mean_stressed: Mean of a Stressed Model
In spesenti/SWIM: Scenario Weights for Importance Measurement

Description Usage Arguments Details Value Author(s) See Also Examples

Provides the mean of stressed model components (random variables) under the scenario weights.

1	mean_stressed(object, xCol = "all", wCol = "all", base = FALSE)

`object`	A `SWIM` or `SWIMw` object.
`xCol`	Numeric or character vector, (names of) the columns of the underlying data of the `object` (`default = "all"`).
`wCol`	Vector, the columns of the scenario weights of the `object` corresponding to different stresses (`default = "all"`).
`base`	Logical, if `TRUE`, statistics under the baseline are also returned (`default = "FALSE"`).

mean_stressed: Sample mean of chosen stressed model components, subject to the calculated scenario weights.

A matrix containing the means of the xCol components of the stressed model with weights wCol.

Kent Wu

See var_stressed and sd_stressed compute stressed variance and standard deviations under the scenario weights, respectively.

     
## example with a stress on VaR
set.seed(0)
x <- as.data.frame(cbind(
  "normal" = rnorm(1000), 
  "gamma" = rgamma(1000, shape = 2)))
res1 <- stress(type = "VaR", x = x, 
  alpha = c(0.9, 0.95), q_ratio = 1.05)
## stressed mean
mean_stressed(res1, xCol = "all", wCol = "all", base = TRUE)