Search found 102 matches

by lorenzo.cioni
Sun Oct 18, 2020 10:37 am
Forum: Vensim
Topic: Truncated lognormal
Replies: 7
Views: 2761

Re: Truncated lognormal

tomfid wrote: Sat Oct 17, 2020 3:18 pm That would be:
EXP( RANDOM NORMAL(-100,-6.05,-13.3,3.49,stream) )
where -6.05 = ln(2.35e-3)

The -100 is just a big number (30 standard deviations roughly) - the truncation at 0 isn't really needed since the lognormal is always >0.
Hi tomfid
thank you a lot. :D :D
All the best.
Lorenzo 8)
by lorenzo.cioni
Sat Oct 17, 2020 2:30 pm
Forum: Vensim
Topic: Truncated lognormal
Replies: 7
Views: 2761

Re: Truncated lognormal

Hi tomfid
could you be more clear about this: "the maximum departure in terms of number of geometric std dev above the mean"?
Indeed I have to generate a lognormal whose normal parameters are μ = −13.3 and σ = 3.49 truncated on the interval [0, 2.35 × 10−3]).
Lorenzo
by lorenzo.cioni
Sat Oct 17, 2020 2:13 pm
Forum: Vensim
Topic: Truncated lognormal
Replies: 7
Views: 2761

Re: Truncated lognormal

Hi tomfid
is it the same if I use this form?
randx = EXP( normal_mean+normal_std_dev*RANDOM NORMAL(-100, LN(max val),0, 1, 0 )
Lorenzo
by lorenzo.cioni
Sat Oct 17, 2020 2:07 pm
Forum: Vensim
Topic: Truncated lognormal
Replies: 7
Views: 2761

Re: Truncated lognormal

The RANDOM NORMAL function generates a truncated Normal distribution, so if you transform that you'll get a truncated Lognormal. You could do something like: randx = EXP( RANDOM NORMAL(-something large, LN(max val), LN(geometric mean), geometric SD, stream ID) ) Hi tomfid thank you a lot... fast an...
by lorenzo.cioni
Sat Oct 17, 2020 10:07 am
Forum: Vensim
Topic: Truncated lognormal
Replies: 7
Views: 2761

Truncated lognormal

Hi everybody is there any way to use, in a Vensim model, a variable that simulates a truncated lognormal? I know how I can simulate a "full" lognormal through a normal distribution but what about the insertion of a maximum positive value? How can I rescale so that the area under the trunca...
by lorenzo.cioni
Mon May 27, 2019 9:11 pm
Forum: Vensim
Topic: Frechet & MonteCarlo
Replies: 2
Views: 1777

Re: Frechet & MonteCarlo

Hi tomfid
thank you.. very simple, indeed, like Columbus' egg...
very precise and accurate as usual.
all the best.
Lorenzo
by lorenzo.cioni
Sat May 25, 2019 4:26 pm
Forum: Vensim
Topic: Graph Shortcuts
Replies: 4
Views: 2534

Re: Graph Shortcuts

Hi
you can check the "Show behavior" item under the view menu or you can select the desired variable and then left click on the item Graph on the left side of the Vensim main window...
All the best.
Lorenzo
by lorenzo.cioni
Sat May 25, 2019 4:16 pm
Forum: Vensim
Topic: Frechet & MonteCarlo
Replies: 2
Views: 1777

Frechet & MonteCarlo

Hi all I would like to use a parameter modelled with a Frechet distribution in a MonteCarlo simulation of a Vensim Plus model. In SntheSym I can use the trick of implementing the Frechet distribution as betaScale*(-LOG(X , 10 ))^(-1/alphaShape) but how can I proceed in the Sensitivity Simulation Set...
by lorenzo.cioni
Fri Feb 15, 2019 10:00 pm
Forum: Vensim
Topic: Export to PDF
Replies: 5
Views: 3545

Re: Export to PDF

Even on a Mac you should be able to print the currently open model in Vensim on a file with the proper resolution (300 dpi or higher).
All the best.
Lorenzo
by lorenzo.cioni
Sun Feb 03, 2019 3:08 pm
Forum: Vensim
Topic: Logaritmic scale
Replies: 5
Views: 2717

Re: Logaritmic scale

Hi tomfid
you hit the point....I suggest this as an extension for a future version of Vensim.
All the best.
Lorenzo
by lorenzo.cioni
Sun Feb 03, 2019 6:48 am
Forum: Vensim
Topic: Logaritmic scale
Replies: 5
Views: 2717

Re: Logaritmic scale

Hi tomfid
thank you for your (according to me wrong) answer... if ideed x spans over the interval (0,100) you get also negative values and not a logaritmic scale.
All the best.
Lorenzo
by lorenzo.cioni
Sat Feb 02, 2019 10:15 pm
Forum: Vensim
Topic: Logaritmic scale
Replies: 5
Views: 2717

Logaritmic scale

Hi everybody
is there any way to have, in Vensim PLE, an x,y diagram with x in Ln scale? Please do not suggest to use Ln(x) sice it does not work... :lol:
I mean a true logaritmic scale...
All the best. 8)
Lorenzo
by lorenzo.cioni
Sat Feb 02, 2019 10:37 am
Forum: Ventity
Topic: PDF documentation
Replies: 2
Views: 3235

