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Palisade 发布最新的风险分析软件 @Risk 5.0
2008-02-27  广州博脉
全新的 @Risk 5.0 for Excel 是完全重新设计的。一个与 Excel 完全集成的并全新改造的界面,意味着你可以再也不离开你的电子表格。新的 @Risk Library 允许你将指定的可行发布和结果与小组中的其他人共享。你还能为非 @Risk 用户移除 @Risk 的功能。新的 RiskCompound 功能可以将保险以及其他模型的发布结合起来。而新的 Six Sigma 功能提供深度的优质分析。在模拟时,新的 Demo 模式实时更新图形和报告。新的完全可定制的图形、散点图、Tornado Mapped Value 图以及柱形图令将结果与其他人交流成为轻而易举的事。@Risk 5.0 的工业版还为不确定性优化集成了全新的 RISKOptimizer 5.0。
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@Risk 软件介绍请点击 这里
需要下载试用,请填写 产品咨询表
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@Risk 5 的详细新特性如下:
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General
  • The separate Model and Results Summary Windows of @RISK 4.0 and 4.5 are now integrated into the Excel window.
  • New @RISK Settings toolbar in Excel provides quick access to simulation settings.
  • Graphs of simulation results and inputs can link directly to the cells they reference in Excel with “callout” windows.
  • Nearly all modeling operations can be performed via drag and drop or simple clicks on the toolbar.
  • Navigate through Results in Excel with [Tab] Key to move through @RISK inputs and outputs in open workbooks, with graphs pointing at the cell where the input or output is located.
  • Support for versions of Microsoft Excel through Excel 2007, including the larger worksheet size of Excel 2007.
  • All graphs and reports update live as a simulation runs
  • Window selector allows tiling, minimizing, closing, activating etc. of all open @RISK windows
Model Window
  • Distribution functions can be edited directly in the Model window
  • Graph thumbnails in list graphically display input distributions
  • Drag thumbnail graph off Model window to expand to full-size graph
  • Statistics shown in table can be customized
  • Report of Model Definition in Excel includes graph thumbnails
  • Inputs are organized by categories, with default categories made based on row or column names in workbook
  • Clicking or tabbing on an input in the table moves to relevant cell in Excel and displays graph
Adding Outputs
  • Existing outputs and output ranges may be edited or deleted directly over Excel
  • Properties dialog can be used to enter property functions
Correlations
  • Correlations between distributions are quickly defined in matrices that pop-up over Excel
  • Dynamic scatter plots of correlated inputs graphically display correlated samples between two inputs
  • Correlation coefficients in matrix can be adjusted using slider
  • Correlation Matrices defined in the @RISK interface can be located anywhere in Excel, not just on the @RISK Correlations sheet
  • Correlated Time Series with Instances can be quickly set up to correlate sets of similar distributions which each use the same matrix
  • Scatter plot matrix shows correlations generated between inputs in a matrix after a run
Distribution Fitting
  • Data sets for fitting now reside in Excel
  • Up to 10 overlays of different fitted distribution in a single graph
  • Fit Manager tracks multiple fitted data sets in a model
Define Distributions
  • Window stays up as you move to different cells to define or edit @RISK distribution functions
  • [Tab] Key moves through cells in open workbooks and worksheets with distribution functions
  • Edit functions directly in formula or in argument panel
  • Up to 10 overlays of different distribution functions
  • Graph settings and overlays maintained when returning to define distribution for a cell
  • Separate argument panels for graph and overlays.
  • Context sensitive (F1) help for each distribution function type.
  • Properties dialog can be used to enter property functions
Simulation and Sampling
  • Demo mode updates Excel, graphs and reports every iteration
  • Eight random number generators available
  • Auto-stop maximum iterations now 50,000
  • New progress window reports additional run statistics and allows changing settings during run
  • New Performance Monitor for @RISK Accelerator multi-CPU support
  • Excel normal recalculation mode (standard or monte carlo) can be selected from the toolbar
  • RiskStatic property function can store value to be returned from a distribution in a normal Excel recalculation
  • lternatively mean, mode, median or a percentile can be returned from a distribution in a normal Excel recalculation
Convergence Monitoring
  • New algorithm based on user-defined tolerance and confidence interval settings, or on mean, Std. deviation, or percentile.
  • User selectable statistics to test during monitoring
  • Can be applied globally for all outputs or individually by output using the RiskConvergence property function
Results Window
  • Graph thumbnails in list graphically display simulated distributions
  • Drag thumbnail graph off Results window to expand to full-size graph
  • Statistics shown in table can be customized
  • Report of Results Window in Excel includes graph thumbnails
  • Results window and thumbnail graphs update live as a simulation runs to show a “dashboard” of simulation results
  • Clicking or tabbing on a result in the table moves to relevant cell in Excel and displays graph
Graphics - General
  • New graphics engine, designed for processing simulation data, provides faster graphing and real-time animation of simulation results.
