Wasserstein distance
stress_wass()
:stress_RM_w()
:stress_RM_mean_sd_w()
:stress_HARA_RM_w()
:stress_mean_sd_w()
:stress_mean_w()
: Functions
mean_stressed()
:sd_stressed()
:var_stressed()
:cor_stressed()
:cdf_stressed()
:rename_SWIM()
: Features
stress()
:sensitivity()
:summary()
.base
argument for quantile_stressed()
and an error message if the input has wCol
has dimension larger than 1.plot_quantile()
:
plot_weights()
:
stress_moment()
:
nleqslv
.stress_VaR_ES()
:
uniroot
is applied.merge()
. sensitivity()
. VaR_stressed()
:
ES_stressed()
:
credit_data
:
stress_VaR()
:
SWIM
object contains the achieved VaR stress_VaR_ES()
:
stress_VaR()
.SWIM
object contains the achieved VaR stress()
:
x
can have missing column names.stress_moment()
:
show
; if TRUE
(default is FALSE
), the result of nleqslv()
is printed.Add the following code to your website.
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