diff --git a/PRAS.jl/Project.toml b/PRAS.jl/Project.toml index f600fbed..da7e1260 100644 --- a/PRAS.jl/Project.toml +++ b/PRAS.jl/Project.toml @@ -3,7 +3,9 @@ uuid = "05348d26-1c52-11e9-35e3-9d51842d34b9" authors = [ "Surya Chandan Dhulipala ", "Srihari Sundar ", - "Julian Florez ", + "Akrivi Liakopoulou ", + "Abdelrahman Ayad ", "Gord Stephen " ] version = "0.9.0" diff --git a/PRASCore.jl/Project.toml b/PRASCore.jl/Project.toml index 0929fa93..7ba1801b 100644 --- a/PRASCore.jl/Project.toml +++ b/PRASCore.jl/Project.toml @@ -4,7 +4,8 @@ authors = [ "Surya Chandan Dhulipala ", "Srihari Sundar ", "Akrivi Liakopoulou ", - "Julian Florez ", + "Abdelrahman Ayad ", "Gord Stephen " ] version = "0.9.0" diff --git a/PRASCore.jl/test/Results/shortfall.jl b/PRASCore.jl/test/Results/shortfall.jl index 503d6b72..f7bf4769 100644 --- a/PRASCore.jl/test/Results/shortfall.jl +++ b/PRASCore.jl/test/Results/shortfall.jl @@ -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)) @@ -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)) diff --git a/PRASFiles.jl/Project.toml b/PRASFiles.jl/Project.toml index 911a15fd..4228a262 100644 --- a/PRASFiles.jl/Project.toml +++ b/PRASFiles.jl/Project.toml @@ -4,7 +4,7 @@ authors = [ "Surya Chandan Dhulipala ", "Srihari Sundar ", "Akrivi Liakopoulou ", - "Julian Florez ", "Gord Stephen " ] version = "0.9.0"