RiskDepC

Descripción

RiskDepC(ID,coefficient) designates a dependent variable in a correlated pair of inputs.  The ID is the string used to identify the independent variable it is being correlated with.  This string must be inside quotes.  This same ID must be used in the RiskIndepC function para the independent variable. The coefficient entered is the rank-order correlation coefficient between the two variables.

This is the “old” way to correlate two variables in @RISK, and it has been kept para backward compatibility. However, a better way is to use a correlation matrix (or a copula). See the Define Correlations section of this manual para more detailed inparamation about correlations, correlation matrices, and copulas.

Ejemplos

RiskNormal(100,10, RiskDepC("Price",0.5)) specifies that the RiskNormal(100,10) distribution will be correlated with the distribution identified by RiskIndepC("Price").  The correlation between these two variables is 0.5.

Reglas

coefficient must be from -1 to +1.

ID must be the same string of characters used to identify the independent variable in the RiskIndepC function.  ID can be a reference to a cell that contains an identifier string.