Calculation in Run-File Environment
Contents
Example: Function call: var_risk(0.65,matrix_1). Parameter = 0.65 and matrix_1:
x1 |
x2 |
x3 |
x4 |
scenario_benchmark |
scenario_probability |
1 7 2 0 |
4 5 8 3 |
8 4 1 4 |
3 6 0 9 |
2 11 6 10 |
0.2 0.2 0.3 0.3 |
The matrix_1 is in file matrix_1.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
CVaR Risk 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 var_risk at point_1 run problem in file problem_var_risk.txt (see, Calculate Problem):
calculate
Point: point_1
Value:
var_risk(0.65, matrix_1)
Value of var_risk(0.65, matrix_1) at point_1 equals -6.8333.
Files problem_var_risk.txt, matrix_1.txt, and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\var_risk_test.