Man pages for OpVaR
Statistical Methods for Modelling Operational Risk
| buildFreqdist | Building a freqdist object |
| buildMixingSevdist | Building a dynamic mixture model as a sevdist object |
| buildPlainSevdist | Building a sevdist object with a plain distribution |
| buildSplicedSevdist | Building a sevdist object with a spliced distribution |
| dgh | Tukey's gh Distribution |
| dgpd | Generalized Pareto Distribution |
| dsevdist | Evaluating Plain, Spliced or Mixing Severity Distributions |
| fitDependency | Function for fitting bivariate Copulas |
| fitFreqdist | Fitting the frequency distribution |
| fitMixing | Maximum Likelihood Estimation |
| fitPlain | Fit plain distribution models |
| FitSpliced | Estimation of the threshold, the body and the tail parameters... |
| fitSplicedBayes | Parameter Estimation for Spliced Distributions |
| fitSplicedBestFit | Fitting a spliced distribution over a given data set |
| FitThreshold | Threshold estimation for spliced distribution |
| fitWeights | Fitting the weights of the body and the tail for a spliced... |
| goftest | Goodness of fit tests for severity distributions |
| lossdat | Example loss data set |
| mcSim | Monte Carlo Simulation from opriskmodel objects for total... |
| Mixing | Extended Dynamic Weighted Mixture Model |
| OpVaR-package | Statistical Methods for Modelling Operational Risk |
| plot.sevdist | Density plot and Q-Q plot for plain, mixing, and spliced... |
| sla | Single-Loss Approximation for Operational Value at Risk |
