SimulationCorrelationMatrix
RiskAMP Simulation Analysis Functions
Using this function in Excel:
=SimulationCorrelationMatrix(Range, Full Matrix)
Function arguments:
| Range | Range of cells to use as a source |
| Full Matrix | Set to TRUE to return the full matrix. Set to FALSE (the default) to return the lower-triangular only. |
Returns the cross-correlation among a range of cells.
This is an array function. You can enter it in a range of cells using Ctrl + Shift + Enter, or you can enter it into a single cell and use Excel’s spill function.