fill_corners

The mesh to be filled with corner points

cmesh

The current shock vector being filled

shock

Index in cmesh of the shock currently being filled

shk_curs

Index in the current shock of the dimension being filled

dim_curs

Systematically fills a given mesh array (cmesh) with d-dimensional points representing every corner of a d-dimensional hypercube. The function fills the successive dimensions of each point via depth-first recursion across all d dimensions.

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_corners function

Systematically fills a given mesh array (cmesh) with d-dimensional  points representing every corner of a d-dimensional hypercube. The function fills the successive dimensions of each point via depth-first recursion across all d dimensions. — fill_corners

Systematically fills a given mesh array (cmesh) with d-dimensional  points representing every corner of a d-dimensional hypercube. The function fills the successive dimensions of each point via depth-first recursion across all d dimensions.

fill_corners: Systematically fills a given mesh array (cmesh) with d-dimensional points representing every corner of a d-dimensional hypercube. The function fills the successive dimensions of each point via depth-first recursion across all d dimensions.

Description

Usage

Arguments

Value