Stress Test Historical Scenarios with Fully Flexible Probabilities


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Documentation for package ‘ffp’ version 0.1.0

Help Pages

as_ffp Manipulate the 'ffp' Class
as_ffp.default Manipulate the 'ffp' Class
as_ffp.integer Manipulate the 'ffp' Class
autoplot.ffp Inspection of a 'ffp' object with ggplot2
bind_probs Stack Flexible Probabilities
bootstrap_scenarios Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.data.frame Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.matrix Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.numeric Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.tbl Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.ts Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.xts Flexible Probabilities Driven Bootstrap
crisp Full Information by Market Conditioning
crisp.data.frame Full Information by Market Conditioning
crisp.default Full Information by Market Conditioning
crisp.matrix Full Information by Market Conditioning
crisp.numeric Full Information by Market Conditioning
crisp.tbl_df Full Information by Market Conditioning
crisp.ts Full Information by Market Conditioning
crisp.xts Full Information by Market Conditioning
db Dataset used in Historical Scenarios with Fully Flexible Probabilities ('matrix' format).
db_tbl Dataset used in Historical Scenarios with Fully Flexible Probabilities ('tibble' format).
double_decay Flexible Probabilities using Partial Information
double_decay.data.frame Flexible Probabilities using Partial Information
double_decay.default Flexible Probabilities using Partial Information
double_decay.matrix Flexible Probabilities using Partial Information
double_decay.numeric Flexible Probabilities using Partial Information
double_decay.tbl Flexible Probabilities using Partial Information
double_decay.ts Flexible Probabilities using Partial Information
double_decay.xts Flexible Probabilities using Partial Information
empirical_stats Summary Statistics for Empirical Distributions
empirical_stats.data.frame Summary Statistics for Empirical Distributions
empirical_stats.default Summary Statistics for Empirical Distributions
empirical_stats.matrix Summary Statistics for Empirical Distributions
empirical_stats.numeric Summary Statistics for Empirical Distributions
empirical_stats.tbl_df Summary Statistics for Empirical Distributions
empirical_stats.ts Summary Statistics for Empirical Distributions
empirical_stats.xts Summary Statistics for Empirical Distributions
ens Effective Number of Scenarios
exp_decay Full Information by Exponential Decay
exp_decay.data.frame Full Information by Exponential Decay
exp_decay.default Full Information by Exponential Decay
exp_decay.matrix Full Information by Exponential Decay
exp_decay.numeric Full Information by Exponential Decay
exp_decay.tbl Full Information by Exponential Decay
exp_decay.ts Full Information by Exponential Decay
exp_decay.xts Full Information by Exponential Decay
ffp Manipulate the 'ffp' Class
half_life Half-Life Calculation
is_ffp Manipulate the 'ffp' Class
kernel_entropy Partial Information Kernel-Damping
kernel_entropy.data.frame Partial Information Kernel-Damping
kernel_entropy.default Partial Information Kernel-Damping
kernel_entropy.matrix Partial Information Kernel-Damping
kernel_entropy.numeric Partial Information Kernel-Damping
kernel_entropy.tbl_df Partial Information Kernel-Damping
kernel_entropy.ts Partial Information Kernel-Damping
kernel_entropy.xts Partial Information Kernel-Damping
kernel_normal Full Information by Kernel-Damping
kernel_normal.data.frame Full Information by Kernel-Damping
kernel_normal.default Full Information by Kernel-Damping
kernel_normal.matrix Full Information by Kernel-Damping
kernel_normal.numeric Full Information by Kernel-Damping
kernel_normal.tbl_df Full Information by Kernel-Damping
kernel_normal.ts Full Information by Kernel-Damping
kernel_normal.xts Full Information by Kernel-Damping
plot.ffp Inspection of a 'ffp' object with ggplot2
scenario_density Plot Scenarios
scenario_histogram Plot Scenarios