Man pages for spesenti/SWIM
Scenario Weights for Importance Measurement
| cdf | Distribution Function of a Stressed Model |
| cdf_stressed | Empirical Distribution Function of a Stressed Model |
| convert_SWIMw_to_SWIM | Convert SWIMw to SWIM |
| cor_stressed | Correlation of a Stressed Model |
| credit_data | Credit data set |
| get_data | Extracting from a Stressed Model |
| importance_rank | Importance Ranking for a Stressed Model |
| mean_stressed | Mean of a Stressed Model |
| merge.SWIM | Merging Two Stressed Models |
| merge.SWIMw | Merging Two Stressed Models |
| plot_cdf | Plotting the Distribution Functions of a Stressed Model |
| plot_hist | Plotting Histograms of a Stressed Model |
| plot_quantile | Plotting Quantile Functions of a Stressed Model |
| plot_sensitivity | Plotting Sensitivities of a Stressed Model |
| plot_weights | Plotting the scenario weights of a Stressed Model |
| quantile_stressed | Sample Quantiles of a Stressed Model |
| rename | Rename Stressed Models |
| sd_stressed | Standard Deviation and Variance of a Stressed Model |
| sensitivity | Sensitivities of a Stressed Model |
| stress | Stressing Random Variables |
| stress_HARA_RM_w | Stressing Risk Measure and HARA Utility |
| stress_mean | Stressing Means |
| stress_mean_sd | Stressing Mean and Standard Deviation |
| stress_mean_sd_w | Stressing Mean and Standard Deviation |
| stress_mean_w | Stressing Mean |
| stress_moment | Stressing Moments |
| stress_prob | Stressing Intervals |
| stress_RM_mean_sd_w | Stressing Risk Measure, Mean and Standard Deviation |
| stress_RM_w | Stressing Risk Measure |
| stress_user | User Defined Stress |
| stress_VaR | Stressing Value-at-Risk |
| stress_VaR_ES | Stressing Value-at-Risk and Expected Shortfall |
| stress_wass | Stressing Random Variables Using Wasserstein Distance |
| summary.SWIM | Summarising Stressed Models |
| SWIM | SWIM: A Package for Sensitivity Analysis |
| VaR_stressed | Value-at-Risk and Expected Shortfall of a Stressed Model |
