private static double GetSCGas(MarginalGas gas, double prtp, bool equityWeights)
{
var parameters = new Parameters();
parameters.ReadDirectory(@"Data\Base");
var m = new MarginalDamage3()
{
EmissionYear = Timestep.FromYear(2010),
Eta = 1.0,
Gas = gas,
Parameters = parameters.GetBestGuess(),
Prtp = prtp,
UseEquityWeights = equityWeights
};
double scc = m.Start();
return(scc);
}
private static Tuple <double, double> GetSCGasMonteCarlo(MarginalGas gas, double prtp, bool equityWeights, int monteCarloRuns)
{
var parameters = new Parameters();
parameters.ReadDirectory(@"Data\Base");
var fm = FundModel.GetModel();
fm.Run(parameters.GetBestGuess());
var rand = new jp.takel.PseudoRandom.MersenneTwister();
var sccs = new System.Collections.Concurrent.ConcurrentBag <double>();
Parallel.ForEach(parameters.GetRandom(rand, monteCarloRuns), pv =>
{
var m = new MarginalDamage3()
{
EmissionYear = Timestep.FromYear(2010),
Eta = 1.0,
Gas = gas,
Parameters = pv,
Prtp = prtp,
UseEquityWeights = equityWeights,
YearsToAggregate = 290
};
double scc = m.Start();
sccs.Add(scc);
});
var stats = new DescriptiveStatistics(sccs);
return(Tuple.Create(stats.Mean, Math.Sqrt(stats.Variance) / Math.Sqrt(stats.Count)));
}
private static Tuple<double, double> GetSCGasMonteCarlo(MarginalGas gas, double prtp, bool equityWeights, int monteCarloRuns)
{
var parameters = new Parameters();
parameters.ReadDirectory(@"Data\Base");
var fm = FundModel.GetModel();
fm.Run(parameters.GetBestGuess());
var rand = new jp.takel.PseudoRandom.MersenneTwister();
var sccs = new System.Collections.Concurrent.ConcurrentBag<double>();
Parallel.ForEach(parameters.GetRandom(rand, monteCarloRuns), pv =>
{
var m = new MarginalDamage3()
{
EmissionYear = Timestep.FromYear(2010),
Eta = 1.0,
Gas = gas,
Parameters = pv,
Prtp = prtp,
UseEquityWeights = equityWeights,
YearsToAggregate = 290
};
double scc = m.Start();
sccs.Add(scc);
});
var stats = new DescriptiveStatistics(sccs);
return Tuple.Create(stats.Mean, Math.Sqrt(stats.Variance) / Math.Sqrt(stats.Count));
}
private static double GetSCGas(MarginalGas gas, double prtp, bool equityWeights)
{
var parameters = new Parameters();
parameters.ReadDirectory(@"Data\Base");
var m = new MarginalDamage3()
{
EmissionYear = Timestep.FromYear(2010),
Eta = 1.0,
Gas = gas,
Parameters = parameters.GetBestGuess(),
Prtp = prtp,
UseEquityWeights = equityWeights
};
double scc = m.Start();
return scc;
}
