# Scenario Weights for Importance Measurement

## Documentation for package ‘SWIM’ version 0.2.1

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## 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_sensitivity | Plotting Sensitivities 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