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SWIM (version 1.0.0)

merge.SWIMw: Merging Two Stressed Models

Description

This function is a method for an object of class SWIMw.

Usage

# S3 method for SWIMw
merge(x, y, ...)

Arguments

x, y

Objects of class SWIMw.

...

Additional arguments will be ignored.

Value

A SWIMw object containing:

  • x, a data.frame containing the data;

  • h, bandwidths;

  • u, vector containing the gridspace on [0, 1]

  • lam, vector containing the lambda's of the optimized model

  • str_fY, function defining the densities of the stressed component;

  • str_FY, function defining the distribution of the stressed component;

  • str_FY_inv, function defining the quantiles of the stressed component;

  • gamma, function defining the risk measure;

  • new_weights, a list of functions, that applied to the kth column of x, generates the vectors of scenario weights. Each component corresponds to a different stress;

  • type, specifies the stress type

  • specs, a list, each component corresponds to a different stress and contains a list with the specifications of what has been stressed.

See SWIM for details.

Details

Merges two objects of class SWIMw, that are based on the same data.