Example: Function call: st_err(matrix_1).

 

matrix_1:

 

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_1.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).

 

To minimize st_err run problem in file problem_st_err.txt :

 

minimize

 st_err(matrix_1)

 

Value of st_err(matrix_1) equals 8.507545760547e-008

Pseudo R2 equals 9.999999743953e-001,

Contributions are stored in file point_contributions_st_err.txt

 

Files problem_st_err.txt, matrix_1.txt, and point_contributions_st_err.txt are in folder .\Aorda\PSG\Examples\Functions\st_err_test.