sizeparam_normal_distn

prob

<p>Number of dimensions in the multivariate distribution</p>

<p>Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a normal (i.e., Gaussian) distribution.</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

sizeparam_normal_distn: Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a normal (i.e., Gaussian) distribution.

Description

Usage

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Examples