# lossdat: Example loss data set In OpVaR: Statistical Methods for Modeling Operational Risk

## Description

A minimal loss data set comprising 4 cells (referring to a 2x2 business line/event type operational risk setting).

## Usage

 `1` ```data("lossdat") ```

## Format

The format is: List of 4 \$ :'data.frame': 1965 obs. of 3 variables: ..\$ Loss : num [1:1965] 1877 1807 918 1480 1218 ... ..\$ Period: num [1:1965] 1 1 1 1 1 1 1 1 1 1 ... ..\$ Date : Date[1:1965], format: "2016-12-30" "2016-12-25" "2016-12-22" ... \$ :'data.frame': 2025 obs. of 3 variables: ..\$ Loss : num [1:2025] 181 610 961 1312 259 ... ..\$ Period: num [1:2025] 1 1 1 1 1 1 1 1 1 1 ... ..\$ Date : Date[1:2025], format: "2016-12-30" "2016-12-30" "2016-12-28" ... \$ :'data.frame': 1995 obs. of 3 variables: ..\$ Loss : num [1:1995] 1334 1067 1068 714 1590 ... ..\$ Period: num [1:1995] 1 1 1 1 1 1 1 1 1 1 ... ..\$ Date : Date[1:1995], format: "2016-12-31" "2016-12-28" "2016-12-26" ... \$ :'data.frame': 1941 obs. of 3 variables: ..\$ Loss : num [1:1941] 650 847 242 513 264 ... ..\$ Period: num [1:1941] 1 1 1 1 1 1 1 1 1 1 ... ..\$ Date : Date[1:1941], format: "2016-12-31" "2016-12-28" "2016-12-22" ...

## Details

4 cells with Losses, Time Stamp and Discrete-Time Period (referring to e.g., a quarterly or annual basis).

## Source

Hypothetical, simulated example with bivariate dependencies between loss frequencies and severities

## Examples

 ```1 2``` ```data(lossdat) summary(lossdat) ```

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