spesenti/SWIM
Scenario Weights for Importance Measurement

Package index
Search the spesenti/SWIM package
Vignettes
Functions
119
Source code
70
Man pages
36
Home
/
GitHub
/
spesenti/SWIM: Scenario Weights for Importance Measurement
/
Files

Files in spesenti/SWIM
Scenario Weights for Importance Measurement

.Rbuildignore
.Rhistory
.travis.yml
DESCRIPTION
NAMESPACE
NEWS.html
NEWS.md R/ES.R R/SWIM.R R/SWIMw_helper.R R/VaR.R R/cdf.R R/cdf_multivariate.R R/class.R R/cor.R R/credit_data.R R/importance_rank.R R/mean.R R/plot_cdf.R R/plot_hist.R R/plot_quantile.R R/plot_sensitivity.R R/plot_weights.R R/quantile.R R/sd.R R/sensitivity.R R/stat_ecdf_weighted.R R/stress.R R/stress_HARA_RM.R R/stress_RM.R R/stress_RM_mean_std.R R/stress_VaR.R R/stress_VaR_ES.R R/stress_mean.R R/stress_mean_std.R R/stress_moment.R R/stress_prob.R R/stress_user.R R/summary.R README.Rmd
README.html
README.md
README_cache/html/__packages
README_cache/html/example_c8d4812a59e55688ea82ed0049493818.RData
README_cache/html/example_c8d4812a59e55688ea82ed0049493818.rdb
README_cache/html/example_c8d4812a59e55688ea82ed0049493818.rdx
README_cache/html/importance rank_fff32c9bbb0cdd856bd1a77cc33d631d.RData
README_cache/html/importance rank_fff32c9bbb0cdd856bd1a77cc33d631d.rdb
README_cache/html/importance rank_fff32c9bbb0cdd856bd1a77cc33d631d.rdx
README_cache/html/plot-cdf-input_18fc32daa0ae6ad170bfa50a04cdc467.RData
README_cache/html/plot-cdf-input_18fc32daa0ae6ad170bfa50a04cdc467.rdb
README_cache/html/plot-cdf-input_18fc32daa0ae6ad170bfa50a04cdc467.rdx
README_cache/html/plot-cdf_d2b92ff3fc08e1c7bbf1bc117ebd080e.RData
README_cache/html/plot-cdf_d2b92ff3fc08e1c7bbf1bc117ebd080e.rdb
README_cache/html/plot-cdf_d2b92ff3fc08e1c7bbf1bc117ebd080e.rdx
README_cache/html/sensitivity sub-portfolios_7360bb013926e5f7b14352291fbb4f5f.RData
README_cache/html/sensitivity sub-portfolios_7360bb013926e5f7b14352291fbb4f5f.rdb
README_cache/html/sensitivity sub-portfolios_7360bb013926e5f7b14352291fbb4f5f.rdx
README_cache/html/sensitivity_30f9f6fecf590108689a3c1f56682a5f.RData
README_cache/html/sensitivity_30f9f6fecf590108689a3c1f56682a5f.rdb
README_cache/html/sensitivity_30f9f6fecf590108689a3c1f56682a5f.rdx
README_cache/html/summary_05e83138dff82f9cf8163065ec30922d.RData
README_cache/html/summary_05e83138dff82f9cf8163065ec30922d.rdb
README_cache/html/summary_05e83138dff82f9cf8163065ec30922d.rdx
README_cache/markdown_strict/__packages
README_cache/markdown_strict/example_3bd5e4662c65490dd690731139ee8f47.RData
README_cache/markdown_strict/example_3bd5e4662c65490dd690731139ee8f47.rdb
README_cache/markdown_strict/example_3bd5e4662c65490dd690731139ee8f47.rdx
README_cache/markdown_strict/importance rank_34e9c12e3bc931e2ea799dcc2ec1628c.RData
README_cache/markdown_strict/importance rank_34e9c12e3bc931e2ea799dcc2ec1628c.rdb
README_cache/markdown_strict/importance rank_34e9c12e3bc931e2ea799dcc2ec1628c.rdx
README_cache/markdown_strict/plot-cdf-input_1283a966ab3a90dab24e759773c22671.RData
README_cache/markdown_strict/plot-cdf-input_1283a966ab3a90dab24e759773c22671.rdb
README_cache/markdown_strict/plot-cdf-input_1283a966ab3a90dab24e759773c22671.rdx
README_cache/markdown_strict/plot-cdf_1bb9a3df23543279efabaac5ced55bcd.RData
README_cache/markdown_strict/plot-cdf_1bb9a3df23543279efabaac5ced55bcd.rdb
README_cache/markdown_strict/plot-cdf_1bb9a3df23543279efabaac5ced55bcd.rdx
