sstModel: simulate.scenarioRisk – R documentation

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simulate.scenarioRisk

Simulate from a ScenarioRisk

simulate is a generic S3 method for classes inheriting from risk. It returns a vector of risk-factor simulations for the corresponding risk.

## S3 method for class 'scenarioRisk'
simulate(object, nsim, seed = NULL, market.risk, ...)

`object`	S3 object of class scenarioRisk.
`nsim`	strictly positive integer value of length one. The number of simulations.
`seed`	positive integer value of length one. The seed for reproducibility.
`market.risk`	S3 object of class marketRisk created using the constructor `marketRisk`.
`...`	additional arguments.

a numeric value, the base simulations.