Re: PDF documentation

Hi tomfid
thank you a lot... I'll stand on waiting...are you going to put the pdf file on the Ventity web-site?
Lorenzo
by lorenzo.cioni
Thu Jan 31, 2019 9:52 pm
Forum: Ventity
Topic: PDF documentation
Replies: 2
Views: 3235

PDF documentation

Hi all
I'm a newbie of Ventity and I prefer old style documentation... is there any PDF-style tutorial somewhere around?
All the best.
Lorenzo
by lorenzo.cioni
Sat May 26, 2018 8:19 pm
Forum: Vensim
Topic: Frechet distribution
Replies: 6
Views: 4012

Re: Frechet distribution

Hi JJ
the implementation in Vensim as
betaScale*(-LOG(X , 10 ))^(-1/alphaShape)
with X as RANDOM UNIFORM(0, 1, 0) is not robust since if X is about 1 (for instance 0.999223) I get a value of 5.32112e+006
Any idea?
All the best.
Lorenzo
by lorenzo.cioni
Fri May 25, 2018 9:21 pm
Forum: Vensim
Topic: Frechet distribution
Replies: 6
Views: 4012

Re: Frechet distribution

LAUJJL wrote:Hi

If you type Fréchet distribution in google, Wikipédia explains how to get a Fréchet distribution from the uniform (0,1) distribution.

Regards.

JJ
Hi JJ
thanks a lot.
Lorenzo
by lorenzo.cioni
Fri May 25, 2018 9:21 pm
Forum: Vensim
Topic: Frechet distribution
Replies: 6
Views: 4012

Re: Frechet distribution

LAUJJL wrote:Hi

If you type Fréchet distribution in google, Wikipédia explains how to get a Fréchet distribution from the uniform (0,1) distribution.

Regards.

JJ
Hi JJ
thanks a lot.
Lorenzo
by lorenzo.cioni
Fri May 25, 2018 4:51 pm
Forum: Vensim
Topic: Frechet distribution
Replies: 6
Views: 4012

Frechet distribution

Hi
is there any way to simulate in Vensim a Frechet distibution with parameters alpha or shape and beta or scale?
Lorenzo
by lorenzo.cioni
Sat Mar 17, 2018 6:00 pm
Forum: Vensim
Topic: Questions about random Weibull
Replies: 15
Views: 6874

Re: Questions about random Weibull

There are two different parameterizations of the exponential in common use, one with f(x,a) = a*EXP(-x*a) and the inverse, f(x,b) = 1/b*EXP(-x/b) So, we can't reliably answer without knowing which version your alpha corresponds with. Assuming that you're expecting a mean of 1/alpha, your suggested ...
by lorenzo.cioni
Sat Mar 17, 2018 5:03 pm
Forum: Vensim
Topic: Questions about random Weibull
Replies: 15
Views: 6874

Re: Questions about random Weibull

I would set m and x to 0 and a very large value, unless you want to truncate the distribution. I think the mean adjustment is correct, but as a test, you should generate a stream of numbers with your proposed distribution, and check them, either with the Stats tool and Bar chart with histogram opti...
by lorenzo.cioni
Thu Mar 15, 2018 4:14 pm
Forum: Vensim
Topic: Questions about random Weibull
Replies: 15
Views: 6874

Re: Questions about random Weibull

The Weibull is normally a 2-parameter distribution, so I'm not sure how the gamma/location parameter should be interpreted. I think S = shape = alpha is a safe bet. However, the Weibull is often parameterized so that mean = scale * Gamma( 1 + 1/shape ) whereas Vensim is scaled so that mean = 1. So,...
by lorenzo.cioni
Sun Feb 25, 2018 7:44 am
Forum: Vensim
Topic: Questions about random Weibull
Replies: 15
Views: 6874

Re: Questions about random Weibull

Administrator wrote:How are alpha, beta and gamma defined in the other software you are using?
Hi Administrator
you are right, sorry, I forgot specifying...
alpha shape
beta scale
gamma location parameter

so I would guess
S=alpha
h=gamma
r=beta
Am I right?
Thank you a lot.
Lorenzo
by lorenzo.cioni
Sat Feb 24, 2018 2:52 pm
Forum: Vensim
Topic: Questions about random Weibull
Replies: 15
Views: 6874

Questions about random Weibull

Hi everybody on the Vensim's manual you can read RANDOM WEIBULL(m,x,S,h,r,s) WEIBULL with shape S starting at 0 with mean 1 and RANDOM WEIBULL(m,x,S,h,r,s) provides a Weibull distribution with shape S starting at 0 and having a mean of 1 before it is stretched, shifted and truncated. When S is 1 the...
by lorenzo.cioni
Sat Feb 24, 2018 2:43 pm
Forum: Vensim
Topic: Export variables
Replies: 2
Views: 1948

Re: Export variables

Priscila wrote:Hello,

I would like to know if there is a way to export from vensin only the results of only one variable.
Anyway if you export in either a .tab or a .xlx file you can use excel to gather only the data of the preferred variable....
Lorenzo
by lorenzo.cioni
Fri Dec 15, 2017 11:22 am
Forum: Vensim
Topic: Excel file as an input for a lookup
Replies: 8
Views: 4295

Re: Excel file as an input for a lookup

Administrator wrote:GET XLS LOOKUPS is the function that does this.
Hi Administrator, thank u a lot, it works really fine..
Lorenzo 8)