fitPlain: Fit plain distribution models

In OpVaR: Statistical Methods for Modelling Operational Risk

Description

Function for estimating the parameters of plain (non-spliced, non-mixing) distribution models

Usage

fitPlain(cell, family)

Arguments

cell	list containing the data in the component cell$Loss
family	distribution family

Value

Returns a sevdist object of type 'plain' with the given distribution fitted to the loss data.

Author(s)

Marius Pfeuffer

Examples

data(lossdat)
fitPlain(lossdat[[1]],"lnorm")

Example output

Call:
NULL

Severity Distribution Object:
---
Distribution Type: [1] "plain"
---
Distribution Family: [1] "lnorm"
Parameters: [1] 6.487373 1.071846

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