Probability distribution and Vensim PLE

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Lukas
Junior Member
Posts: 8
Joined: Fri Jul 16, 2010 8:02 am

Probability distribution and Vensim PLE

Post by Lukas »

Hello,

I use Vensim PLE.
Can I define a variable as a stochastic by using probability distribution functions.
Please note that I cannot use MACROs in Vensim PLE.

kind regards
Lukas
bob@vensim.com
Senior Member
Posts: 1107
Joined: Wed Mar 12, 2003 2:46 pm

Post by bob@vensim.com »

Vensim PLE supports RANDOM UNIFORM and RANDOM NORMAL - see Chapter 4 of the Reference Manual for a description of these.
tomfid
Administrator
Posts: 4000
Joined: Wed May 24, 2006 4:54 am

Post by tomfid »

Often you can transform a uniform random variable to some other desired distribution, using the cumulative distribution - either an analytic expression or a lookup table.

Also, in continuous-time models you'll want noise that has some frequency cutoff. See http://models.metasd.com/2010/03/pink-noise/

Tom
Lukas
Junior Member
Posts: 8
Joined: Fri Jul 16, 2010 8:02 am

Post by Lukas »

Thank you all for your replies.
Also thanks for the URL, very useful.

kind regards,
Lukas
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