Description Usage Arguments Value References See Also Examples
Returns a SWIM
object with scenario weights defined by the user.
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x |
A vector, matrix or data frame
containing realisations of random variables. Columns of |
new_weights |
A vector, matrix or data frame containing scenario
weights. Columns of |
new_weightsfun |
A list of functions, that applied to
the |
k |
Numeric, the column of |
names |
Character vector, the names of stressed models. |
log |
Boolean, the option to print weights' statistics. |
A SWIM
object containing:
x
, a data.frame containing the data;
new_weights
, a list, each component corresponds to
a different stress and is either a vector of scenario weights (if new_weights
is provided) or (if new_weightsfun
is provided) a
function, that applied to the k
th column of x
, generates the
vectors of scenario weights;
type = "user"
;
specs
, a list, each component corresponds to
a different stress and contains k
.
See SWIM
for details.
Pesenti2019reverseSWIM
Pesenti2020SSRNSWIM
Csiszar1975SWIM
Other stress functions:
stress_HARA_RM_w()
,
stress_RM_mean_sd_w()
,
stress_RM_w()
,
stress_VaR_ES()
,
stress_VaR()
,
stress_mean_sd_w()
,
stress_mean_sd()
,
stress_mean_w()
,
stress_mean()
,
stress_moment()
,
stress_prob()
,
stress_wass()
,
stress()
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