Calculation in Run-File Environment
Contents
Example: Function call: ksm_cvar_ni(0.6,matrix_mn,matrix_vr,vector_yi,vector_qi,vector_wt, vector_pi)
matrix_mn:
s1 |
s2 |
s3 |
s4 |
s5 |
s6 |
s7 |
s8 |
-1 |
-31 |
14 |
21 |
5 |
9 |
-5 |
1 |
The matrix_mn is in file matrix_mn.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
matrix_vr:
s1 |
s2 |
s3 |
s4 |
s5 |
s6 |
s7 |
s8 |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
The matrix_vr is in file matrix_vr.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
vector_yi (see PSG Vector in General (Text) Format):
id |
value |
1 2 3 4 5 6 |
-2 0 1 5 7 11 |
vector_qi (see PSG Vector in General (Text) Format):
id |
value |
1 2 3 4 5 6 |
0.1 0.2 0.15 0.15 0.3 0.1 |
vector_wt (see PSG Vector in General (Text) Format):
id |
value |
1 2 3 4 5 6 |
1 1 1 1 1 1 |
vector_pi (see PSG Vector in General (Text) Format):
id |
value |
1 2 3 4 5 6 |
0.2 0.2 0.1 0.1 0.2 0.2 |
Kolmogorov-Smirnov Distance from a Discrete Distribution to a Mixture of Normal Independent Distributions is calculated at point_mn:
component_name |
value |
s1 s2 s3 s4 s5 s6 s7 s8 |
0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125 |
The point point_mn is in file point_mn.txt (see, PSG Point).
To calculate ksm_cvar_ni at point_1 run problem in file problem_ksm_cvar_ni.txt (see, Calculate Problem):
calculate
point: point_mn
value:
ksm_cvar_ni(0.6,matrix_mn,matrix_vr,vector_yi,vector_qi,vector_wt, vector_pi)
Value of ksm_cvar_ni(0.6,matrix_mn,matrix_vr,vector_yi,vector_qi,vector_wt, vector_pi) at point_1 equals 2.8637163e-001
Files problem_ksm_cvar_ni.txt, matrix_mn.txt, matrix_vr.txt, vector_yi.txt, vector_qi.txt, vector_wt.txt, vector_pi.txt and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\ksm_cvar_ni_test.