baseb_expansion

Either a an array containing an existing base-b expansion, or a scalar integer indicating the length for a new base-b expansion

Base for integer expansions used in the sequence

Adds the next base-b element to an existing base-b sequence

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.

Merlin Kopfmann

baseb_expansion: Adds the next base-b element to an existing base-b sequence

Description

Usage

Arguments

Value