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R/fitDependency.R
In OpVaR: Statistical Methods for Modelling Operational Risk
Defines functions
fitDependency
Documented in
fitDependency
fitDependency=function(cell,copula_family,method="mle"){
freq_x=as.numeric(table(cell$Period))
freq_u=VineCopula::pobs(rep(freq_x,freq_x))
sev_u=VineCopula::pobs(cell$Loss)
copfit=VineCopula::BiCopEst(freq_u,sev_u,copula_family,method=method)
copfit
}
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OpVaR documentation built on Sept. 8, 2021, 5:07 p.m.
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Defines functions fitDependency
Documented in fitDependency
fitDependency=function(cell,copula_family,method="mle"){
freq_x=as.numeric(table(cell$Period))
freq_u=VineCopula::pobs(rep(freq_x,freq_x))
sev_u=VineCopula::pobs(cell$Loss)
copfit=VineCopula::BiCopEst(freq_u,sev_u,copula_family,method=method)
copfit
}
Try the OpVaR package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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