{"id":575,"date":"2022-04-02T13:31:57","date_gmt":"2022-04-02T05:31:57","guid":{"rendered":"https:\/\/cabit.top\/?p=575"},"modified":"2022-04-02T13:35:12","modified_gmt":"2022-04-02T05:35:12","slug":"risk-%e5%a6%82%e4%bd%95%e8%b0%83%e6%95%b4%e6%97%a0%e6%95%88%e7%9a%84%e7%9b%b8%e5%85%b3%e7%9f%a9%e9%98%b5","status":"publish","type":"post","link":"https:\/\/cabit.top\/?p=575","title":{"rendered":"@RISK \u5982\u4f55\u8c03\u6574\u65e0\u6548\u7684\u76f8\u5173\u77e9\u9635"},"content":{"rendered":"\n<p><strong>\u9002\u7528\u4e8e\uff1a<\/strong>&nbsp;&nbsp; @RISK 4.x\u20137.x<\/p>\n\n\n\n<p><strong>@RISK \u5982\u4f55\u786e\u5b9a\u6211\u7684\u76f8\u5173\u77e9\u9635\u662f\u5426\u6709\u6548\uff1f\u5982\u679c\u77e9\u9635\u65e0\u6548\uff0c@RISK \u5982\u4f55\u8c03\u6574\u5b83\u4ee5\u521b\u5efa\u6709\u6548\u77e9\u9635\uff1f<\/strong><strong><\/strong><\/p>\n\n\n\n<p>\u5982\u679c\u76f8\u5173\u77e9\u9635\u662f\u81ea\u6d3d\u7684\uff0c\u5219\u76f8\u5173\u77e9\u9635\u662f\u6709\u6548\u7684\uff0c\u8fd9\u610f\u5473\u7740\u6307\u5b9a\u7684\u7cfb\u6570\u662f\u76f8\u4e92\u517c\u5bb9\u7684\u3002\u8bf7\u53c2\u9605@RISK \u5982\u4f55\u6d4b\u8bd5\u76f8\u5173\u77e9\u9635\u7684\u6709\u6548\u6027\u3002<\/p>\n\n\n\n<p>\u5f53\u60a8\u5355\u51fb<em>Start Simulation<\/em>\u65f6\uff0c@RISK \u68c0\u67e5\u6240\u6709\u76f8\u5173\u77e9\u9635\u7684\u6709\u6548\u6027\u3002\u5982\u679c\u77e9\u9635\u65e0\u6548\uff0c@RISK \u4f1a\u67e5\u627e\u8c03\u6574\u6743\u91cd\u77e9\u9635\uff08\u89c1\u4e0b\u6587\uff09\uff0c\u5982\u679c\u5b58\u5728\u8c03\u6574\u6743\u91cd\u77e9\u9635\uff0c@RISK \u4f1a\u4f7f\u7528\u5b83\u8c03\u6574\u65e0\u6548\u7684\u76f8\u5173\u77e9\u9635\uff0c\u7136\u540e\u7ee7\u7eed\u8fdb\u884c\u6a21\u62df\u3002\u4f46\u5982\u679c\u6ca1\u6709\u8c03\u6574\u6743\u91cd\u77e9\u9635\uff0c@RISK \u4f1a\u663e\u793a\u4ee5\u4e0b\u6d88\u606f\uff1a<\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\"><p>Warning<br>The correlation matrix at &#8230; is not self-consistent. @RISK can generate the closest self-consistent matrix.\u00a0 OK generates a corrected matrix and continues, Cancel stops the simulation.