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.