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5.7. Correlations Ignored (RISKOptimizer 5.5.0)

Applies to:
RISKOptimizer 5.5.0 only

Problem:
I want to see the simulated correlation of two distributions in my optimization, but the RiskCorrel( ) function does not work.

Response:
Unfortunately, there was a bug in RISKOptimizer 5.5.0. This bug was fixed in 5.5.1, and it did not affect any release of @RISK.

If you are eligible for an upgrade to a later release, you should obtain it from your Palisade sales manager.

If you are unable to upgrade, we do have a partial workaround:

To have RiskCorrel cells return values for the best simulation, after the RISKOptimizer optimization you should choose to put the best solution in the adjustable cells, and then run a simulation in @RISK. To obtain the exact same statistics in @RISK as those in RISKOptimizer, use the same random-number generator, fixed number of iterations, and fixed seed in both programs.

Random-number generator:

@RISK: Simulation Settings » Sampling » Generator » Mersenne Twister
(Mersenne Twister is always used by RISKOptimizer, and is the default for @RISK.)

Fixed number of iterations:

RISKOptimizer: Settings » Runtime » Simulation Runtime » Iterations » number
@RISK: Simulation Settings » General » Number of Iterations » same number

Fixed seed:

RISKOptimizer: Settings » Random Number Generator Seed » seed value
@RISK: Simulation Settings » Sampling » Initial Seed » Fixed » same seed value

last edited: 2012-11-22

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