<\/p><\/blockquote>\n\n\n\n<p>\u5982\u679c\u60a8\u60f3\u81ea\u884c\u8c03\u6574\u77e9\u9635\u6216\u521b\u5efa\u8c03\u6574\u6743\u91cd\u77e9\u9635\uff0c\u8bf7\u5355\u51fb\u53d6\u6d88\u3002\u8fd9\u901a\u5e38\u662f\u4e00\u4e2a\u597d\u4e3b\u610f\uff0c\u56e0\u4e3a\u5728\u6ca1\u6709\u8c03\u6574\u6743\u91cd\u77e9\u9635\u7684\u60c5\u51b5\u4e0b\uff0c@RISK \u53ef\u80fd\u4f1a\u4f7f\u60a8\u7684\u76f8\u5173\u7cfb\u6570\u53d1\u751f\u76f8\u5f53\u5927\u7684\u53d8\u5316\u3002<\/p>\n\n\n\n<p><strong>\u5982\u4f55\u8bbe\u7f6e\u548c\u4f7f\u7528\u8c03\u6574\u6743\u91cd\u77e9\u9635\uff1f<\/strong><strong><\/strong><\/p>\n\n\n\n<p>\u6b64\u529f\u80fd\u5728@RISK 5.5 \u548c\u66f4\u65b0\u7248\u672c\u4e2d\u53ef\u7528\u3002<\/p>\n\n\n\n<p>\u60a8\u53ef\u4ee5\u521b\u5efa\u4e00\u4e2a\u8c03\u6574\u6743\u91cd\u77e9\u9635\u6765\u6307\u5bfc@RISK \u8c03\u6574\u76f8\u5173\u6027\u3002\u8c03\u6574\u77e9\u9635\u662f\u4e00\u4e2a\u4e0e\u76f8\u5173\u77e9\u9635\u5927\u5c0f\u76f8\u540c\u7684\u4e09\u89d2\u77e9\u9635\uff1b\u65b9\u9635\u4e5f\u662f\u53ef\u4ee5\u63a5\u53d7\u7684\uff0c\u53ea\u8981\u5b83\u662f\u5bf9\u79f0\u7684\u3002<\/p>\n\n\n\n<p>\u5728\u60a8\u7684\u8c03\u6574\u6743\u91cd\u77e9\u9635\u4e2d\uff0c\u5728\u5bf9\u89d2\u7ebf\u4e0b\u65b9\u7684\u6bcf\u4e2a\u5355\u5143\u683c\u4e2d\u8f93\u5165 0 \u5230 100 \u7684\u6743\u91cd\u3002\u6743\u91cd\u4e3a 100 \u8868\u793a\u4e0d\u5f97\u66f4\u6539\u76f8\u5e94\u7684\u7cfb\u6570\uff0c\u800c\u6743\u91cd\u4e3a 0 \u8868\u793a\u60a8\u4e0d\u5728\u4e4e@RISK \u66f4\u6539\u4e86\u76f8\u5e94\u7684\u7cfb\u6570\u591a\u5c11\u3002\u5728 0 \u5230 100 \u4e4b\u95f4\uff0c\u6743\u91cd\u8d8a\u5927\uff0c\u539f\u59cb\u7cfb\u6570\u8d8a\u91cd\u8981\u3002\u6362\u8a00\u4e4b\uff0c\u8f83\u5927\u7684\u6743\u91cd\u5bfc\u81f4@RISK \u5bf9\u76f8\u5e94\u76f8\u5173\u7cfb\u6570\u5e94\u7528\u8f83\u5c11\u7684\u8c03\u6574\uff0c\u800c\u8f83\u5c0f\u7684\u6743\u91cd\u8ba9@RISK \u66f4\u591a\u5730\u8c03\u6574\u76f8\u5e94\u7684\u76f8\u5173\u7cfb\u6570\u3002<\/p>\n\n\n\n<p>\u53ef\u4ee5\u5728\u6a21\u62df\u671f\u95f4\u6216\u5728\u6a21\u62df\u524d\u7684\u4e00\u6b21\u6027\u7a0b\u5e8f\u4e2d\u8fdb\u884c\u8c03\u6574\u3002\u4e0b\u9762\u89e3\u91ca\u8fd9\u4e24\u79cd\u53ef\u80fd\u6027\u3002<\/p>\n\n\n\n<p>\u6280\u672f\u7ec6\u8282\uff1a\u60a8\u7684\u76f8\u5173\u77e9\u9635\u4e0d\u662f\u81ea\u6d3d\u7684\uff0c\u8fd9\u610f\u5473\u7740\u5b83\u5177\u6709\u4e00\u4e2a\u6216\u591a\u4e2a\u8d1f\u7279\u5f81\u503c\u3002\u60a8\u5e0c\u671b@RISK \u627e\u5230\u4e00\u4e2a\u5c3d\u53ef\u80fd\u63a5\u8fd1\u539f\u59cb\u4e0d\u4e00\u81f4\u77e9\u9635\u7684\u4e00\u81f4\u77e9\u9635\uff0c\u540c\u65f6\u8003\u8651\u60a8\u7684\u8c03\u6574\u6743\u91cd\u77e9\u9635\u3002\u8fd9\u662f\u4e00\u4e2a\u975e\u7ebf\u6027\u4f18\u5316\u95ee\u9898\u3002\u76ee\u6807\u662f\u6700\u5c0f\u5316\u4e0d\u4e00\u81f4\u77e9\u9635\u548c\u5019\u9009\u4e00\u81f4\u77e9\u9635\u4e4b\u95f4\u7684\u5e73\u65b9\u5dee\u7684\u52a0\u6743\u548c\u3002@RISK \u4f7f\u7528\u6807\u51c6\u7684\u6709\u9650\u5185\u5b58 BFGS \u7b97\u6cd5\u6765\u6267\u884c\u6b64\u4f18\u5316\u3002<\/p>\n\n\n\n<p>\u5982\u4e0a\u6240\u8ff0\uff0c\u6743\u91cd\u5728 0 \u5230 100 \u7684\u8303\u56f4\u5185\u3002\u5728\u8fd9\u4e9b\u7279\u6b8a\u6743\u91cd\u4e4b\u95f4\uff0c\u5176\u4ed6\u6743\u91cd\u4ee5\u6307\u6570\u65b9\u5f0f\u5904\u7406\u3002\u786e\u5207\u7684\u7ec6\u8282\u662f\u4e13\u6709\u7684\uff0c\u4f46 50 \u5bf9 25 \u6216 10 \u5bf9 5 \u610f\u5473\u7740\u201c\u66f4\u91cd\u8981\u201d\uff0c\u800c\u4e0d\u662f\u201c\u4e24\u500d\u91cd\u8981\u201d\u3002<\/p>\n\n\n\n<p><strong>\u5728\u6a21\u62df\u671f\u95f4\u6821\u6b63\u77e9\u9635\uff1a<\/strong><\/p>\n\n\n\n<p>\u60a8\u7684\u8c03\u6574\u6743\u91cd\u77e9\u9635\u7684\u540d\u79f0\u5fc5\u987b\u4e0e\u76f8\u5173\u77e9\u9635\u7684\u8303\u56f4\u540d\u79f0\u5339\u914d\uff0c\u5e76\u5e26\u6709\u540e\u7f00 _Weights\u3002\u4f8b\u5982\uff0c\u5982\u679c\u60a8\u7684\u76f8\u5173\u77e9\u9635\u547d\u540d\u4e3a Matrix1\uff0c\u5219\u5173\u8054\u7684\u8c03\u6574\u6743\u91cd\u77e9\u9635\u5fc5\u987b\u547d\u540d\u4e3a Matrix1_Weights\u3002\u5982\u679c\u76f8\u5173\u77e9\u9635\u4e0d\u4e00\u81f4\uff0c@RISK \u4f1a\u67e5\u627e\u5177\u6709\u6b63\u786e\u540d\u79f0\u7684\u8c03\u6574\u6743\u91cd\u77e9\u9635\uff0c\u5982\u679c\u627e\u5230\uff0c\u5b83\u5c06\u8c03\u6574\u4e0d\u4e00\u81f4\u7684\u77e9\u9635\u800c\u4e0d\u663e\u793a\u4efb\u4f55\u6d88\u606f\u3002\u60a8\u53ef\u4ee5\u901a\u8fc7\u7a81\u51fa\u663e\u793a\u5176\u5355\u5143\u683c\u7136\u540e\u5728 Excel \u7f16\u8f91\u680f\u5de6\u4fa7\u7684\u540d\u79f0\u6846\u4e2d\u952e\u5165\u5176\u540d\u79f0\u6765\u547d\u540d\u77e9\u9635\u3002\u6216\u8005\uff0c\u5355\u51fb\u516c\u5f0f\u00bb\u5b9a\u4e49\u540d\u79f0\u3002\uff08\u5728 Excel 2003 \u53ca\u66f4\u65e9\u7248\u672c\u4e2d\uff0c\u5355\u51fb\u63d2\u5165\u00bb\u540d\u79f0\u00bb\u5b9a\u4e49\u3002\uff09<\/p>\n\n\n\n<p>\u8bf7\u53c2\u9605\u968f\u9644\u7684\u793a\u4f8b KB75_AdjustDuringEverySimulation.xlsx\u3002<\/p>\n\n\n\n<p>\u5f53@RISK \u5728\u6a21\u62df\u671f\u95f4\u8c03\u6574\u65e0\u6548\u77e9\u9635\u65f6\uff0c\u5b83\u4e0d\u4f1a\u5c06\u8c03\u6574\u540e\u7684\u77e9\u9635\u5b58\u50a8\u5728\u60a8\u7684\u5de5\u4f5c\u7c3f\u6216\u4efb\u4f55\u6c38\u4e45\u4f4d\u7f6e\u4e2d\u3002@RISK \u5c06\u8c03\u6574\u540e\u7684\u77e9\u9635\u7f13\u5b58\u5728\u60a8\u7684\u4e34\u65f6\u6587\u4ef6\u5939\u4e2d\uff0c\u540d\u4e3a CORRMAT.MTX \u7684\u6587\u4ef6\u4e2d\u3002\u5982\u679c\u60a8\u6ca1\u6709\u66f4\u6539\u539f\u59cb\u77e9\u9635\uff0c\u5b83\u5c06\u5728\u672a\u6765\u7684\u6a21\u62df\u4e2d\u91cd\u7528\u8be5\u6587\u4ef6\u3002<\/p>\n\n\n\n<p><strong>\u5728\u6a21\u62df\u4e4b\u5916\u6821\u6b63\u77e9\u9635\uff1a<\/strong><\/p>\n\n\n\n<p>\u60a8\u53ef\u4ee5\u9884\u5148\u8fdb\u884c\u8c03\u6574\uff0c\u800c\u4e0d\u662f\u8ba9@RISK \u5728\u6bcf\u6b21\u6a21\u62df\u4e2d\u90fd\u8fdb\u884c\u8c03\u6574\u3002\u5982\u679c\u60a8\u6709\u4e00\u4e2a\u5f88\u5927\u7684\u76f8\u5173\u77e9\u9635\uff0c\u8fd9\u53ef\u80fd\u4f1a\u5f71\u54cd\u60a8\u7684\u6a21\u62df\u901f\u5ea6\u3002\u4f7f\u7528 RiskCorrectCorrmat( ) \u6570\u7ec4\u51fd\u6570\u5c06\u6821\u6b63\u540e\u7684\u77e9\u9635\u653e\u7f6e\u5728\u5de5\u4f5c\u8868\u4e2d\uff0c\u5e76\u4f7f\u6240\u6709\u76f8\u5173\u8f93\u5165\u5f15\u7528\u6821\u6b63\u540e\u7684\u77e9\u9635\uff0c\u800c\u4e0d\u662f\u539f\u59cb\u77e9\u9635\u3002\u4f7f\u7528\u8fd9\u79cd\u65b9\u6cd5\uff0c\u60a8\u53ef\u4ee5\u4e3a\u8c03\u6574\u6743\u91cd\u77e9\u9635\u6307\u5b9a\u4efb\u4f55\u540d\u79f0\u6216\u4e0d\u6307\u5b9a\u540d\u79f0\u3002<\/p>\n\n\n\n<p>\u8bf7\u53c2\u9605\u968f\u9644\u7684\u793a\u4f8b KB75_RiskCorrectCorrmat.xlsx\u3002<\/p>\n\n\n\n<p>\u5f53 RiskCorrectCorrmat( ) \u51fd\u6570\u5bf9\u5927\u77e9\u9635\u6267\u884c\u8c03\u6574\u65f6\uff0c\u53ef\u80fd\u9700\u8981\u76f8\u5f53\u957f\u7684\u65f6\u95f4\u3002\u60a8\u5c06\u5728 