Example: Function call: ksm_max_ni(matrix_mn, matrix_vr, vector_yi, vector_qi, vector_wt).

 

matrix_mn:

 

s1

s2

s3

s4

s5

s6

s7

s8

-1

-31

14

21

5

9

-5

1

 

The matrix_mn is in file matrix_mn.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).

 

 

matrix_vr:

 

s1

s2

s3

s4

s5

s6

s7

s8

1

2

3

4

5

6

7

8

 

The matrix_vr is in file matrix_vr.txt in Matrix of Scenarios format in PSG Matrix format (see, PSG Matrix in General (Text) Format).

 

 

vector_yi (see PSG Vector in General (Text) Format):

 

id

value

1

2

3

4

5

6

-2

0

1

5

7

11

 

vector_qi (see PSG Vector in General (Text) Format):

 

id

value

1

2

3

4

5

6

0.1

0.2

0.15

0.15

0.3

0.1

 

vector_wt (see PSG Vector in General (Text) Format):

 

id

value

1

2

3

4

5

6

1

1

1

1

1

1

 

 

Kolmogorov-Smirnov Distance from a Discrete Distribution to a Mixture of Normal Independent Distributions is calculated at point_mn:

 

component_name

value

s1

s2

s3

s4

s5

s6

s7

s8

0.125

0.125

0.125

0.125

0.125

0.125

0.125

0.125

 

The point point_mn is in file point_mn.txt (see, PSG Point).

 

To calculate ksm_max_ni at point_1 run problem in file problem_ksm_max_ni.txt (see, Calculate Problem):

 

calculate

point: point_mn

value:

ksm_max_ni(matrix_mn, matrix_vr, vector_yi, vector_qi, vector_wt)

 

Value of ksm_max_ni(matrix_mn, matrix_vr, vector_yi, vector_qi, vector_wt) at point_1 equals 2.9832294e-001

Files problem_ksm_max_ni.txt, matrix_mn.txt, matrix_vr.txt, vector_yi.txt, vector_qi.txt, vector_wt.txt and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\ksm_max_ni_test.