transform_ellipsoid

The original shape to be transformed

hellip

A d x d linear transformation matrix

Applies the given linear transformation, tfm, to the given ellipsoid. The ellipsoid (hellip) must be 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.

transform_ellipsoid: Applies the given linear transformation, tfm, to the given ellipsoid. The ellipsoid (hellip) must be centered at the origin.

Description

Usage

Arguments

Value