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 Setup dialog box?Man thanks in advance.
All the best.
Lorenzo
Frechet & MonteCarlo
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- Senior Member
- Posts: 102
- Joined: Wed Jul 30, 2014 7:09 am
- Vensim version: PLE
Re: Frechet & MonteCarlo
Use the sensitivity control to generate a uniform random variable and transform that in another model variable, just as you would for a regular simulation.
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- Senior Member
- Posts: 102
- Joined: Wed Jul 30, 2014 7:09 am
- Vensim version: PLE
Re: Frechet & MonteCarlo
Hi tomfid
thank you.. very simple, indeed, like Columbus' egg...
very precise and accurate as usual.
all the best.
Lorenzo
thank you.. very simple, indeed, like Columbus' egg...
very precise and accurate as usual.
all the best.
Lorenzo