fill_adj_2Dface

The number of dimensions for the unit spheroid

Fineness of the mesh along each dimension of the 2D face

Creates a phi x phi grid (i.e., the mesh on a single two-dimensional face of a larger hypercube) of d-dimensional points, where the regularity of the grid has been adjusted to avoid clustering in the corners.

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

SyScSelection

Systemic Scenario Selection for Stress Testing

fill_adj_2Dface function

Creates a phi x phi grid (i.e., the mesh on a single two-dimensional face of a larger hypercube) of d-dimensional points, where the regularity of the grid has been adjusted to avoid  clustering in the corners. — fill_adj_2Dface

Creates a phi x phi grid (i.e., the mesh on a single two-dimensional face of a larger hypercube) of d-dimensional points, where the regularity of the grid has been adjusted to avoid  clustering in the corners.

fill_adj_2Dface: Creates a phi x phi grid (i.e., the mesh on a single two-dimensional face of a larger hypercube) of d-dimensional points, where the regularity of the grid has been adjusted to avoid clustering in the corners.

Description

Usage

Arguments

Value