Calculation in Run-File Environment
Contents
Example: Function call: cvar2_err(0.65,matrix_3). Parameter = 0.65
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 Matrix of Scenarios format (see, PSG Matrix in General (Text) Format).
To minimize cvar2_err run problem in file problem_cvar2_err_test.txt:
minimize
cvar2_err(0.65,matrix_1)
Value of cvar2_err(0.65,matrix_1) equals 1.680454216279e-013 .
Pseudo R2 equals 1,
Contributions are stored in file point_contributions_cvar2_err.txt
Files problem_cvar2_err.txt, matrix_1.txt, and point_contributions_cvar2_err.txt are in folder .\Aorda\PSG\Examples\Functions\cvar2_err_test.