merge.SWIMw: Merging Two Stressed Models

In SWIM: Scenario Weights for Importance Measurement

Description

This function is a method for an object of class SWIMw.

Usage

## S3 method for class 'SWIMw'
merge(x, y, ...)

Arguments

x, y	Objects of class SWIMw.
...	Additional arguments will be ignored.

Details

Merges two objects of class SWIMw, that are based on the same data.

Value

A SWIMw object containing:

• x, a data.frame containing the data;

• h, bandwidths;

• u, vector containing the gridspace on [0, 1]

• lam, vector containing the lambda's of the optimized model

• str_fY, function defining the densities of the stressed component;

• str_FY, function defining the distribution of the stressed component;

• str_FY_inv, function defining the quantiles of the stressed component;

• gamma, function defining the risk measure;

• new_weights, a list of functions, that applied to the kth column of x, generates the vectors of scenario weights. Each component corresponds to a different stress;

• type, specifies the stress type

• specs, a list, each component corresponds to a different stress and contains a list with the specifications of what has been stressed.

See SWIM for details.

Author(s)

Zhuomin Mao

SWIM documentation built on Jan. 9, 2022, 5:06 p.m.