Scribd Logo
Upload

Welcome to Scribd!

  • Gauss Func VBA

    Uploaded by

    Jeevan Kumar Rajah
    22 views1 page
    Gauss Function that has 5 standard deviation compared to Random Numbers generated in Excel. Can be used to simulate return on equities. Copy and paste into a new module. In a cell, just type gauss() to obtain a random gauss number.

    Copyright

    © © All Rights Reserved

    Available Formats

    TXT, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    Gauss Function that has 5 standard deviation compared to Random Numbers generated in Excel. Can be used to simulate return on equities. Copy and paste into a new module. In a cell, just type gauss() to obtain a random gauss number.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    22 views1 page

    Gauss Func VBA

    Uploaded by

    Jeevan Kumar Rajah
    Gauss Function that has 5 standard deviation compared to Random Numbers generated in Excel. Can be used to simulate return on equities. Copy and paste into a new module. In a cell, just type gauss() to obtain a random gauss number.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Rem: Box-Muller or Gaussian Pseudo-random number generator

    Public Function gauss()


    Dim f As Double
    Dim r As Double
    Dim V1 As Double
    Dim V2 As Double
    10 V1 = 2 * Rnd - 1
    V2 = 2 * Rnd - 1
    r = V1 ^ 2 + V2 ^ 2
    If (r >= 1) Then GoTo 10
    f = Sqr(-2 * Log(r) / r)
    gauss = V2 * f
    End Function

    You might also like