diff --git a/PRASCore.jl/Project.toml b/PRASCore.jl/Project.toml index 0bcf4300..ebbd6d4a 100644 --- a/PRASCore.jl/Project.toml +++ b/PRASCore.jl/Project.toml @@ -4,9 +4,10 @@ authors = [ "Surya Chandan Dhulipala ", "Srihari Sundar ", "Julian Florez ", - "Gord Stephen " + "Gord Stephen ", + "Abdelrahman Ayad = quantile(region_estimate, alpha)]; + region_tail_losses = region_estimate[region_estimate .> quantile(region_estimate, alpha)]; @test val(region_cvar) ≈ mean(region_tail_losses) @test stderror(region_cvar) ≈ std(region_tail_losses) / sqrt(length(region_tail_losses)) @@ -154,7 +154,7 @@ end ue_cvar = CVAR(:energy, result, alpha) estimate = result[]; - tail_losses = estimate[estimate .>= quantile(estimate, alpha)]; + tail_losses = estimate[estimate .> quantile(estimate, alpha)]; @test val(ue_cvar) ≈ mean(tail_losses) @test stderror(ue_cvar) ≈ std(tail_losses) / sqrt(length(tail_losses)) @@ -183,7 +183,7 @@ end region_ue_cvar = CVAR(:energy, result, alpha, r) region_estimate = result[r]; - region_tail_losses = region_estimate[region_estimate .>= quantile(region_estimate, alpha)]; + region_tail_losses = region_estimate[region_estimate .> quantile(region_estimate, alpha)]; @test val(region_ue_cvar) ≈ mean(region_tail_losses) @test stderror(region_ue_cvar) ≈ std(region_tail_losses) / sqrt(length(region_tail_losses)) @@ -240,7 +240,7 @@ end regionperiod_cvar = CVAR(:energy, result, alpha, r, t) regionperiod_estimate = result[r, t]; - regionperiod_tail_losses = regionperiod_estimate[regionperiod_estimate .>= quantile(regionperiod_estimate, alpha)]; + regionperiod_tail_losses = regionperiod_estimate[regionperiod_estimate .> quantile(regionperiod_estimate, alpha)]; @test val(regionperiod_cvar) ≈ mean(regionperiod_tail_losses) @test stderror(regionperiod_cvar) ≈ std(regionperiod_tail_losses) / sqrt(length(regionperiod_tail_losses))