Palisade Knowledge Base Knowledge Books

HomeTechniques and TipsAdvanced Analyses in @RISKStressing Each Input in Its Own Simulation

# 8.2. Stressing Each Input in Its Own Simulation

Applies to: @RISK 6.x/7.x, Professional and Industrial Editions

I need to run a Stress Analysis in @Risk. In the Option dialog, I have a choice of "Stress Each Input in Its Own Simulation" or "Stress All Inputs in a Single Simulation".  If I choose the first option, what are the other inputs doing while @RISK is running those separate simulations? Do the other inputs run the full range of their distributions, or are they fixed to single numbers?

Either way, you get one simulation called the baseline, where all variables vary according to their distributions.

• With "Stress Each Input in Its Own Simulation", you also get one simulation per designated stress input, where one input is stressed while the others vary according to their distributions.

• With "Stress All Inputs in a Single Simulation", you get a total of two simulations, the baseline plus a second simulation where all inputs are stressed simultaneously. The two results are then compared.

Take a look at the attached example. A stress analysis is run with two stress ranges: Revenue (cell C3) is restricted to the lower 5% of its distribution, and Cost (C4) is restricted to the upper 5% of its distribution.

• With "Stress Each Input in Its Own Simulation", you get three simulations:

1. Baseline — Revenue varies through its full range, and so does Cost (not shown).
2. C3 0% to 5% — Revenue varies only through the lower 5% of its distribution, while Cost (not shown) varies through its full distribution.
3. C4 95% to 100% — Cost (not shown) is restricted to the upper 5% of its distribution, while Revenue again varies through its full range.
• With "Stress All Inputs in a Single Simulation", you get two simulations:

1. Baseline — Both inputs vary through their full range. (Only Revenue is shown.)
2. Stress Analysis — In this single simulation all inputs are restricted to their stress ranges. (Again, only Revenue is shown.)

By the way, to prepare these graphs after running the Stress Analysis, we clicked on Revenue (cell C3) and then the Browse Results icon. Then we clicked the # icon in the row at the bottom to select each simulation in turn. Right-clicking on the graph and selecting Copy, we then pasted each graph into the worksheet.

Last edited: 2015-07-14