rotate_to_coordaxes

<p>The shape to be rotated, must be centered at the origin</p>

hellip

<p>Rotates the ellipsoid (hellip) so its principal axes align with the coordinate axes.  Both ellipsoids are centered at the origin.  Note that there are (2^d)*d! valid ways to rotate the ellipsoid to the axes. This algorithm does not prescribe which solution will be provided.</p>

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

rotate_to_coordaxes function

Rotates the ellipsoid (hellip) so its principal axes align with the coordinate axes.  Both ellipsoids are centered at the origin.  Note that there are (2^d)*d! valid ways to rotate the ellipsoid to the axes. This algorithm does not prescribe which solution will be provided. — rotate_to_coordaxes

Rotates the ellipsoid (hellip) so its principal axes align with the coordinate axes.  Both ellipsoids are centered at the origin.  Note that there are (2^d)*d! valid ways to rotate the ellipsoid to the axes. This algorithm does not prescribe which solution will be provided.

rotate_to_coordaxes: Rotates the ellipsoid (hellip) so its principal axes align with the coordinate axes. Both ellipsoids are centered at the origin. Note that there are (2^d)*d! valid ways to rotate the ellipsoid to the axes. This algorithm does not prescribe which solution will be provided.

Description

Usage

Arguments

Value