This project contains two Jupyter notebooks, which demonstrate how to use the ScenarioSelector algorithm. The scenario selection algorithm selects a maximal subset of scenarios from a scenario set1, so that the selected scenarios have specified means (or sums).
The Python scenarioselector package is published on the Python Package Index, and is hosted on GitHub. The package can be installed with the Package Installer for Python.
pip install scenarioselector
The demo notebooks in this repository can be viewed with the Jupyter NBViewer.
- Demo 1: Selecting Scenarios from a Monte Carlo Simulation;
- Demo 2: Selecting Scenarios of Bivariate Data.
- A scenario set is a set of (possibly weighted) observations of multi-variate data.