Man pages for OpVaR
Statistical Methods for Modeling Operational Risk

buildFreqdistBuilding a freqdist object
buildMixingSevdistBuilding a dynamic mixture model as a sevdist object
buildPlainSevdistBuilding a sevdist object with a plain distribution
buildSplicedSevdistBuilding a sevdist object with a spliced distribution
dghTukey's gh Distribution
dgpdGeneralized Pareto Distribution
dsevdistEvaluating Plain, Spliced or Mixing Severity Distributions
dsplicedSpliced Distributions
fitDependencyFunction for fitting bivariate Copulas
fitFreqdistFitting the frequency distribution
fitMixingMaximum Likelihood Estimation
fitPlainFit plain distribution models
FitSplicedEstimation of the threshold, the body and the tail parameters...
fitSplicedBayesParameter Estimation for Spliced Distributions
fitSplicedBestFitFitting a spliced distribution over a given data set
FitThresholdThreshold estimation for spliced distribution
fitWeightsFitting the weights of the body and the tail for a spliced...
goftestGoodness of fit tests for severity distributions
lossdatExample loss data set
mcSimMonte Carlo Simulation from opriskmodel objects for total...
MixingExtended Dynamic Weighted Mixture Model
OpVaR-packageStatistical Methods for Modeling Operational Risk
slaSingle-Loss Approximation for Operational Value at Risk
OpVaR documentation built on May 2, 2019, 1:04 p.m.