spheroid_mesh

The number of dimensions for the unit spheroid

Whether to normalize points from the cube onto the sphere or not (TRUE/FALSE)

normalize

Generates a Cartesian mesh of d-dimensional scenarios based on the given ellipsoid. This function does not assume that the ellipsoid is centered at the origin.

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

spheroid_mesh function

Generates a Cartesian mesh of d-dimensional scenarios based on the given ellipsoid.  This function does not assume that the ellipsoid is centered at the origin. — spheroid_mesh

Generates a Cartesian mesh of d-dimensional scenarios based on the given ellipsoid.  This function does not assume that the ellipsoid is centered at the origin.

spheroid_mesh: Generates a Cartesian mesh of d-dimensional scenarios based on the given ellipsoid. This function does not assume that the ellipsoid is centered at the origin.

Description

Usage

Arguments

Value