterestRate
- VoseTimeMA1
- VoseTimeGBM
- VoseTimeGBMJD
- VoseTimeShareYields
- VoseTimeYule
- VoseTimeShortTermInterestRate
- VoseDominance
- VoseLargest
- VoseSmallest
- VoseShift
- VoseStopSum
- VoseEigenValues
- VosePrincipleEsscher
- VoseAggregateMultiFFT
- VosePrincipleEV
- VoseCopulaMultiNormal
- VoseRunoff
- VosePrincipleRA
- VoseSumProduct
- VosePrincipleStdev
- VosePoissonLambda
- VoseBinomialP
- VosePBounds
- VoseAIC
- VoseHQIC
- VoseSIC
- VoseOgive1
- VoseFrequency
- VoseOgive2
- VoseNBootStdev
- VoseNBoot
- VoseSimulate
- VoseNBootPaired
- VoseAggregateMC
- VoseMean
- VoseStDev
- VoseAggregateMultiMoments
- VoseDeduct
- VoseExpression
- VoseLargestSet
- VoseKthSmallest
- VoseSmallestSet
- VoseKthLargest
- VoseNBootCofV
- VoseNBootPercentile
- VoseExtremeRange
- VoseNBootKurt
- VoseCopulaMultiClayton
- VoseNBootMean
- VoseTangentPortfolio
- VoseNBootVariance
- VoseNBootSkewness
- VoseIntegrate
- VoseInterpolate
- VoseCopulaMultiGumbel
- VoseCopulaMultiT
- VoseAggregateMultiMC
- VoseCopulaMultiFrank
- VoseTimeMultiMA1
- VoseTimeMultiMA2
- VoseTimeMultiGBM
- VoseTimeMultBEKK
- VoseAggregateDePril
- VoseTimeMultiAR1
- VoseTimeWilkie
- VoseTimeDividends
- VoseTimeMultiAR2
- VoseRuinFlag
- VoseRuinTime
- VoseDepletionShortfall
- VoseDepletion
- VoseDepletionFlag
- VoseDepletionTime
- VosejProduct
- VoseCholesky
- VoseTimeSimulate
- VoseNBootSeries
- VosejkProduct
- VoseRuinSeverity
- VoseRuin
- VosejkSum
- VoseTimeDividendsA
- VoseRuinNPV
- VoseTruncData
- VoseSample
- VoseIdentity
- VoseCopulaSimulate
- VoseSortA
- VoseFrequencyCumulA
- VoseAggregateDeduct
- VoseMeanExcessP
- VoseProb10
- VoseSpearmanU
- VoseSortD
- VoseFrequencyCumulD
- VoseRuinMaxSeverity
- VoseMeanExcessX
- VoseRawMoment3
- VosejSum
- VoseRawMoment4
- VoseNBootMoments
- VoseVariance
- VoseTimeShortTermInterestRateA
- VoseTimeLongTermInterestRateA
- VoseProb
- VoseDescription
- VoseCofV
- VoseAggregateProduct
- VoseEigenVectors
- VoseTimeWageInflationA
- VoseRawMoment1
- VosejSumInf
- VoseRawMoment2
- VoseShuffle
- VoseRollingStats
- VoseSplice
- VoseTSEmpiricalFit
- VoseTimeShareYieldsA
- VoseParameters
- VoseAggregateTranche
- VoseCovToCorr
- VoseCorrToCov
- VoseLLH
- VoseTimeSMEThreePoint
- VoseDataObject
- VoseCopulaDataSeries
- VoseDataRow
- VoseDataMin
- VoseDataMax
- VoseTimeSME2Perc
- VoseTimeSMEUniform
- VoseTimeSMESaturation
- VoseOutput
- VoseInput
- VoseTimeSMEPoisson
- VoseTimeBMAObject
- VoseBMAObject
- VoseBMAProb10
- VoseBMAProb
- VoseCopulaBMA
- VoseCopulaBMAObject
- VoseTimeEmpiricalFit
- VoseTimeBMA
- VoseBMA
- VoseSimKurtosis
- VoseOptConstraintMin
- VoseSimProbability
- VoseCurrentSample
- VoseCurrentSim
- VoseLibAssumption
- VoseLibReference
- VoseSimMoments
- VoseOptConstraintMax
- VoseSimMean
- VoseOptDecisionContinuous
- VoseOptRequirementEquals
- VoseOptRequirementMax
- VoseOptRequirementMin
- VoseOptTargetMinimize
- VoseOptConstraintEquals
- VoseSimVariance
- VoseSimSkewness
- VoseSimTable
- VoseSimCofV
- VoseSimPercentile
- VoseSimStDev
- VoseOptTargetValue
- VoseOptTargetMaximize
- VoseOptDecisionDiscrete
- VoseSimMSE
- VoseMin
- VoseMin
- VoseOptDecisionList
- VoseOptDecisionBoolean
- VoseOptRequirementBetween
- VoseOptConstraintBetween
- VoseSimMax
- VoseSimSemiVariance
- VoseSimSemiStdev
- VoseSimMeanDeviation
- VoseSimMin
- VoseSimCVARp
- VoseSimCVARx
- VoseSimCorrelation
- VoseSimCorrelationMatrix
- VoseOptConstraintString
- VoseOptCVARx
- VoseOptCVARp
- VoseOptPercentile
- VoseSimValue
- VoseSimStop
- Precision Control Functions
- VoseAggregateDiscrete
- VoseTimeMultiGARCH
- VoseTimeGBMVR
- VoseTimeGBMAJ
- VoseTimeGBMAJVR
- VoseSID
- Generalized Pareto Distribution (GPD)
- Generalized Pareto Distribution (GPD) Equations
- Three-Point Estimate Distribution
- Three-Point Estimate Distribution Equations
- VoseCalibrate
- ModelRisk interfaces
- Integrate
- Data Viewer
- Stochastic Dominance
- Library
- Correlation Matrix
- Portfolio Optimization Model
- Common elements of ModelRisk interfaces
- Risk Event
- Extreme Values
- Select Distribution
- Combined Distribution
- Aggregate Panjer
- Interpolate
- View Function
- Find Function
- Deduct
- Ogive
- AtRISK model converter
- Aggregate Multi FFT
- Stop Sum
- Crystal Ball model converter
- Aggregate Monte Carlo
- Splicing Distributions
- Subject Matter Expert (SME) Time Series Forecasts
- Aggregate Multivariate Monte Carlo
- Ordinary Differential Equation tool
- Aggregate FFT
- More on Conversion
- Multivariate Copula
- Bivariate Copula
- Univariate Time Series
- Modeling expert opinion in ModelRisk
- Multivariate Time Series
- Sum Product
- Aggregate DePril
- Aggregate Discrete
- Expert
- ModelRisk introduction
- Building and running a simple example model
- Distributions in ModelRisk
- List of all ModelRisk functions
- Custom applications and macros
- ModelRisk functions explained
- Tamara - project risk analysis
- Introduction to Tamara project risk analysis software
- Launching Tamara
- Importing a schedule
- Assigning uncertainty to the amount of work in the project
- Assigning uncertainty to productivity levels in the project
- Adding risk events to the project schedule
- Adding cost uncertainty to the project schedule
- Saving the Tamara model
- Running a Monte Carlo simulation in Tamara
- Reviewing the simulation results in Tamara
- Using Tamara results for cost and financial risk analysis
- Creating, updating and distributing a Tamara report
- Tips for creating a schedule model suitable for Monte Carlo simulation
- Random number generator and sampling algorithms used in Tamara
- Probability distributions used in Tamara
- Correlation with project schedule risk analysis
- Pelican - enterprise risk management