Package: SWIM
Title: Scenario Weights for Importance Measurement
Version: 0.2.0
Authors@R: c(
  person("Silvana M.", "Pesenti", email = "swimpackage@gmail.com", 
  role = c("aut", "cre")), 
  person("Alberto", "Bettini", 
  role = c("aut")), 
  person("Pietro", "Millossovich", 
  role = c("aut")), 
  person("Andreas", "Tsanakas", 
  role = c("aut"))
  )
Author: Silvana M. Pesenti [aut, cre],
  Alberto Bettini [aut],
  Pietro Millossovich [aut],
  Andreas Tsanakas [aut]
Maintainer: Silvana M. Pesenti <swimpackage@gmail.com>
Description: An efficient sensitivity analysis for stochastic models based on 
    Monte Carlo samples. Provides weights on simulated scenarios from a 
    stochastic model, such that stressed random variables fulfil given 
    probabilistic constraints (e.g. specified values for risk measures), 
    under the new scenario weights. Scenario weights are selected by 
    constrained minimisation of the relative entropy to the baseline model. 
    The 'SWIM' package is based on Pesenti S.M, Millossovich P., Tsanakas A. 
    (2019) "Reverse Sensitivity Testing: What does it take to break the model", 
    <doi:10.1016/j.ejor.2018.10.003>.
Depends: R (>= 3.5.0)
Imports: Rdpack (>= 0.7), Hmisc, nleqslv, reshape2, plyr, ggplot2,
        stats
RdMacros: Rdpack
License: GPL-3
URL: https://github.com/spesenti/SWIM
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.0.2
Suggests: testthat, mvtnorm, spelling, Weighted.Desc.Stat
Language: en-US
NeedsCompilation: no
Packaged: 2020-01-09 21:26:04 UTC; silva
Repository: CRAN
Date/Publication: 2020-01-10 16:50:18 UTC
Built: R 4.0.0; ; 2020-04-10 12:04:27 UTC; windows
