Calculation in Run-File Environment
Contents
Example: Function call: cdar_dev(0.65, matrix_1). Parameter = 0.65 and matrix_1:
x1 |
x2 |
x3 |
x4 |
scenario_benchmark |
1 7 -2 0 |
4 -5 8 -3 |
8 4 -1 -4 |
3 -6 0 9 |
-2 11 6 10 |
The matrix_1 is in file matrix_1.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 cdar_dev at point_1 run problem in file problem_cdar_dev.txt (see, Calculate Problem):
calculate
Point: point_1
Value:
cdar_dev(0.65, matrix_1)
Value of cdar_dev(0.65, matrix_1) at point_1 equals 17.7143
Files problem_cdar_dev.txt, matrix_1.txt, and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\cdar_dev_test.