Integrate Calculation

See also: ModelRisk functions and windows, Numerical integration

Introduction

The Integrate Calculation allows one to numerically integrate a real, continuous, univariate function between user-specified min and max boundaries.

The numerical integration performed is based on the Gauss-Kronrod quadrature formula.

In the integrand, the variable to be integrated over is presented by a #. Excel's mathematical functions (e.g. SIN() can be used in the formula, including VoseFunctions, so a valid integrand would be for example:

VoseNormalProb(#,10,1,0)*4*VoseLognormalProb(#,4,5)

Note that the integrand formula is not preceded by a '=' sign, as it is an argument of the VoseIntegrate function that is the output of this window.

Window elements

In the Expression field, you can specify the functional form of the integrand. Use a # symbol for the integrated variable.

In the Min field, the lower integration boundary can be set.

In the Max field the upper integration boundary can be set.

The Steps parameter is an optional integer used to determine how many sub-intervals are made within each interval approximation as the function iterates to optimized precision.

Note that this is not the same as the number of iterations done to achieve the numerical result - a steps value as low as 5 will still give extremely accurate results.

For explanations about other fields, buttons, graphs and summary statistics tables in this window, see Common elements of ModelRisk windows.

Useful tips and tricks

See also: Graphics, workflow and error handling in ModelRisk

Using View Function to return to a window

The output of ModelRisk windows always corresponds to VoseFunctions (the functions ModelRisk adds to Excel) being entered into one or more spreadsheet cells.

You can always re-open the window for a ModelRisk function that is in a spreadsheet cell by using View Function. Select the spreadsheet cell and then select View Function from the ModelRisk menu/toolbar/ribbon.

 

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