ens: Effective Number of Scenarios
In ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction
ens R Documentation
Effective Number of Scenarios
Description
Shows how many scenarios are effectively been considered when using flexible
probabilities.
Usage
ens(p)
Arguments
p
An object of the ffp class.
Value
A single double.
Examples
set.seed(123)
p <- exp_decay(stats::rnorm(100), 0.01)
# ens is smaller than 100
ens(p)
ffp documentation built on Sept. 29, 2022, 5:10 p.m.
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| ens | R Documentation |
Effective Number of Scenarios
Description
Shows how many scenarios are effectively been considered when using flexible probabilities.
Usage
ens(p)
Arguments
p |
An object of the |
Value
A single double.
Examples
set.seed(123) p <- exp_decay(stats::rnorm(100), 0.01) # ens is smaller than 100 ens(p)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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