make_corners

The number of dimensions for the unit spheroid

Whether to scale the corner points onto the sphere or not

normalize

Fills a mesh (corn_mesh) with d-dimensional points representing all corners of a d-dimensional cube encompassing a d-dimensional unit spheroid.

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

make_corners function

Fills a mesh (corn_mesh) with d-dimensional points representing all corners of a d-dimensional cube encompassing a d-dimensional unit spheroid. — make_corners

make_corners: Fills a mesh (corn_mesh) with d-dimensional points representing all corners of a d-dimensional cube encompassing a d-dimensional unit spheroid.

Description

Usage

Arguments

Value