def view_portfolio_loss(token, dstore):
    """
    The mean and stddev loss for the full portfolio for each loss type,
    extracted from the event loss table, averaged over the realizations
    """
    data = portfolio_loss(dstore)  # shape (R, L)
    loss_types = list(dstore['oqparam'].loss_dt().names)
    header = ['portfolio_loss'] + loss_types
    mean = ['mean'] + [row.mean() for row in data.T]
    stddev = ['stddev'] + [row.std(ddof=1) for row in data.T]
    return rst_table([mean, stddev], header)
def view_portfolio_loss ( token , dstore ) : data = portfolio_loss ( dstore ) loss_types = list ( dstore [ 'oqparam' ] . loss_dt ( ) . names ) header = [ 'portfolio_loss' ] + loss_types mean = [ 'mean' ] + [ row . mean ( ) for row in data . T ] stddev = [ 'stddev' ] + [ row . std ( ddof = 1 ) for row in data . T ] return rst_table ( [ mean , stddev ] , header )
The mean and stddev loss for the full portfolio for each loss type,
    extracted from the event loss table, averaged over the realizations