I am stuck on the following (presumably simple problem):
I have a dimension with confidence interval levels (0-100) and created a parameter with a range so I can change this confidence interval.
I have split the data with the formula in the screenshot below with "one" being the blue area (for all values larger than the CI specified by the parameter) in the graph and "two" being the orange area (for all values smaller than the CI specified by the parameter).
What I would like to do next is calculate the (weighted) average VaR figure for the blue area. VaR is an additional measure so what I would like to do is take all the VaR values for when the confidence interval dimension value is larger than the parameter CI. So basically calculating the average VaR for subset "One".
EDIT: Main reason for this is that I would like to be able to create a third 'set' for the value that is closest to this average VaR so I can highlight this observation in the graph.
Anyone around that can help me out? Would be much appreciated!