Home / Monte Carlo / Options
Options¶
From Excel click...
QXL Monte Carlo Tab > Options
Expected Value Analysis Settings¶
Histogram Location
Select Embedded Histograms to have the histograms placed on the same worksheet. Select Full Screen Histograms if you would like to have a full-size chart for each histogram. Selecting Embedded Histograms will result in fewer worksheets each time you run an EVA.
Histogram Bars
You can select the maximum number of Histogram Bars for Quantum XL to create, and whether to show borders around the bars or not. The actual number of Histogram Bars can be slightly larger than the provided value. Valid numbers are integers between 20 and 300; the default is 70.
Quantum XL can be set to display borders around bars "Always", "Never", or "If # of bins is less than" the provided value. The default value is 130.
KS Test Display
The Kolmogorov-Smirnov Test (KS Test) is best when used with fewer than 100,000 simulations. By default, Quantum XL will only calculate the KS Test statistic for less than 100,000 simulations. If you would like to see the KS Test for 100,000 and greater, select Always Perform KS Test.
The default method of Expected Value Analysis (EVA) is Monte Carlo simulation. The alternate method is Descriptive Sampling (DS). Descriptive Sampling provides less error in the estimates than Monte Carlo, but the EVA time and memory allocation will both go up considerably. Your computer might not have enough memory to run N=1,000,000 simulations, depending on the number of inputs and outputs in your IPO definition. If you change the EVA method to Descriptive Sampling, then EVA, Tolerance Allocation, and Sensitivity Analysis will all use DS instead of Monte Carlo simulation. Parameter Design always uses DS regardless of this setting.
Export EVA
With the "Export EVA Simulations" option checked, Quantum XL will create a new sheet, along with an EVA report, and fill it with simulated data. This option works only when the number of simulations is less than 10,000.
Quantum XL can add percentile statistics to the end of the EVA report if this option is selected. Percentiles are ordered from 100% to 0%. In addition to predefined percentile numbers, users can define up to four custom percentile values.
Quantum XL displays percentile statistics in the Expected Value Analysis report. In addition to the predefined percentiles set, you can define up to four percentile numbers for which you would like to see statistics in the EVA report. Numbers should be between (and including) 0 and 1 (i.e., Custom1 = 0.26 will add a row in the EVA report for percentile = 26%).
Optimizer Settings¶
Parameter Design employs a genetic algorithm to optimize the parameters. You can change the parameters used by the algorithms using the values below. These are advanced options and you should only adjust these if you are an advanced user.
Number of simulations
Number of simulations used during parameter design. Increasing this value slows the process but makes the estimate of dpm more accurate. You can set this value for both Rocket and Native mode. The default value for Rocket mode is 1,000 simulations; the default value for Native Mode is 100 simulations.
Gene Size Control
The calculated gene size is equal to Number of Inputs * Gene Multiplier. If the calculated value is greater than MaxGeneSize, then it is truncated to MaxGeneSize.
Increasing the value of the Gene Multiplier will allow the genetic algorithm to look in more locations for an optimal value; however, it will slow execution. The default value is 5.
Increasing the value of MaxGeneSize will allow the gene to grow larger for models with many inputs. The default value is 200.
Convergence Control
The optimization algorithm will run until the change from one generation to the next is less than the Convergence Criteria for NumGenerationsWithoutChange consecutive generations.
Decreasing the value of Convergence Criteria increases the accuracy of the result, but will slow execution. The default value is 0.000001.
Increasing the value of NumGenerationsWithoutChange will increase the accuracy of the optimization, but will slow execution. The default value is 50.
Model Validation Settings¶
To provide the rapid simulation capability, Quantum XL uses a proprietary math engine. Although Quantum XL calculates formulas much faster than Excel, it is possible that Excel's results and Quantum XL's results will not match. Therefore, it is necessary to perform a syntax check and model validation before running any Quantum XL feature.
During the Model Validation phase, Quantum XL runs a small number of simulations and compares the results from its internal calculation engine to Excel's engine. The user can set acceptable variations between these results and how many simulations will be run.
Number of simulations
The number of simulations needed to validate the model. The bigger the number is, the more time Quantum XL needs to validate the model. The default value is 10.
Sensitivity for numbers less than 1
The amount of variation in results between Excel and Quantum XL that is acceptable for numbers whose absolute value is less than 1. Default value is 0.00001.
Example: Sensitivity is 0.00001; Quantum XL's result of calculating an equation is 0.00002, and Excel's result of calculating the same equation is 0.00005. Quantum XL will show the miscompare error because Abs(Abs(0.00005)-Abs(0.00002)) > 0.00001.
Sensitivity for numbers greater than 1
The amount of variation in results between Excel and Quantum XL that is acceptable for numbers whose absolute value is greater than 1. Default value is 0.001.
Example: Sensitivity is 0.001; Quantum XL's result of calculating an equation is 22.405, and Excel's result of calculating the same equation is 23.1. Quantum XL will show the miscompare error because Abs(Abs(22.405)-Abs(23.1)) > 0.001.
Calculation Engine¶
Quantum XL can run in Rocket and Native mode. Use this setting to control which one is used.
Auto Select: Uses Rocket mode if model is compatible
Quantum XL will run a small number of simulations and compare results from its internal calculation engine to Excel's engine. If they match, Quantum XL will run in Rocket mode. Otherwise, Quantum XL will switch to Native Mode and use Excel's engine to run simulations.
Rocket mode
Quantum XL will run a small number of simulations and compare results from its internal calculation engine to Excel's engine. If they match, Quantum XL will run in Rocket mode. Otherwise, Quantum XL will show a miscompare report and allow the user to change the model or to continue in Native Mode.
Native Mode
No model validation will occur. Quantum XL will use Excel's engine to run simulations.
Operational Mode¶
Quantum XL can present statistics in two different ways.
Statistical (Engineering) Mode
Statistical results are reported in defects. This is the typical mode for Six Sigma and DFSS applications.
Transactional mode
Statistical results are reported in percentages instead of defects per million. This is the typical mode for transactional or financial applications.
Quantum XL will ask you to select the operational mode only once (the first time you start the application).
Protect charts¶
Some charts (histogram, box plot...) are complex and should not be edited manually. Quantum XL implements one of the following strategies in order to prevent modification of the X and/or Y for such charts.
Lock charts
Quantum XL will protect all charts that have axes that should not be modified. Charts are protected must be unprotected before they can be edited or moved. Additionally, you can choose to display notice below chart to remind you not to rescale the axis.
This is default option, and recommended if you are sharing your workbook with users who don't have Quantum XL.
Show pop-up message
All charts are left unprotected. When you click on the axis of a chart that should not be rescaled a warning will be displayed. Additionally, you can choose to display notice below chart to remind you not to rescale the axis.
ONLY FOR ADVANCED USERS. Sharing your charts with users that don't have Quantum XL is not recommended.
No protection
All charts will be left unprotected. A notice will be placed bellow the chart reminding you not to edit axes that should not be scaled.