Calculation in Run-File Environment
Contents
Example: Function call: wcvar_ni(0.8, matrix_mn, matrix_vr). Parameter = 0.85 and 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).
CVaR for Mixture of Normal Distributions as Function of Mixture Weights 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 wcvar_ni at point_mn run problem in file problem_wcvar_ni.txt (see, Calculate Problem):
calculate
Point: point_mn
Value:
wcvar_ni(0.8, matrix_mn, matrix_vr)
Value of wcvar_ni(0.8, matrix_mn, matrix_vr) at point_mn equals 18.8107
Files problem_wcvar_ni.txt, matrix_mn.txt, matrix_vr.txt and point_mn.txt are in folder .\Aorda\PSG\Examples\Functions\wcvar_ni_test.