Example: Function call: kb_err(0.65,matrix_1). Parameter = 0.65

 

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).

 

To minimize kb_err run problem in file problem_kb_err.txt:

 

minimize

 kb_err(0.65, matrix_1)

 

Value of kb_err(0.65, matrix_3) equals 4.445

Pseudo R2 equals 1,

Contributions are stored in file point_contributions_kb_err.txt

 

Files problem_kb_err.txt, matrix_1.txt and point_contributions_kb_err.txt are in folder .\Aorda\PSG\Examples\Functions\kb_err_test.