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.