<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Systematic Scenario Selection for Stress Testing</dc:title>
  <dc:title>R package SyScSelection version 1.0.2</dc:title>
  <dc: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. &amp; Korenko, George G. (2013) &lt;doi:10.1080/14697688.2014.926018&gt;).
  This package is the 'R' analogy to the 'Matlab' code published by Flood &amp; Korenko in above-mentioned paper.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: pracma, stats</dc:relation>
  <dc:relation>Suggests: knitr, rmarkdown</dc:relation>
  <dc:creator>Merlin Kopfmann &lt;mghncd+cran@posteo.jp&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Merlin Kopfmann</dc:contributor>
  <dc:rights>CC0</dc:rights>
  <dc:date>2020-10-26</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=SyScSelection</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.SyScSelection</dc:identifier>
</oai_dc:dc>