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5 changes: 3 additions & 2 deletions PRASCore.jl/Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -4,9 +4,10 @@ authors = [
"Surya Chandan Dhulipala <SuryaChandan.Dhulipala@nlr.gov>",
"Srihari Sundar <Hari.Sundar@nlr.gov>",
"Julian Florez <Julian.Florez@nlr.gov>",
"Gord Stephen <g.stephen@imperial.ac.uk>"
"Gord Stephen <g.stephen@imperial.ac.uk>",
"Abdelrahman Ayad <abdelrahman.ayad@nlr.gov"
]
version = "0.8.1"
version = "0.8.2"

[deps]
Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
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8 changes: 4 additions & 4 deletions PRASCore.jl/test/Results/shortfall.jl
Original file line number Diff line number Diff line change
Expand Up @@ -60,7 +60,7 @@

region_cvar = CVAR(:energy, result, alpha, r)
region_estimate = result.shortfall_region_samples[r_idx, :];
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_cvar) ≈ mean(region_tail_losses)
@test stderror(region_cvar) ≈ std(region_tail_losses) / sqrt(length(region_tail_losses))

Expand Down Expand Up @@ -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))

Expand Down Expand Up @@ -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))

Expand Down Expand Up @@ -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))

Expand Down
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