Release Note

Attention – for those who have been using NtRand2.0 or former –

Interface of functions has changed substantially in NtRand3.0 and later version!!

You can check the difference below.

NtRand Version 3.3.0 Release Note

September 26, 2012

NtRand 3.3 – New Feature

Below are 7 new functions.

	Rand.	Dist.	Inv.	Mom(*).	Param.	Mean	Stdev.	Skew.	Kurt.
Uniform
Beta
Chi
Chi square
F
Gamma
Gumbel
Johnson SU
Logistic
Log Normal
Standard Normal
Poisson
t
Triangular
Truncated Normal
Weibull
Multi Normal

(*) Mom. function returns mean, standard deviation, skewness and kurtosis of the distribution at once.

– Supported
– Not supported

NtRand 3.3 – Specification Change

Order of parameter $\alpha, \;\beta$ for NTWEIBULLDIST，NTWEIBULLINV now matches with Excel functions.
In below distribution functions (cumulative distribution function, inverse function), calculation algorithm which is used in boost is adopted. Which now allows NtRand 3.3 to have accuracy which almost matches its corresponding ones in Excel 2007 and 2010 function with relative error （ Please refer here for further details.）
NtRand3.3_Comparison.zip
Precision comparison of latest version and previous version.
Along with specification change of NTNORMINV, below random numbers related to Normal Distribution have changed（）
- NTRANDJOHNSONSU（inverse function）
- NTRANDLOGNORM
- NTRANDNORM（inverse function）
- NTRANDTRUNCNORM
NtRand information dialog box at start-up is now deleted.

NtRand 3.3 Bugs – Fixed

Error in calculation of probability density function in truncated normal distribution.
- Before） $f(x)=\frac{1}{\sigma}\phi\left(\frac{x-m}{\sigma}\right)$
- After） $f(x)=\frac{1}{\sigma\Delta}\phi\left(\frac{x-m}{\sigma}\right)$
Please refer to Truncated Normal Distribution for marks in the formula.
Transform error in NTCOV2COR (Supposed to be variance-covariance matrix to correlation matrix)

NtRand Version 3.2.0 Release Note

October 28, 2011

NtRand 3.2 – New Feature

64bit Excel.
Excel 2010 limits 1048576 rows by 16384 columns.
NtRand can generate random numbers with no limit depending on your memory size, under Excel restriction.
Function wizard is improved. Options are shown in combo box of algorithm.
NtVersion is added. It returns version information of NtRand.

NtRand 3.1.0 Bugs – Fixed

Error in NTBETAKURT is fixed.
- Before) $6\frac{\alpha^3-\alpha^2(2\beta-1)+\beta^2(\alpha+1)-2\alpha\beta(\beta+2)}{\alpha\beta(\alpha+\beta+2)(\alpha+\beta+3)}$
- After) $6\frac{\alpha^3-\alpha^2(2\beta-1)+\beta^2(\beta+1)-2\alpha\beta(\beta+2)}{\alpha\beta(\alpha+\beta+2)(\alpha+\beta+3)}$
Argument of NTTMEAN is removed.
Constraints for arguments of NTCHIDIST, NTCHIKURT, NTCHIMOM, NTCHISTDEV are modified.
- Before) $n\geq 2$
- After) $n\geq 1$
Constraints for arguments of NTCHIMEAN, NTCHISKEW are modified.
- Before) No constraints
- After) $n\geq 1$
Constraints for arguments of NTCHISQDIST, NTCHISQKURT, NTCHISQMOM, NTCHISQSTDEV are modified.
- Before) $n\geq 2$
- After) $n\geq 1$
Constraints for arguments of NTCHISQMEAN, NTCHISQSKEW are modified.
- Before) No constraints
- After) $n\geq 1$
Constraints for arguments of NTJOHNSONSUDIST, NTJOHNSONSUINV, NTJOHNSONSUKURT, NTJOHNSONSUMEAN, NTJOHNSONSUMOM, NTJOHNSONSUSKEW, NTJOHNSONSUSTDEV are modified.
- Before) $\delta>0$
- After) $\delta>0,\;\lambda>0$
Constraints for arguments of NTRANDGUMBEL is modified.
- Before) $\alpha> 0$
- After) No constraint
Constraints for arguments of NTTSTDEV is modified.
- Before) $n\geq 2$ (Error occurs when $n=2$ )
- After) $n\geq 3$

NtRand Version 3.1.0 Release Note

January 12, 2011

NtRand 3.1 – New Feature

	Rand.	Dist.	Inv.	Mom(*).	Param.	Mean	Stdev.	Skew.	Kurt.
Uniform
Beta
Chi
Chi square
F
Gamma
Gumbel
Johnson SU
Logistic
Log Normal
Standard Normal
Poisson
t
Triangular
Truncated Normal
Weibull
Multi Normal

(*) Mom. function returns mean, standard deviation, skewness and kurtosis of the distribution at once.

