R/fitWeights.R
In OpVaR: Statistical Methods for Modelling Operational Risk

fitWeights <- function(cell, thresh){
  n.body = length(which(cell$Loss <= thresh))
  n.total = length(cell$Loss)
  return(n.body/n.total)
}

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

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