Scenario Weights for Importance Measurement


[Up] [Top]

Documentation for package ‘SWIM’ version 0.2.2

Help Pages

cdf Empirical Distribution Function 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
merge.SWIM Merging Two Stressed Models
plot_cdf Plotting the Empirical 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
sensitivity Sensitivities of a Stressed Model
stress Stressing Random Variables
stress_mean Stressing Means
stress_mean_sd Stressing Mean and Standard Deviation
stress_moment Stressing Moments
stress_prob Stressing Intervals
stress_user User Defined Stress
stress_VaR Stressing Value-at-Risk
stress_VaR_ES Stressing Value-at-Risk and Expected Shortfall
summary.SWIM Summarising Stressed Models
SWIM SWIM: A Package for Sensitivity Analysis
VaR_stressed Value-at-Risk and Expected Shortfall of a Stressed Model