  • Type Lower, Middle Range and Upper Delimiter Values directly on Graph
  • Edit Titles directly on Graph
  • User controllable number of delimiter bars for overlays
  • Predefined and custom markers on graphs
  • Extensive graph color and shading options
  • Controllable number formatting on graphs
  • Customizable statistics displayed in legend of graph
  • Improved graphing of discrete distributions and data sets, including new RiskIsDiscrete property function
  • Select overlays by clicking on cells to overlay in Excel
  • Up to 10 overlays on a single graph
  • Remove overlays by clicking on the entry in the legend
Scatter Plots
  • Any pair of output results and/or sampled inputs can be placed in a scatter plot
  • Overlay up to 10 scatter plots in a single chart
  • X and Y values can be standardized
  • User controllable Confidence Ellipse can be added
  • Scatter plots can be generated in Excel as native Excel charts
Summary Graphs and Box Plots
  • Any inputs or outputs (not just those in an output range) can be placed in a summary graph or box plot
  • Box plot has user definable box and whisker settings
Sensitivity Analysis
  • Pivoted Detailed Statistics report allows listings of larger numbers of inputs and outputs
  • Regression – Mapped Values analysis type displays values, as opposed to coefficients, on bars
  • Drag a bar from a Tornado Chart to show a scatter graph of values for a key input vs output
  • Pre-screening inputs based on their precedence in formulas to outputs in your model helps keeps erroneous inputs from appearing in results.
  • Sensitivity Scatter Plot Matrix can be displayed, showing a matrix of scatter plots ranked by most important inputs
  • RiskMakeInput function allows sensitivity impacts of multiple inputs to be captured in a single bar in a tornado chart
Filtering
  • Filtering can be specified using percentiles as well as actual values
  • Filtering available directly from a graph window
  • Percentile filters update real time as data changes during a simulation
@RISK Library
  • The @RISK Library provides a repository for sharing @RISK inputs and simulation results.
  • Distributions to be shared can be entered directly in the Library or added from an @RISK model in Excel
  • Revision history is provided for library distributions
  • Results for different simulations stored in the library can be graphically compared
  • Archived simulations, including workbooks simulated, can be reloaded into Excel
Function Swap
  • Function Swap allows @RISK functions to be removed and restored from workbooks; easing the sharing of workbooks with non-@RISK users.
  • Value used to replace a swapped out distribution can be a user selected statistic from the distribution
  • Model changes made when functions are swapped out are captured in the RiskStatic function
  • Distributions swapped back in are placed in correct location in changed workbook
  • Report on changes made to a swapped out model available
Data Reports
  • Data from a simulation may be sorted to show key values you are interested in, including Error values
  • Iterations from a previously run simulation may be stepped through, updating Excel with values sampled and results calculated.
Save Simulations
  • Simulation Data and Graphs can be stored in the simulated workbook
  • Simulation Data and Graphs, along with the simulated workbook, can be stored in the @RISK Library
Six Sigma Support
  • 19 new statistics functions provide six sigma statistics in models
  • LSL, USL and Target values set using new RiskSixSigma property function
  • Results summary window displays six sigma statistics
  • LSL, USL and Target values displayed with markers on graphs
  • Six Sigma guide and help details how to develop six sigma models using @RISK
Clear Data
  • Simulation results, settings, and/or all @RISK functions and information can be permanently removed from an Excel workbook
Application Settings
  • Default settings for graphs, simulations, function swap, reporting and others are specified in a single location
  • Standard settings can be shared between users with a custom configuration file
  • Custom formatting of @RISK input and output cells, including color, font and borders
Excel Reports
  • New standard headers and formatting
  • Reports include graphics where applicable
  • Ability to have more than one template sheet report.
Help and Tutorials
  • Technical information on distribution functions integrated into help system
  • On-line tutorials and movies illustrate key concepts
Installation, Licensing and Updates
  • New installer and licensing system
  • Licenses may be moved to a new computer via the internet
  • Automatic updating of installations with new releases and patches
Programmability and Macros
  • New object-oriented API has hundreds of properties and methods for setting up and running simulations and generating results from VBA
  • Intellisense pops up available arguments and constants when wrting programs that control @RISK
New and Enhanced @RISK Functions in Excel
  • RiskCompound, used for “frequency / severity” modeling, takes two distributions to form a new input distribution. RiskCompound takes two arguments, each an @RISK distribution function or a reference to a formula in Excel that generates the frequency or severity value
  • RiskTheo functions such as RiskTheoMean or RiskTheoPtoX return a desired statistic on an input probability distribution.
  • @RISK statistics functions for simulation results (such as RiskMean) and RiskTheo functions can take an optional RiskTruncate function to specify a percentile or actual range over which statistics should be calculated.
  • RiskSensitivity function returns sensitivity analysis results directly to your spreadsheet.
  • A new set of 19 @RISK statistics functions (such as RiskCPK) return a desired Six Sigma statistic on a simulation output.
  • RiskConvergenceLevel returns the convergence level of a simulation output
  • RiskStopRun stops a simulation when an Excel formula returns TRUE
  • RiskMakeInput specifies that the calculated value for a formula will be treated as a simulation input, in the same manner as a distribution function. This function allows the results of Excel calculations (or a combination of distribution functions) to be treated as a single “input” in a sensitivity analysis.
  • RiskResultsGraph supports overlays and graphs of input probability distributions
New Property Functions for @RISK
  • Outputs and Distribution Functions
  • RiskUnits specifies units to use to label an input or output in graphs and reports
  • RiskSeed specifies the seed and random number generator to use for an individual distribution function
  • RiskConvergence specifies specific convergence monitoring settings for an output
  • RiskSixSigma specifies LSL,USL and Target values for an output
  • RiskIsDiscrete specifies that the data set to be generated for an output should be treated as a discrete distribution when graphing and calculating statistics
  • RiskStatic specifies the value to be returned by a distribution function in a normal Excel recalculation and optionally will automatically store the value in a formula that was replaced by a distribution function
  • RiskTruncateP specifies truncation limits for a distribution function using percentile values
  • RiskCategory property function to help organize inputs into functional groups.
  • RiskLibrary is used to attach an input in the model to a probability distribution in the @RISK Library.
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