Effective Number of Scenarios — ens • ffp

Shows how many scenarios are effectively been considered when using flexible probabilities.

Usage

ens(p)

Arguments

p: An object of the ffp class.

Value

A single double.

Examples

set.seed(123)
p <- exp_decay(stats::rnorm(100), 0.01)

# ens is smaller than 100
ens(p)
#> [1] 96.01674