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 |
ES_stressed |
Value-at-Risk and Expected Shortfall of a Stressed Model |
get_data |
Extracting from a Stressed Model |
get_specs |
Extracting from a Stressed Model |
get_weights |
Extracting from a Stressed Model |
get_weightsfun |
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 |
summary.SWIMw |
Summarising Stressed Models |
summary_weights |
Extracting from a Stressed Model |
SWIM |
SWIM: A Package for Sensitivity Analysis |
VaR_stressed |
Value-at-Risk and Expected Shortfall of a Stressed Model |
var_stressed |
Standard Deviation and Variance of a Stressed Model |