Monte Carlo Simulation & optimization utility.
Simulacion 5.0 is a free Excel add-in to perform monte carlo simulations within excel. Simulación 5.0 is a lightweight yet complete Monte Carlo simulation engine for Microsoft Excel. It allows you to expand the spreadsheet functionalities to include Risk & Uncertainty analysis through probabilistic distributions in the otherwise static excel model analysis. Thousands of different outcomes can be evaluated within the same model and VaR analysis can be performed easily. In addition to Monte Carlo capabilities, Simulación 5.0 includes OptiSim (propietary optimization genetic algorithm) for stochastic optimization, data to distribution fitting tool and Bootstrapping capabilities.
- 91 random number functions within the following statistical distributions
Continuous: Arcsine; Beta; Beta (Alternative); Bradford; Burr; Cauchy; Chi; Chi square; Cosine; Dagum; Double Logarithmic; Erlang; Error Function; Exponential; Extreme Value Minimum; Extreme Value (Generalized); Fatigue Life; Frechet; Fisher; Gamma; Inverted Gamma; Generalized Error; Gumbel; Hyperbolic Secant; Johnson SB; Johnson SU; Kumaraswamy; Levy; Laplace; Log Laplace; Logarithmic; Logistic; Logistic (Generalized); Log Logistic; Log Logistic (Alternative); Log Normal; Log Normal (Alternative); Log Triangular; Log Uniform; Lomax; Myerson; Maxwell-Boltzmann; Normal; Normal (Generalized Type 1); Normal (Generalized Type 2); Normal (Inverted); Normal (Truncated); Parabolic; Pareto; Pareto (Generalized); Pert; Pert (Modified); Pearson's Type 6; Power; Rayleigh; Reciprocal; Triangular; Triangular (Alternative); Triangular (Double); Trapezoidal (Generalized); Trapezoidal; Student T; Uniform; Weibull; Weibull (Alternative)
Discretes: Bernoulli; Beta Binomial; Beta Geometric; Beta Binomial (Negative); Binomial; Binomial Negative; Borel; Conway-Maxwell-Poisson; Conway-Maxwell-Binomial; Delaporte; Geometric; Hypergeometric; Hypergeometric (Negative); Logarithmic Series; Pascal; Poisson; Polya; Skellam, Yule; Uniform (Discrete); Weibull (Discrete); Zipf Law
- Latin Hypercube Sampling or pure Monte-Carlo Sampling.
- Stochastic optimization.
- Linear congruence, Mersenne Twister or Xorshift PRNG.
- Simulation results presented in screen and also can be exported back to excel.
- User-Defined templates for exporting results.
- Best Fit distribution tool.
- Bootstrapping tool.
Althoug fully functional we are looking for collaboration on localizing it to different lenguages and also for hard test the functionalities to ensure no bugs are left in the software.
- Download the installer (Exe file) and execute it or
- Download the matching version of the XLL with your excel option (32-bit or 64-Bit) and open it with excel. You will need to add the certificate to the trusted publishers either by following the excel instructions or downloading the certificate and importing it to trusted publishers.
Programming and Research: José Ricardo Varela. Testing and Documentation: Budana Prijadi.
Simulacion integrates with excel trough the Excelent software Excel-DNA (https://github.com/Excel-DNA/ExcelDna)
- English - By José Ricardo Varela and Budana Prijadi
- Spanish - By José Ricardo Varela
- Indonesian - By Budana Prijadi
- Italian - By Franco Anzani
- French - By Akil Zaimi