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voiage

voiage.factory.create_financial_analysis

create_financial_analysis

Section titled “create_financial_analysis”
create_financial_analysis([positional or keyword] nb_array: np.ndarray | ValueArray = None, [positional or keyword] parameter_samples: np.ndarray | ParameterSet | dict[str, np.ndarray] | None = None, [positional or keyword] var_confidence_level: float = 0.95, [positional or keyword] cvar_confidence_level: float = 0.95, [positional or keyword] mc_n_simulations: int = 10000) -> DecisionAnalysis

Create a financial risk VOI analysis.

This factory method creates a DecisionAnalysis object configured for financial risk analysis with VaR and CVaR calculations.

Args: nb_array: Net benefit array parameter_samples: Parameter samples for EVPPI calculation var_confidence_level: Confidence level for VaR calculation cvar_confidence_level: Confidence level for CVaR calculation mc_n_simulations: Number of Monte Carlo simulations

Returns

Section titled “Returns”

DecisionAnalysis: Configured financial analysis object

Parameters:

  • nb_array np.ndarray | ValueArray
  • parameter_samples np.ndarray | ParameterSet | dict[str, np.ndarray] | None (default: None)
  • var_confidence_level float (default: 0.95)
  • cvar_confidence_level float (default: 0.95)
  • mc_n_simulations int (default: 10000)

Returns: DecisionAnalysis