Examples Using NAG and Excel

All the example spreadsheets below use 32-bit NAG Libraries and can be used with 32-bit version of Microsoft Excel only. 64-bit versions of some examples can be made available upon request. Please contact us via support@nag.co.uk for more information.

Basic examples:
 

Advanced examples:
 

  • How to use the scaled Wiener increments produced using a Brownian bridge generator to compute numerical solutions to stochastic differential equations (SDEs) driven by (free or non-free) Wiener processes
  • How to compute the Nearest Correlation Matrix (NCM), in the Frobenius norm, or weighted Frobenius norm, and optionally with bounds on the eigenvalues, or with k-factor structure, and how to find eigenvalues for both symmetric and asymmetric matrices NEW AT MARK 23
  • How to compute the Nearest Correlation Matrix (NCM), in the Frobenius norm, or weighted Frobenius norm, or element-wise weightings and optionally with bounds on the eigenvalues, or with k-factor structure, and how to find eigenvalues for both symmetric and asymmetric matrices. NEW AT MARK 24
  • How to find the global optimum of a multivariate function using multi-level coordinate search algorithm
  • How to solve a nonlinear least-squares problem using the sequential quadratic programming (SQP) method
  • How to find a minimum of a function, subject to fixed upper and lower bounds (no derivatives required) using the BOBYQA algorithm
  • How to obtain Kaplan-Meier estimates for censored data
  • How to perform GARCH time series identification, estimation and forecasting
  • How to perform ARIMA time series identification, estimation and forecasting
  • How to implement Local Volatility model using Dupire formula and a collection of NAG interpolation routines and a PDE solver NEW EXAMPLE

NAG Statistical Add-Ins for Excel

The NAG Statistical Add-Ins contain a considerable number of statistical routines grouped together in one spreadsheet. These include functions for:

  • Simple statistics
  • Regression analysis
  • Time series modelling
  • GLMs
  • PCA
  • Factor, Cluster, and Discriminant Analyses
  • Non parametric tests
  • And others…

All functions can be called via Excel's function wizard and the spreadsheet is supplied with a NAG menu with utilities for expanding the results and extracting formatted data.

The spreadsheet works with the 32-bit NAG Fortran Library FLDLL244ML with Excel 2003, 2007, and 2010 (32-bit).

The zip file contains the Excel spreadsheet, a README file and Windows help file.

Please note, that in order to be able to read the help file on Windows Vista and later versions of Windows you need to download a Windows Help component from http://support.microsoft.com/kb/917607 free of charge. To avoid any potential problems with the Microsoft Validation Program, you might consider using Internet Explorer to perform this download.

If you wish to use the Add-Ins in 64-bit Excel 2010 please contact support@nag.co.uk.

NAG Survival Analysis for Excel

The NAG Survival Analysis spreadsheet contains functions to:

  • Compute Kaplan-Meier estimates of survival probabilities (with plots)
  • Compute rank statistics for comparing survival curves
  • Fit Cox's proportional hazard model

All functions can be called via Excel's function wizard and the spreadsheet is supplied with a NAG menu with utilities for expanding the results and extracting formatted data.

The spreadsheet works with the 32-bit NAG Fortran Library FLDLL244ML with Excel 2003, 2007, and 2010 (32-bit).

The zip file contains the Excel spreadsheet and a README file.

If you wish to use the Add-Ins in 64-bit Excel 2010 please contact support@nag.co.uk.

  • Using the NAG Library for .NET in Excel NEW EXAMPLE

    This archive contains a demo which uses methods from the NAG Library for .NET in an Excel spreadsheet to fit a bicubic spline surface to a set of points in 3D space. More information about the demo can be found in this README (a copy of which is also contained in the archive).

 


If you wish to use any of these examples you need to have the appropriate NAG Library installed. All examples use 32-bit NAG Libraries. 64-bit versions are available upon request. If you wish to use NAG Excel examples in 64-bit Excel 2010 please contact sales@nag.co.uk. The table below shows NAG Product codes depending on which version of Excel and which type of NAG Library you use.


 
NAG Fortran Library for Windows
NAG C Library for Windows
32-bit Excel
FLDLL244ML
CLW3224DAL

To access a trial of these libraries please go to our download page. To run the demonstrations effectively you must have macros enabled in Excel. We suggest you save the file (using right click 'Save As') and then open from the saved location. Before you run a demonstration please refer to the Help and Information buttons within the Excel workbook, where available.The examples are supplied with the appropriate VB headers. If you would like to call other routines from the NAG Library, please download the headers via the hyperlinks listed at the bottom of this page (where applicable, otherwise please contact support).

Additional examples of calling NAG routines from Excel are available for most of the above libraries. For the C Library, these examples are available for download for CLW3224DAL. For FLDLL244ML, once the library has been downloaded and installed, the examples can be found in the Samples/Excel_Examples subdirectory of the library installation directory.

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