Example: Function call:   cvar2_err(0.65,matrix_3). Parameter = 0.65 and matrix_3:

 

 

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_3 is in file matrix_3.txt in Matrix of Scenarios format (see, PSG Matrix in General (Text) Format).

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 cvar2_err at point_1 run problem in file problem_cvar2_err_test.txt (see, Calculate Problem):

 

 calculate

Point: point_1

Value:

cvar2_err(0.65,matrix_3)

 

Value of cvar2_err(0.65,matrix_3) at point_1 equals 2.179559959828e+001 .

Pseudo R2 equals -2.722205796762e-002.

 

Files problem_cvar2_err.txt,  matrix_3.txt, and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\cvar2_err_test.