Calculation in Run-File Environment
Contents
Example: Function call: st_dev(matrix_50).
matrix_50:
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_50.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 st_dev at point_1 run problem in file problem_st_dev.txt (see, Calculate Problem):
calculate
Point: point_1
Value:
st_dev(matrix_50)
Value of st_dev(matrix_50) at point_1 equals 3.5791
Files problem_st_dev.txt, matrix_50.txt, and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\st_dev_test.