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Excel Math functions NORMSDIST and NORMSINV with R/ Python?

goutdelete
8 - Asteroid

Hi All,

 

I've come across similar questions but since I'm still rather new to Alteryx and totally new to R, I'm not 100% following the solution provided in other question threads..

 

I have provided a sample file here as attached.  Essentially the "excel formula" function I'm looking for is 

= NORM.S.DIST((NORM.S.INV( PD )-SQRT( CORR )* Z Factor)/SQRT(1- CORR),TRUE) , to apply in all the scenarios for each asset class.

Each asset class has its own initial "Moody's PD".  And each period for each scenario there is a Z value (already computed sucessfully in Alteryx).

 

In the sample file; purple section is what I need to calculate in Alteryx.  For sample purpose I put the PD value for each asset class directly in the tab; but I think ideally I also need to call one excel file with two columns, and store the PD value for each asset class as variable 1, variable 2... in order to calculate.

 

Then I will need to calculate all assets for scenario 1, then move on to sceario 2.. and so on..

 

Right now I have one workflow that I calculated all the Z values for each period and each scenarios; then I have that Moody's PD rating file (basically asset classes and their PD value).  I try to mimic what's provided in other solution but didn't seem to work..

 

Any chance someone may help me please?  (p.s is R the only way to solve this?)

Thanks in advance!

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