README_cache/markdown_strict/sensitivity sub-portfolios_004e5bff5c1c4668db923c3cf165b8ba.RData
README_cache/markdown_strict/sensitivity sub-portfolios_004e5bff5c1c4668db923c3cf165b8ba.rdb
README_cache/markdown_strict/sensitivity sub-portfolios_004e5bff5c1c4668db923c3cf165b8ba.rdx
README_cache/markdown_strict/sensitivity_9c3000eafc8a07b0ac3cd59fb5c31702.RData
README_cache/markdown_strict/sensitivity_9c3000eafc8a07b0ac3cd59fb5c31702.rdb
README_cache/markdown_strict/sensitivity_9c3000eafc8a07b0ac3cd59fb5c31702.rdx
README_cache/markdown_strict/summary_8935476853e5db6a62c0276d9e373a5a.RData
README_cache/markdown_strict/summary_8935476853e5db6a62c0276d9e373a5a.rdb
README_cache/markdown_strict/summary_8935476853e5db6a62c0276d9e373a5a.rdx
SWIM.Rproj
cran-comments.md data-raw/credit_data-R.R data-raw/credit_data.R
data/credit_data.rda
inst/CITATION
inst/REFERENCES.bib
inst/WORDLIST
man/SWIM.Rd man/VaR_stressed.Rd man/cdf.Rd man/cdf_stressed.Rd man/convert_SWIMw_to_SWIM.Rd man/cor_stressed.Rd man/credit_data.Rd
man/figures/README-plot-cdf-1.png
man/figures/README-plot-cdf-input-1.png
man/figures/README-plot-cdf-input-2.png
man/figures/README-sensitivity-1.png
man/get_data.Rd man/importance_rank.Rd man/mean_stressed.Rd man/merge.SWIM.Rd man/merge.SWIMw.Rd man/plot_cdf.Rd man/plot_hist.Rd man/plot_quantile.Rd man/plot_sensitivity.Rd man/plot_weights.Rd man/quantile_stressed.Rd man/rename.Rd man/sd_stressed.Rd man/sensitivity.Rd man/stress.Rd man/stress_HARA_RM_w.Rd man/stress_RM_mean_sd_w.Rd man/stress_RM_w.Rd man/stress_VaR.Rd man/stress_VaR_ES.Rd man/stress_mean.Rd man/stress_mean_sd.Rd man/stress_mean_sd_w.Rd man/stress_mean_w.Rd man/stress_moment.Rd man/stress_prob.Rd man/stress_user.Rd man/stress_wass.Rd man/summary.SWIM.Rd tests/spelling.R tests/testthat/VaRES_stressed.R tests/testthat/helper_output.R tests/testthat/helper_summary.R tests/testthat/testES_stressed.R tests/testthat/testES_update.R tests/testthat/testVaR.R tests/testthat/testVaRES.R tests/testthat/testVaRES_update.R tests/testthat/testVaRES_warnings.R tests/testthat/testVaR_stressed.R tests/testthat/testVaR_update.R tests/testthat/testVaR_warnings.R tests/testthat/test_cdf_quantile.R tests/testthat/test_names_stressed.R tests/testthat/test_stress_HARA_RM.R tests/testthat/test_stress_RM.R tests/testthat/test_stress_RM_mean_std.R tests/testthat/test_stress_mean_std_w.R tests/testthat/test_stress_wass.R tests/testthat/testcdf_stressed.R tests/testthat/testcor_stressed.R tests/testthat/testget_data.R tests/testthat/testmean.R tests/testthat/testmean_stressed.R tests/testthat/testmeansd.R tests/testthat/testmoment.R tests/testthat/testplot_cdf.R tests/testthat/testplot_hist.R tests/testthat/testplot_quantile.R tests/testthat/testplot_weights.R tests/testthat/testprob.R tests/testthat/testsd_stressed.R tests/testthat/testsensitivity.R tests/testthat/testuser.R vignettes/SWIM-vignette.R vignettes/SWIM-vignette.Rmd
vignettes/bibliography.bib
spesenti/SWIM documentation built on Jan. 15, 2022, 11:19 a.m.

R Package Documentation

rdrr.io home R language documentation Run R code online

Browse R Packages

CRAN packages Bioconductor packages R-Forge packages GitHub packages

We want your feedback!

Note that we can't provide technical support on individual packages. You should contact the package authors for that.
GitHub issue tracker
ian@mutexlabs.com
Personal blog

 
Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.

Close