Example: Function call: cvar_comp_neg(0.3,matrix_6).Parameter = 0.3 and matrix_6:
x1 |
x2 |
x3 |
x4 |
1 |
4 |
8 |
3 |
The matrix_6 is in file matrix_6.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
CVaR Component Negative 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 cvar_comp_neg at point_1 run problem in file problem_cvar_comp_neg.txt (see, Calculate Problem):
calculate
Point: point_1
Value:
cvar_comp_neg(0.3, matrix_6)
Value of cvar_comp_neg(0.3, matrix_6) at point_1 equals -2.5714
Files problem_cvar_comp_neg.txt, matrix_6.txt, and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\cvar_comp_neg_test.