Description Usage Arguments Details Value Author(s) See Also Examples
Provides the correlation of stressed model components (random variable) under the scenario weights.
1 2 3 4 5 6 7 | cor_stressed(
object,
xCol = c(1, 2),
wCol = "all",
method = "Pearson",
base = FALSE
)
|
object |
A |
xCol |
Numeric or character vector, (names of) the columns of
the underlying data
of the |
wCol |
Vector, the columns of the scenario weights
of the |
method |
Character, one of |
base |
Logical, if |
cor_stressed
: The correlation coefficient of
stressed model components, subject to the calculated scenario weights.
cor_stressed
returns a list of correlation matrices
corresponding to different stresses. Entries of the matrices denote
correlation coefficients between stressed model components specified by xCol
.
Kent Wu
See var_stressed
and sd_stressed
compute
stressed variance and standard deviations under the scenario weights, respectively.
See cor
for unweighted correlations between model components, while
cor_stressed
return correlations between stressed model components
1 2 3 4 5 6 7 8 9 10 |
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