Calculation in Run-File Environment
Contents
Example: Function call: drawdown_dev_max_g(matrix_4).
matrix_4:
x1 |
x2 |
x4 |
scenario_benchmark |
2 -3 0 -2 |
-1 6 11 5 |
1 -7 -3 9 |
15 -1 40 7 |
The matrix_4 is in file matrix_4.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 drawdown_dev_max_g at point_1 run problem in file problem_drawdown_dev_max_g.txt (see, Calculate Problem):
calculate
point: point_14
value:
drawdown_dev_max_g(matrix_4)
Value of drawdown_dev_max_g(matrix_4) at point_1 equals 5
Files problem_drawdown_dev_max_g.txt, matrix_4.txt and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\drawdown_dev_max_g_test.