Purpose
To aggregate a set of scenarios from a scenario tree.
Synopsis
spaggregate(scens: array(range) of integer)
spaggregate(scens: range)
spaggregate(scens: set of integer)
Argument
scens
|
scenarios to be aggregated
|
Further information
1. This procedure should be called after generating scenario tree.
2. All or a subset of scenarios emerging from a common ancestral node may be aggregated.
3. The scenario tree structure gets updated after calling this procedure, implying the number of scenarios gets reduced, nodes
are renumbered, and probabilities are added together.
Related topics
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