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Professional Random Generator Add-Ins

Mersenne Twister Mt19937  ExcelŽ C Add-In (XLL)
Pierre L'Ecuyer's Last Generator  ExcelŽ C Add-In (XLL)
prng V3.0 Random Library ExcelŽ C Add-In (XLL)
 


Mersenne Twister ExcelŽ C (Xll) Add-In





Download Individual Components:  

Online Run: 
To run the add-in online click "open new" on the xll
link and then "open new" on the xls spreadsheet link. 
You can also download the zip file and select "Open" instead of "Save".


.xlsx Add-In ExcelŽ V12 (Office 2007 )

This Add-In now handles 1 Mio samples ( 1048567) with new .xlsx files.

This Add-In Only works with Office 2007 and above


  Description Name
Download
 
Includes Add-In source code, ExcelŽ Spreadsheet, complete project with online debug setup.
Full Mersenne Twister VC8 XLL Source Code Project
Download Compiled C ExcelŽ Add-In  mt19937v12.xll
Download Add-In Source Code* mt19937xll_v12.cpp
Download ExcelŽ Spreadsheet.
 
This .xlsx does not include the full 1048567 rows as size 10Mb.
Select the upper left corner of the current output range. Increase range with down arrow. Press F2 and then press CTL+Shift+Enter  Simultaneously.
mt19937.xlsx

XLL Add-In Compatible with all versions of ExcelŽ

This Add-In is designed to work with standard .xls files.
ExcelŽ xls files are limited to 65536 Rows and 255 Columns

  Description Name
Download
 
Includes Add-In source code, ExcelŽ Spreadsheet, complete project with online debug setup.
Full Mersenne Twister VC6 XLL Source Code Project
Download Compiled C ExcelŽ Add-In  mt19937.xll
Download Add-In Source Code* mt19937xll.cpp
Download On-Line Documentation mt19937 Help I.E. Browsers Only
Download ExcelŽ Spreadsheet mt19937.xls
Users with high security policies should download the xlcall.lib that is part of the Mersenne Twister project directly from Microsoft here.

 

* The original Xlcall.h and xlcall32.lib are included in the Source code project. 
You can however  download the
FRMWRK32.EXE code available at Microsoft's office development center and link it with this code (for further details see), or you can create a standard Win32 dll and then use the REGISTER function in ExcelŽ to declare the exported function as a native ExcelŽ function.

Links

Mersenne Twister. Takuji Nishimura and Makoto Matsumoto.


Multiple Streams of Random Numbers C (Xll) Add-In

Download Individual Components:  

Online Run: 
To run the add-in online click "open new" on the xll
link and then "open new" on the xls spreadsheet link. 
You can also download the zip file and select "Open" instead of "Save".

  Description Name
Download C ExcelŽ Add-In RandomStreams.xll
Download Add-In Source Code  * RandomStreams.cpp
Download On-Line Documentation RandomStreams Help I.E. Only
Download ExcelŽ Spreadsheet RandomStreams

* To compile this code, you will need to download the FRMWRK32.EXE code available at Microsoft's office development center and link it with this code (for further details see), or you can create a standard Win32 dll and then use the REGISTER function in ExcelŽ to declare the exported function as an ExcelŽ function. 

You can also use the MT19937 project
above as a Template. If this is the case you will need to change the file and function definition.


Links 

L'ecuyer Home page and source code 



 

PRNG C (Xll) Add-In

 

Not impressed with ExcelŽ's native Random Library ?

Increase  your analytical library with the Random Add-Ins. The library encapsulates the prng library & L'Ecuyer/NRC routines.


The prng library was initially designed by Otmar Lendt's (v1.0) and is maitained by pLab. The library has been extended to include more recent generators, such as Mersen twister (mt19937). Note: the mt19937 generator is NOT the same implementation as above since only one seed can be defined.
For benchmarking purposes, the Add-In library also includes an extension of L'Ecuyer's algorithm as described in Numerical Recipes in C (Press & Al) !

Download ExcelŽ Random Add-In Library :  

 

Download Individual Components:  

Online Run: 
To run the add-in online click "open new" on the xll
link and then "open new" on the xls spreadsheet link. 
You can also download the zip file and select "Open" instead of "Save".

  Description Name
Download C/C++ Add-In Rand.xll
Download On-Line Documentation Random Help I.E. Browsers Only
Download ExcelŽ Spreadsheet Rand.xls



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Financial Instruments carry many risks... & rewards for those who master them!