Package: SyScSelection 1.0.2
Merlin Kopfmann
SyScSelection: Systematic Scenario Selection for Stress Testing
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.
Authors:
SyScSelection_1.0.2.tar.gz
SyScSelection_1.0.2.tar.gz(r-4.5-noble)SyScSelection_1.0.2.tar.gz(r-4.4-noble)
SyScSelection_1.0.2.tgz(r-4.4-emscripten)SyScSelection_1.0.2.tgz(r-4.3-emscripten)
SyScSelection.pdf |SyScSelection.html✨
SyScSelection/json (API)
# Install 'SyScSelection' in R: |
install.packages('SyScSelection', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:b1b7e61004. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 18 2024 |
R-4.5-linux | OK | Nov 18 2024 |
Exports:hypercube_meshhyperellipsoidmake_ellipsoid_from_verticessizeparam_normal_distnsizeparam_t_distnunivariate_shocksvertices
Dependencies:pracma