buildPlainSevdist: Building a sevdist object with a plain distribution

In OpVaR: Statistical Methods for Modelling Operational Risk

Description

Building a sevdist object with a plain distribution

Usage

  buildPlainSevdist(distr, param)

Arguments

distr	A string giving the name of the distribution.
param	The parameters for the given distribution

Details

A sevdist object with type 'plain' is generated, i.e. the severity has distribution 'distr' with parameters given by 'param'.

Author(s)

Christina Zou

See Also

Other sevdist objects with type 'spliced' and 'mixing' are built via buildSplicedSevdist and buildMixingSevdist.

Examples

  # Log-gamma distributed severity with shape = 2.2 and rate = 1.2
  
  sevdist1 = buildPlainSevdist("lgamma", c(2.2, 1.2))
  plot(sevdist1)

OpVaR documentation built on Sept. 8, 2021, 5:07 p.m.