rearrangement_algorithm Package

Functions

basic_rearrange(x_mat, optim_func[, ...])	Implementation of the matrix rearrangement algorithm.
bounds_expectation_supermod(quant[, ...])	Computing the lower/upper bounds on the expectation of supermodular functions.
bounds_surv_probability(quant, s_level[, ...])	Computing the lower/upper bounds on the survival probability of a function of dependent risks
bounds_VaR(level, quant[, num_steps, ...])	Computing the lower/upper bounds for the best and worst VaR
create_comonotonic_ra(level, quant[, num_steps])	Creating a matrix with comonotonic random variables
create_matrix_from_quantile(quant, prob[, level])	Create a matrix approximation from marginal quantile functions