Calculation in Run-File Environment
Contents
Example: Function call: ltranche(matrix_tranche,matrix_tparam).
matrix_tranche:
x1 |
x2 |
x3 |
x4 |
2 1 1 2 |
4 -5 8 3 |
-8 -4 1 4 |
3 -6 0 -10 |
vector_tparam:
value |
-5 5 |
The matrix_tranche is in file matrix_tranche.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
The vector_tparam is in file vector_tparam.txt in PSG Vector format (see, PSG Vector in General (Text) Format).
Ltranche 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 logistic at point_1 run problem in file problem_ltranche_test.txt (see, Calculate Problem):
calculate
Point: point_1
Value:
ltranche(matrix_tranche,vector_tparam)
Value of ltranche(matrix_tranche,vector_tparam) at point_1 is vector:
value |
-1 5 -5 1 |
You may compare this vector of scenarios with the vector calculated on the same matrix using Loss function:
calculate
Point: point_1
Value:
L(matrix_tranche)
Value of L(matrix_tranche) at point_1 is vector:
value |
-1 14 -10 1 |
Values greater than 5 and less than -5 are replaced with 5 and -5 correspondingly.
Files problem_ltranche_test.txt, matrix_tranche.txt, vector_tparam.txt, and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\ltranche_test.