fitFreqdist: Fitting the frequency distribution

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/fitFreqdist.R

Description

Fitting the frequency distribution of operational losses

Usage

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  fitFreqdist(cell, distr)

Arguments

cell

A data frame giving the losses (cell$Loss) and the user-defined period (cell$Period) in which the loss occured.

distr

The frequency distribution: either "pois" or "nbinom"

Details

First, the number of losses per period is counted. With the results a Poisson or Negative Binomial distribution is fitted for the number of losses per period using a Maximum Likelihood estimator.

Value

Returns a freqdist object with the given distribution fitted to the loss frequency.

Author(s)

Christina Zou

See Also

The frequency distribution is fitted using goodfit with method 'ML' from the package 'vcd'.

Examples

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  data(lossdat)
  fitFreqdist(lossdat[[1]],"pois")
  fitFreqdist(lossdat[[2]],"nbinom")

OpVaR documentation built on May 29, 2018, 9:04 a.m.