Quasi-Monte-Carlo algorithm for systematic generation of shock scenarios from an arbitrary multivariate elliptical distribution. The algorithm selects a systematic mesh of arbitrary fineness that approximately evenly covers an isoprobability ellipsoid in d dimensions (Flood, Mark D. & Korenko, George G. (2013) <doi:10.1080/14697688.2014.926018>). This package is the 'R' analogy to the 'Matlab' code published by Flood & Korenko in above-mentioned paper.
| Version: | 1.0.1 |
| Imports: | pracma, stats |
| Suggests: | knitr, rmarkdown |
| Published: | 2020-06-30 |
| Author: | Merlin Kopfmann |
| Maintainer: | Merlin Kopfmann <mghncd+cran at posteo.jp> |
| License: | CC0 |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | SyScSelection results |
| Reference manual: | SyScSelection.pdf |
| Vignettes: |
my-vignette |
| Package source: | SyScSelection_1.0.1.tar.gz |
| Windows binaries: | r-devel: SyScSelection_1.0.1.zip, r-release: SyScSelection_1.0.1.zip, r-oldrel: SyScSelection_1.0.1.zip |
| macOS binaries: | r-release: SyScSelection_1.0.1.tgz, r-oldrel: SyScSelection_1.0.1.tgz |
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