library("PSGExpress") #library("PSG")

#load("<ypur path>/problem_CVaR2_dev_riskprog.RData")

input.model <- list()
input.model$risk <- "cvar2_dev"
input.model$w <- 0.75
input.model$H <- H
input.model$c <- cdata

results <- rpsg_riskprog(input.model)



scenario_benchmark<-cdata
matrix_scenarios1 <- cbind(H,scenario_benchmark)

val1<- rpsg_getfunctionvalue("cvar_risk(0.75,matrix_scenarios1)",results$optimal.point)

point_a<-c(val1,results$optimal.point)
names(point_a)[1]<-"intercept"

intercept <- rep(1,length(cdata))
matrix_scenarios2 <- cbind(intercept,matrix_scenarios1)
val2<- rpsg_getfunctionvalue("cvar2_err(0.75,matrix_scenarios2)",point_a)
names(val2)<-"cvar2_err(0.75,matrix_scenarios2)"

print(results$function.value)
print(val2)