Package: SyScSelection
Type: Package
Title: Systematic Scenario Selection for Stress Testing
Version: 1.0.2
Author: Merlin Kopfmann
Maintainer: Merlin Kopfmann <mghncd+cran@posteo.jp>
Description: 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.
License: CC0
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.0
Imports: pracma, stats
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2020-10-26 12:45:08 UTC; merlin
Repository: CRAN
Date/Publication: 2020-10-26 14:10:02 UTC
Built: R 4.6.0; ; 2026-04-26 17:48:17 UTC; unix