Excel \u7684\u72b6\u6001\u884c\u4e0a\u770b\u5230\u6d88\u606f\uff0c\u6307\u7684\u662f\u6b65\u6570\uff08\u5c1d\u8bd5\u7684\u5019\u9009\u6709\u6548\u77e9\u9635\u7684\u6570\u91cf\uff09\u548c\u6b8b\u5dee\uff08\u5dee\u7684\u5e73\u65b9\u548c\uff09\u3002@RISK \u4fdd\u6301\u4f18\u5316\uff0c\u76f4\u5230\u6b8b\u5dee\u505c\u6b62\u5145\u5206\u51cf\u5c11\u3002\u4e0d\u5e78\u7684\u662f\uff0c\u65e0\u6cd5\u77e5\u9053\u9700\u8981\u591a\u5c11\u6b65\u9aa4\uff0c\u56e0\u6b64@RISK \u65e0\u6cd5\u4ee5\u5b8c\u6210\u767e\u5206\u6bd4\u7684\u5f62\u5f0f\u4e3a\u60a8\u63d0\u4f9b\u8fdb\u5ea6\u6307\u793a\u5668\u3002<\/p>\n\n\n\n<p><strong>\u5982\u679c\u6211\u4e0d\u4f7f\u7528\u8c03\u6574\u6743\u91cd\u77e9\u9635\u600e\u4e48\u529e\uff1f<\/strong><strong><\/strong><\/p>\n\n\n\n<p>\u5982\u679c\u60a8\u6b63\u5728\u8fd0\u884c @RISK 4.x \u6216 5.0\uff0c\u6216\u8005\u5982\u679c\u60a8\u6b63\u5728\u8fd0\u884c\u66f4\u9ad8\u7248\u672c\u4f46\u672a\u6307\u5b9a\u8c03\u6574\u6743\u91cd\u77e9\u9635\uff0c@RISK \u5c06\u6309\u7167\u4ee5\u4e0b\u6b65\u9aa4\u4fee\u6539\u65e0\u6548\u7684\u76f8\u5173\u77e9\u9635\uff1a<\/p>\n\n\n\n<p>\u627e\u5230\u6700\u5c0f\u7684\u7279\u5f81\u503c (E&nbsp;<sub>o<\/sub>&nbsp;)<\/p>\n\n\n\n<p>\u8981\u79fb\u52a8\u7279\u5f81\u503c\u4ee5\u4f7f\u6700\u5c0f\u7279\u5f81\u503c\u7b49\u4e8e 0\uff0c\u8bf7\u4ece\u76f8\u5173\u77e9\u9635 (C) \u4e2d\u51cf\u53bb E&nbsp;<sub>o<\/sub>&nbsp;\u548c\u5355\u4f4d\u77e9\u9635 (I) \u7684\u4e58\u79ef\u3002<\/p>\n\n\n\n<p>C&#8217; = C \u2013 E&nbsp;<sub>o<\/sub>&nbsp;I<\/p>\n\n\n\n<p>\u77e9\u9635\u7684\u7279\u5f81\u5411\u91cf\u4e0d\u4f1a\u56e0\u8fd9\u79cd\u79fb\u4f4d\u800c\u6539\u53d8\u3002<\/p>\n\n\n\n<p>\u5c06\u65b0\u77e9\u9635\u9664\u4ee5 1 \u2013 E&nbsp;<sub>o<\/sub>&nbsp;\u4f7f\u5bf9\u89d2\u9879\u7b49\u4e8e 1\u3002<\/p>\n\n\n\n<p>C&#8221; = (1\/(1\u2212E&nbsp;<sub>o<\/sub>&nbsp;)) C&#8217;<\/p>\n\n\n\n<p>@RISK \u901a\u8fc7\u8fd9\u79cd\u65b9\u6cd5\u8ba1\u7b97\u7684\u77e9\u9635\u662f\u534a\u6b63\u5b9a\u77e9\u9635\uff0c\u56e0\u6b64\u662f\u6709\u6548\u7684\uff0c\u4f46\u7edd\u4e0d\u662f\u7279\u6b8a\u7684\u6216\u6700\u4f18\u7684\u3002\u5b83\u662f\u8bb8\u591a\u53ef\u80fd\u7684\u6709\u6548\u77e9\u9635\u4e4b\u4e00\uff0c\u5176\u4e2d\u7684\u4e00\u4e9b\u7cfb\u6570\u53ef\u80fd\u4e0e\u60a8\u7684\u539f\u59cb\u7cfb\u6570\u5b8c\u5168\u4e0d\u540c\u3002<\/p>\n\n\n\n<p>@RISK \u5c06\u65b0\u77e9\u9635\u5b58\u50a8\u5728\u4e34\u65f6\u6587\u4ef6\u5939\u4e2d\u7684\u6587\u4ef6 CORRMAT.MTX \u4e2d\u3002\u60a8\u53ef\u4ee5\u5c06\u5176\u7528\u4f5c\u4fee\u6539\u77e9\u9635\u7684\u6307\u5357\uff0c\u8fd9\u6837@RISK \u5c31\u65e0\u9700\u5728\u6bcf\u6b21\u8fd0\u884c\u6a21\u62df\u65f6\u5bf9\u5176\u8fdb\u884c\u8c03\u6574\u3002\u8bf7\u53c2\u9605<a href=\"https:\/\/cabit.top\/?p=577\" data-type=\"post\" data-id=\"577\" target=\"_blank\" rel=\"noreferrer noopener\">@RISK \u5982\u4f55\u6d4b\u8bd5\u76f8\u5173\u77e9\u9635\u7684\u6709\u6548\u6027<\/a>\u4ee5\u786e\u4fdd\u60a8\u7f16\u8f91\u7684\u77e9\u9635\u662f\u81ea\u6d3d\u7684\u3002<\/p>\n\n\n\n<p><strong>\u9644\u52a0\u5173\u952e\u5b57\uff1a<\/strong>\u00a0\u00a0 CorrectCorrmat \u51fd\u6570<\/p>\n\n\n\n<p><strong>\u4e0b\u8f7d<\/strong><\/p>\n\n\n\n<p><a href=\"https:\/\/kb.palisade.com\/index.php?pg=file&amp;from=2&amp;id=515\" target=\"_blank\" rel=\"noreferrer noopener\">KB75_AdjustDuringEverySimulation.xlsx<\/a><\/p>\n\n\n\n<p><a href=\"https:\/\/kb.palisade.com\/index.php?pg=file&amp;from=2&amp;id=514\" target=\"_blank\" rel=\"noreferrer noopener\">KB75_RiskCorrectCorrmat.xlsx<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u9002\u7528\u4e8e\uff1a&nbsp;&nbsp;&#46;&#46;&#46;<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[8],"tags":[],"class_list":["post-575","post","type-post","status-publish","format-standard","hentry","category-risk"],"_links":{"self":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/575","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=575"}],"version-history":[{"count":2,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/575\/revisions"}],"predecessor-version":[{"id":580,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/575\/revisions\/580"}],"wp:attachment":[{"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=575"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=575"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=575"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}