Package: SyScSelection
Type: Package
Title: Systematic Scenario Selection for Stress Testing
Version: 1.0.2
Author: Merlin Kopfmann
Maintainer: Merlin Kopfmann <mghncd+cran@posteo.jp>
Description: 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.
License: CC0
Encoding: UTF-8
RoxygenNote: 7.1.0
Imports: pracma, stats
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-06-15 11:34:07 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2020-10-26 13:10:02 UTC
RemoteUrl: https://github.com/cran/SyScSelection
RemoteRef: HEAD
RemoteSha: b1b7e61004dd3832caf9380c177b2c2aba24234d