tbpsg_loss_values
Contents
tbpsg_loss_values function calculates scenarios of losses (gains) (see Scenario Functions) corresponding to a PSG Matrix and decision vector packed in PSG Point.
Syntax
[xout] = tbpsg_loss_values(matrix_name, point_name, toolboxstruc_arr, stroptions)
Description
[xout] = tbpsg_loss_values(matrix_name, point_name, toolboxstruc_arr, stroptions) returns vector with scenarios of losses, or gains corresponding to the PSG Matrix with name matrix_name and decision vector (PSG Point) with name point_name. All data should be stored in structure toolboxstruc_arr.
Type of results obtained with the tbpsg_loss_values (losses, or gains) is specified by the run option structure stroptions.
Input Arguments
matrix_name |
name of PSG Matrix (see PSG Matrix in MATLAB); |
point_name |
name of PSG Point (see PSG Point in MATLAB); |
toolboxstruc_arr |
array of PSG data structures (see PSG Data Objects in MATLAB). |
stroptions.Type |
string specifying type of losses to be calculated: 'loss' =scenarios of losses (by default), 'gain' = scenarios of gains. |
Output Arguments
xout |
vector of losses of type specified in the option Type. |
Remarks
| • | toolboxstruc_arr should contain PSG Matrix named matrix_name and PSG Point named point_name. |
Example
Input data:
H1 = [1 4 8 3;7 -5 4 -6;-2 8 -1 0;0 -3 -4 9];
c1 = [-2;11;6;10];
p1 = [0.2;0.2;0.3;0.3];
a = [1;1;1;1];
To pack matrix and point to array of structures "toolboxstruc_arr":
toolboxstruc_arr(1) = tbpsg_matrix_pack('matrix_1', H1, [], c1, p1);
toolboxstruc_arr(2) = tbpsg_point_pack('point_1', a, []);
Calculate scenarios of losses at point 'point_1':
val = tbpsg_loss_values('matrix_1','point_1',toolboxstruc_arr);
Output:
val =
-18 11 1 8
See also
tbpsg_function_value, tbpsg_function_sensitivity, tbpsg_function_increment