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# 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 NTWEIBULLDISTNTWEIBULLINV 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 $10^{-15}\sim 10^{-16}$（ Please refer here for further details.）
NtRand3.3_Comparison.zip
• Along with specification change of NTNORMINV, below random numbers related to Normal Distribution have changed（$10^{-9}$
• 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
NtRandWeibull NTRANDWEIBULL
• Order of Arguments
 Ver.2 Ver.3 Size, Algorithm, Param1, Param2, Random seed1, Random seed2 Size, Param1, Param2, Algorithm, Random seed1, Random seed2
NtBiNormDist NTBINORMDIST
NtMultiCovarp NTMULTICOVARP
NtMultiCorrel NTMULTICORREL
NtCorToCov NTCOR2COV Function Name
NtCovToCor NTCOV2COR Function Name
NtPCA Deleted
NtOptionBS Deleted
NtOptionBF Deleted
NtOptionGK Deleted
NtMonteCorloLFM Deleted
NTRANDJOHNSONSU NEW !!
NTBETAPARAM NEW !!
NTBETAMOM NEW !!
NTBETAMEAN NEW !!
NTBETASTDEV NEW !!
NTBETAKURT NEW !!
NTGUMBELDIST NEW !!
NTGUMBELINV NEW !!
NTGUMBELPARAM NEW !!
NTGUMBELMOM NEW !!
NTGUMBELMEAN NEW !!
NTGUMBELSTDEV NEW !!
NTGUMBELSKEW NEW !!
NTGUMBELKURT NEW !!
NTJOHNSONSUDIST NEW !!
NTJOHNSONSUINV NEW !!
NTJOHNSONSUPARAM NEW !!
NTJOHNSONSUMOM NEW !!
NTJOHNSONSUMEAN NEW !!
NTJOHNSONSUSTDEV NEW !!
NTJOHNSONSUSKEW NEW !!
NTJOHNSONSUKURT NEW !!
NTLOGISTICDIST NEW !!
NTLOGISTICINV NEW !!
NTLOGISTICPARAM NEW !!
NTLOGISTICMOM NEW !!
NTLOGISTICMEAN NEW !!
NTLOGISTICSTDEV NEW !!
NTLOGISTICSKEW NEW !!
NTLOGISTICKURT NEW !!
NTLOGNORMDIST NEW !!
NTLOGNORMINV NEW !!
NTLOGNORMPARAM NEW !!
NTLOGNORMMOM NEW !!
NTLOGNORMMEAN NEW !!
NTLOGNORMSTDEV NEW !!
NTLOGNORMSKEW NEW !!
NTLOGNORMKURT NEW !!
NTPOISSONMOM NEW !!
NTPOISSONMEAN NEW !!
NTPOISSONSTDEV NEW !!
NTPOISSONSKEW NEW !!
NTPOISSONKURT NEW !!
NTTRIANGULARDIST NEW !!
NTTRIANGULARINV NEW !!
NTTRIANGULARPARAM NEW !!
NTTRIANGULARMOM NEW !!
NTTRIANGULARMEAN NEW !!
NTTRIANGULARSTDEV NEW !!
NTTRIANGULARSKEW NEW !!
NTTRIANGULARKURT NEW !!
NTTRUNCNORMDIST NEW !!
NTTRUNCNORMINV NEW !!
NTTRUNCNORMPARAM NEW !!
NTTRUNCNORMMOM NEW !!
NTTRUNCNORMMEAN NEW !!
NTTRUNCNORMSTDEV NEW !!
NTTRUNCNORMSKEW NEW !!
NTTRUNCNORMKURT NEW !!
NTWEIBULLINV NEW !!
NTWEIBULLPARAM NEW !!
NTWEIBULLMOM NEW !!
NTWEIBULLMEAN NEW !!
NTWEIBULLSTDEV NEW !!
NTWEIBULLSKEW NEW !!
NTWEIBULLKURT NEW !!

Only current recommended releases are available on the main download page. Older releases are available from the older versions page.