ExcelMonteCarlo

Lets you do Monte Carlo analysis using your Excel spreadsheet.

Description

Monte Carlo analysis is useful for many spreadsheets, but Excel cannot do it without help. I wrote a program that can turn your spreadsheet into a Monte Carlo simulation.

It's still in need of bells and whistles but it's open source so let me know if you want to collaborate.

• Required Products: Statistics Toolbox
• MATLAB release: MATLAB 7.1.0 (R14SP3)
• Other requirements: Required Files The following files can be found at http://www.mathworks.com/matlabcentral/fileexchange/loadFileList.do · FastFillGrid · FastGetGrid · QuestDlgWithGrid
• Other Files: ExcelMonteCarlo.jpg, ; ExcelMonteCarloUsersManual.pdf, ; ExcelMonteCarlo.m, ; ExcelMonteCarlo.fig, ; ExcelMonteCarlo_activex1, ; ExcelMonteCarlo_activex2, ; ExcelMonteCarloTest2.XLS

[urs (us) schwarz]

michael, unfortunately you submitted this nice snippet as
[e-mail]
while it really should be
[e-mail]
i suggest you ask min to change this...
us
ps: min, please remove this review if michael agrees

[Michael Robbins]

Thank you! You are very observant! Also, let me note that there will soon be an update to this submission that will correct some problems. In the original version, users may encounter problems with only one assumption and some users may have a problem opening the PDF documentation. Those of you who have downloaded the file may want to check back in a few days.

[Michael Robbins]

The corrected file has been posted! There are many things I'd like to add because they're just so easy to do, like correlating assumptions (inputs) with forecasts (outputs) to quantify which assumptions are most powerful in affecting the forecasts and analysing the forecast distributions. I'd like to create a facility to build a non-parametric assumption distribution, etc. But I'm not going to do much more work on this unless there's some demand. I think it's interesting and very easy but there must be a need.

[Michael Robbins]

Don't foreget to download --> FastFillGrid · FastGetGrid · QuestDlgWithGrid <--- from <http://www.mathworks.com/matlabcentral/fileexchange/loadAuthor.do?objectId=828141&objectType=author&gt; ExcelMonteCarlo won't work without them!