Construct Reduced Trees with Predefined Nodal Structures

Uses the neural gas algorithm to construct a scenario tree for use in multi-stage stochastic programming. The primary input is a set of initial scenarios or realizations of a disturbance. The scenario tree nodal structure must be predefined using a scenario tree nodal partition matrix.


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install.packages("scenario")

1.0 by Sean Turner, 3 years ago


https://github.com/swd-turner/scenario


Browse source code at https://github.com/cran/scenario


Authors: Sean Turner [aut, cre] , Stefano Galelli [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports graphics

Suggests knitr


See at CRAN