Example: Function call: meansquare_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 meansquare_err run problem in file problem_meansquare_err.txt:

 

minimize

 meansquare_err(matrix_1)

 

Value of meansquare_err(matrix_1)equals 2.061349621639e-008

Pseudo R2 equals 1,

Contributions are stored in file point_contributions_meansquare_err.txt

 

Files problem_meansquare_err.txt, matrix_1.txt, and point_contributions_meansquare_err.txt are in folder .\Aorda\PSG\Examples\Functions\ meansquare_err_test.