PRand

This Excel Add-In implements the "every-day" generator Ranq1 from Numerical Recipes 3rd. ed., combining a 64-bit XORshift generator with a linear congruential generator.

Available functions

  Distribution Seed
  Uniform[0,1] Normal[0,1]  
Volatile URand() NRand() SetSeed()
Non-volatile URandNonV() NRandNonV() SetSeedNV()

 

NormMInv() implements the inverse of the cumulative normal distribution using the Moro approximation.

To install in Excel, select File>Options>Add-Ins and then select the Go button at the bottom of the page (Manage Excel Addins). Select Browse to determine the default directory for Add-Ins in version of Excel and operating system. Copy the file PRand.xll to this directory and then select to install.

Alternatively, NRand() can be emulated by