Simulate multiple scenarios of solar radiation with a solarModel object.
solarScenario_by(
model,
from = "2010-01-01",
to = "2011-01-01",
by = "1 year",
theta = 0,
nsim = 1,
seed = 1,
quiet = FALSE
)Arguments
- model
object with the class
solarModel. See the functionsolarModelfor details.- from
character, start Date for simulations in the format
YYYY-MM-DD.- to
character, end Date for simulations in the format
YYYY-MM-DD.- by
character, steps for multiple scenarios, e.g.
1 day(day-ahead simulations),15 days,1 month,3 months, ecc. For each step are simulatednsimscenarios.- theta
numeric, shift parameter for the mixture.
- nsim
integer, number of simulations.
- seed
scalar integer, starting random seed.
- quiet
logical
Note
Version 1.0.1
Examples
# Solar Model
model <- solarModel$new(spec)
model$fit()
#> No outliers!
scenario <- solarScenario_by(model, "2005-01-10", "2020-01-01", theta = 0, nsim = 4, by = "1 year")
#>
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# Plot
solarScenario_plot(scenario, nsim = 2)
# Solar Option
solarOption_scenario(model, scenario)
#> ------------------------ Solar Option Payoffs (put) ------------------------
#> Yearly payoff: 179.75
#> Monthly payoffs:
#> Jan: 3.90 Feb: 10.5 Mar: 13.9
#> Apr: 21.3 May: 31.4 Jun: 24.9
#> Jul: 14.0 Ago: 13.7 Sep: 14.7
#> Oct: 14.3 Nov: 10.6 Dec: 6.38
solarOption_historical(model)
#> ------------------------ Solar Option Payoffs (put) ------------------------
#> Yearly payoff: 183.73
#> Monthly payoffs:
#> Jan: 7.40 Feb: 11.0 Mar: 15.5
#> Apr: 21.8 May: 30.7 Jun: 22.9
#> Jul: 13.6 Ago: 13.2 Sep: 14.6
#> Oct: 15.0 Nov: 11.4 Dec: 6.63