stretch_to_unitspheroid

<p>The original shape to be stretched</p>

hellip

<p>Stretches the ellipsoid (hellip) to the unit spheroid of the same dimension.  Both the input ellipsoid and unit spheroid are centered at the origin.</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

stretch_to_unitspheroid function

Stretches the ellipsoid (hellip) to the unit spheroid of the same dimension.  Both the input ellipsoid and unit spheroid are centered at the origin. — stretch_to_unitspheroid

stretch_to_unitspheroid: Stretches the ellipsoid (hellip) to the unit spheroid of the same dimension. Both the input ellipsoid and unit spheroid are centered at the origin.

Description

Usage

Arguments

Value