Calculation in Run-File Environment
Contents
Example: Function call: сvar_comp_abs(0.55,matrix_611). Parameter = 0.55 and matrix_611:
x1 |
x2 |
x4 |
2 |
-1 |
1 |
The matrix_611 is in file matrix_611.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
CVaR Component Absolute is calculated at point_1 (see, PSG Point):
component_name |
value |
x1 x2 x4 |
1 1 1 |
The point point_1 is in file point_1.txt (see, PSG Point).
To calculate cvar_comp_abs_1 at point_1 run problem in file problem_cvar_comp_abs_test.txt (see, Calculate Problem):
calculate
Point: point_1
Value:
cvar_comp_abs_1(0.55, matrix_611)
Value of cvar_comp_abs_1(0.55, matrix_611) at point_1 equals 1.7407
Files problem_cvar_comp_abs_1.txt, matrix_611.txt and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\cvar_comp_abs_test.