| Name : R-SyScSelection
| |
| Version : 1.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:18:15
|
| Group : Development/Libraries/Other
| Source RPM : R-SyScSelection-1.0.2-lp153.2.13.src.rpm
|
| Size : 0.10 MB
| |
| Packager : (none)
| |
| Summary : Systematic Scenario Selection for Stress Testing
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
