Calculation in Run-File Environment
Contents
Example: Function call: cvar_risk_ni(0.85,matrix_7,matrix_8).Parameter = 0.85 and
matrix_7:
x1 |
x2 |
x3 |
x4 |
scenario_benchmark |
1 |
4 |
8 |
3 |
-2 |
The matrix_7 is in file matrix_7.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
matrix_8:
x1 |
x2 |
x3 |
x4 |
scenario_benchmark |
11 |
3 |
2 |
0 |
9 |
The matrix_8 is in file matrix_8.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
CVaR Risk for Loss Normal Independent is calculated at point_1:
component_name |
value |
x1 x2 x3 x4 |
1 1 1 1 |
The point point_1 is in file point_1.txt (see PSG Point).
To calculate cvar_risk_ni at point_1 run problem in file problem_cvar_risk_ni_test.txt (see, Calculate Problem):
calculate
Point: point_1
Value:
cvar_risk_ni(0.85,matrix_7,matrix_8)
Value of cvar_risk_ni(0.85,matrix_7,matrix_8) at point_1 equals -10.228
Files problem_cvar_risk_ni.txt, matrix_7.txt, matrix_8.txt and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\ cvar_risk_ni_test.