Example: Function call: prmulti_nd_dev(-5,matrix_5,matrix_11_s,matrix_13_s). Parameter = -5 and matrix_5:
x1 |
x2 |
x3 |
x4 |
scenario_benchmark |
11 7 |
3 2 |
2 6 |
0 16 |
9 1 |
The matrix_5 is in file matrix_5.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
matrix_11_s:
x1 |
x2 |
x3 |
x4 |
scenario_benchmark |
8.93784 -0.25271 -1.27649 -0.77983 -0.3662 |
-0.25271 9.64713 -1.60709 -0.15443 3.7164 |
-1.27649 -1.60709 4.91926 -2.73949 -0.4274 |
-0.77983 -0.15443 -2.73949 7.44517 -0.39033 |
-0.3662 3.7164 -0.4274 -0.39033 9.26 |
The matrix_11_s is in file matrix_11_s.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
matrix_13_s:
x1 |
x2 |
x3 |
x4 |
scenario_benchmark |
0.48276 0.09137 -0.44111 0.00486 -0.11005 |
0.09137 3.98039 0.54713 0.01024 0.07405 |
-0.44111 0.54713 20.68462 -0.02474 0.77625 |
0.00486 0.01024 -0.02474 0.00087 0.00065 |
-0.11005 0.07405 0.77625 0.00065 0.25031 |
The matrix_13_s is in file matrix_13_s.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).
Probability of Exceedance Deviation for Loss Multiple Normal Dependent is calculated at 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 prmulti_nd_dev at point_1 run problem in file problem_prmulti_nd_dev.txt (see, Calculate Problem):
calculate
point: point_1
value:
prmulti_nd_dev(-5,matrix_5,matrix_11_s,matrix_13_s)
Value of prmulti_nd_dev(-5,matrix_5,matrix_11_s,matrix_13_s) at point_1 equals 0.97818
Files problem_prmulti_nd_dev.txt, matrix_5.txt, matrix_11_s.txt, matrix_13_s.txt and point_1.txt are in zipped file Calculation_of_prmulti_nd_dev_in_Run-File_Environment.zip in folder .\Aorda\PSG\Examples\Functions\prmulti_nd_dev_test.