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: | 1.0.2 |
| Imports: | pracma, stats |
| Suggests: | knitr,rmarkdown |
| Published: | 2020-10-26 |
| DOI: | 10.32614/CRAN.package.SyScSelection |
| Author: | Merlin Kopfmann |
| Maintainer: | Merlin Kopfmann <mghncd+cran at posteo.jp> |
| License: | CC0 |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | SyScSelection results |
| Reference manual: | SyScSelection.html ,SyScSelection.pdf |
| Vignettes: | my-vignette (source,R code) |
| Package source: | SyScSelection_1.0.2.tar.gz |
| Windows binaries: | r-devel:SyScSelection_1.0.2.zip, r-release:SyScSelection_1.0.2.zip, r-oldrel:SyScSelection_1.0.2.zip |
| macOS binaries: | r-release (arm64):SyScSelection_1.0.2.tgz, r-oldrel (arm64):SyScSelection_1.0.2.tgz, r-release (x86_64):SyScSelection_1.0.2.tgz, r-oldrel (x86_64):SyScSelection_1.0.2.tgz |
| Old sources: | SyScSelection archive |
| Reverse imports: | FARS |
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