@RISK 5.0
	Neu in Version 5.0 | Analyse mit @RISK | zurück zur Übersicht

Neu in Version 5.0

Das neue @RISK 5.0 ist von Grund auf verändert worden. Ein umgestaltetes Interface mit kompletter Integration in Excel sorgt dafür, dass Sie ihre Excel Arbeitsmappe nie verlassen müssen. Die neue @RISK Library erlaubt es Ihnen, bestimmte Wahrscheinlichkeitsverteilungen und Ergebnisse mit Anderen gemeinsam zu nutzen. Sie können jetzt auch @RISK Funktionen für Kollegen, die keine @RISK-Benutzer sind, entfernen. Die neue RiskCompound Funktion kombiniert Versicherungsverteilngen und andere Modelle, und neue Six Sigma Funktionen stehen für detaillierte Qualitätsanalyse zur Verfügung. Während der Simulation aktualisiert der neue Demo Modus Graphen und Berichte in Echtzeit. Neue anpassbare Graphen, Scatter Plots, Tornado Mapped Value Charts und Box Plots erleichtern die Präsentation der Ergebnisse.

Die Industrial Version von @RISK 5.0 enthält den neuen RISKOptimizer 5.0 zur Optimierung unter Unsicherheit.

Liste der neuen Eigenschaften in 5.0:

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
• Alternatively 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 requires two arguments, one for frequency and one for severity, and each an @RISK distribution function or a reference to a formula in Excel that generates the frequency or severity value. It also has two optional argument for insurance modeling – deductible and limit. Deductible, if entered, is subtracted from severity, and if deductible exceeds limit, severity is set to equal limit.
• 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
• RiskSimTable allows simulations to be named, and provide new icon in results viewing for managing output data.

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.

Analyse mit @RISK

Running an analysis with @RISK involves three simple steps:

1. Set Up Your Model. Start by replacing uncertain values in your spreadsheet with @RISK probability distribution functions, like Normal, Uniform, or over 35 others. These @RISK functions simply represent a range of different possible values that a cell could take instead of limiting it to just one case. Choose your distribution from a graphical gallery, or define distributions using historical data for a given input. Even combine distributions with @RISK’s Compound function. Share specific distribution functions with others using the @RISK Library, or swap out @RISK functions for colleagues who don’t have @RISK.

Next, select your outputs—the "bottom line" cells whose values interest you. This could be potential profits, ROI, insurance claims payout, disease recovery rate, or anything at all.

2. Run the Simulation. Click the Simulate button and watch. @RISK recalculates your spreadsheet model thousands of times. Each time, @RISK samples random values from the @RISK functions you entered, places them in your model, and records the resulting outcome. Explain the process to other by running your simulation in Demo Mode, with graphs and reports updating live as the simulation runs.

3. Understand Your Risks. The result of a simulation is a look at a whole range of possible outcomes, including the probabilities they will occur. Graph your results with histograms, Scatter Plots, cumulative curves, Box Plots, and more. Identify critical factors with Tornado charts and sensitivity analysis. Paste results into Excel, Word, or PowerPoint, or place them in the @RISK Library for other @RISK users. You can even save results and charts right inside your Excel workbook.

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