Fx_class: Title

In dangulod/ECTools: Economic Capital Tools

Description

Title

Usage

Fx_class(hist = hist, CD = CD, map = map, sensitivities = sensitivities,
  lim = 1, FX = "FX", maxiter = 10000, parallel = F, minFG = 0,
  seed = 1, ...)

Arguments

hist	Matrix with historical correlation
CD	Matrix with credit drivers correlation
map	Dataframe with the correspondence
sensitivities	DataFrame. with sensitivities
lim	Numeric, limit of the sum squared of the factors, by default 1
FX	Character, name of the label of the FX
parallel	Logical, argument specifying if parallel computing should be used (TRUE) or not (FALSE, default) for evaluating the fitness function. This argument could also be used to specify the number of cores to employ; by default, this is taken from detectCores. Finally, the functionality of parallelization depends on system OS: on Windows only 'snow' type functionality is available, while on Unix/Linux/Mac OSX both 'snow' and 'multicore' (default) functionalities are available.
...	Arguments to be passed to the optimization function
lim	Numeric, limit of the sum squared of the factors, by default 1

dangulod/ECTools documentation built on May 4, 2019, 3:19 p.m.