SyScSelection
Systematic Scenario Selection for Stress Testing
v1.0.2
·
Oct 26, 2020
·
CC0
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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Merlin Kopfmann <mghncd+cran@posteo.jp>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Merlin",
family = "Kopfmann",
role = c("aut", "cre"),
email = "mghncd+cran@posteo.jp")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Merlin Kopfmann <mghncd+cran@posteo.jp>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Merlin",
family = "Kopfmann",
role = c("aut", "cre"),
email = "mghncd+cran@posteo.jp")
as necessary.
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r-devel-linux-x86_64-fedora-gcc
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r-devel-macos-arm64
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r-devel-windows-x86_64
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r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
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r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
OK
r-release-macos-arm64
*
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r-release-macos-x86_64
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r-release-windows-x86_64
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Check History
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Merlin Kopfmann <mghncd+cran@posteo.jp>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Merlin",
family = "Kopfmann",
role = c("aut", "cre"),
email = "mghncd+cran@posteo.jp")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Merlin Kopfmann <mghncd+cran@posteo.jp>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Merlin",
family = "Kopfmann",
role = c("aut", "cre"),
email = "mghncd+cran@posteo.jp")
as necessary.
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
Reverse Dependencies (1)
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Version History
new
1.0.2
Mar 9, 2026