convert_SWIMw_to_SWIM: Convert SWIMw to SWIM

In spesenti/SWIM: Scenario Weights for Importance Measurement

Description

Convert SWIMw to SWIM

Usage

convert_SWIMw_to_SWIM(object)

Arguments

object

A SWIMw object

Details

Convert a SWIMw object into a SWIM object

Value

A SWIM object containing:

• x, a data.frame containing the data;

• new_weights, a list of functions, that applied to the kth column of x, generates the vectors of scenario weights. Each component corresponds to a different stress;

• type = "VaR";

• specs, a list, each component corresponds to a different stress and contains k, alpha and q.

See SWIM for details.

Author(s)

Kent Wu

Examples

## Not run: 
set.seed(0)
x <- as.data.frame(cbind(
  "normal" = rnorm(1000),
  "gamma" = rgamma(1000, shape = 2)))
res1 <- stress_wass(type = "RM", x = x,
  alpha = 0.9, q_ratio = 1.05)
convert_SWIMw_to_SWIM(res1)

## End(Not run)

spesenti/SWIM documentation built on Jan. 15, 2022, 11:19 a.m.