– Supported
– Supported in Excel
– Not supported

NtRand 3.0.1 Bugs – Fixed

NTWEIBULLPARAM’s output order for parameters of Weibull distribution is different from input order for parameters of other related functions of Weibull distribution.

NtRand Version 3.0.1 Release Note

March 9, 2010

NtRand 3 Bugs – Fixed

E-mail address in a dialog box which appears when Excel starts was wrong.

NtRand 3.0.1 – Known Issues

NTWEIBULLPARAM’s output order for parameters of Weibull distribution is different from input order for parameters of other related functions of Weibull distribution.

NtRand Version 3.0 Release Note

March 1, 2010

Some functions (NtOptionBS, NtOptionBF, NtOptionGK, NtMonteCarloFM and NtPCA) have been removed from implemented functions.
Random number generating functions which are passed moments of distribution as arguments have been removed. In the result, functions whose name is “NtRand***2” have been removed.
Name of all of functions have been changed into capital letters.
Name of functions “NtCorToCov” and “NtCovToCor” have been changed into “NTCOR2COV” and “NTCOV2COR” respectively.
Optional arguments of random number generating functions (e.g. algorithm, Random seed1 and so on) have been retruded (See reference manual).
Name of some arguments of random number generating functions (especially parameters of distribution functions) have been changed (See reference manual).
Random number generator function for Johnson SU distribution has been added.
Distribution functions (Dist.), inverse functions of cumulative distribution function (Inv.), functions to compute moments (around mean) of distribution (Mom.), function to estimate parameters of distribution for each distribution (Param.), functions to compute mean, standard deviation (Stdev.), skewness (Skew.) and kurtosis (Kurt.) of the distribution have been added.
Newly supported functions are listed in the table below (green mark).

	Dist.	Inv.	Mom(*).	Param.	Mean	Stdev.	Skew.	Kurt.
Uniform
Beta
Gumbel
Johnson SU
Logistic
Log Normal
Standard Normal
Poisson
Triangular
Truncated Normal
Weibull

(*)Mom: a function that returns mean, standard deviation, skewness and kurtosis of the distribution at once.

– Newly supported
– Supported in Excel
– Not supported

Changes in Version 3.0

【Attention – for those who have been using NtRand2.0 or former -】

Interface of functions have been changed substantially in NtRand3.0!!

You can check the difference in below.

Version 2

Version 3

Changes Detail

NtRand

NTRAND

NtRandBeta

Deleted

NtRandBeta2

NTRANDBETA

Function Name
Order of Arguments

Ver.2	Ver.3
Size, Algorithm, Param1, Param2, Random seed1, Random seed2	Size, Param1, Param2, Algorithm, Random seed1, Random seed2

NtRandGumbel

NTRANDGUMBEL

Order of Arguments

Ver.2	Ver.3
Size, Algorithm, Param1, Param2, Random seed1, Random seed2	Size, Param1, Param2, Algorithm, Random seed1, Random seed2

NtRandLogistic

NTRANDLOGISTIC

Order of Arguments

Ver.2	Ver.3
Size, Algorithm, Param1, Param2, Random seed1, Random seed2	Size, Param1, Param2, Algorithm, Random seed1, Random seed2

NtRandLogNorm

Deleted

NtRandLogNorm2

NTRANDLOGNORM

Function Name
Order of Arguments

Ver.2	Ver.3
Size, Algorithm, Param1, Param2, Random seed1, Random seed2	Size, Param1, Param2, Algorithm, Random seed1, Random seed2

NtRandMultiNorm

NTRANDMULTINORM

Order of Arguments

Ver.2	Ver.3
Size, Algorithm, Random seed1, Random seed2, Use invert func, Use antithetic, Use resampling, Cov, Mean	Size, Cov, Mean, Algorithm, Random seed1, Random seed2, Use invert func, Use antithetic, Use resampling

NtRandNorm

NTRANDNORM

NtRandPoisson

NTRANDPOISSON

Order of Arguments

Ver.2	Ver.3
Size, Algorithm, Param1, Random seed1, Random seed2	Size, Param1, Algorithm, Random seed1, Random seed2

NtRandTriangular

NTRANDTRIANGULAR

Order of Arguments

Ver.2	Ver.3
Size, Algorithm, Param1, Param2, Param3, Random seed1, Random seed2	Size, Param1, Param2, Param3, Algorithm, Random seed1, Random seed2

NtRandTruncNorm

Deleted

NtRandTruncNorm2

NTRANDTRUCNORM

Function Name
Order of Arguments

Ver.2	Ver.3
Size, Algorithm, Param1, Param2, Param3, Param4, Random seed1, Random seed2	Size, Param1, Param2, Param3, Param4, Algorithm, Random seed1, Random seed2