DynamicRate: Function For Calculating Dynamic Rate Parameters For ELTs

Description Usage Arguments Examples

Description

This function allows you to calculate rate parameters for event loss tables (ELTs).

Usage

1
2
DynamicRate(elt = NULL, mixture_distribution = NULL, dispersion = 0,
  years = 10000, extreme_clusters = TRUE)

Arguments

elt

The data frame or array containing the elt. The first column should contain the annual rate and the second the expected loss.

mixture_distribution

The choice of mixing distribution. Takes values of "Lognormal" or "Bernoulli"

dispersion

The total amount of dispersion for all events, defined as the variance/mean -1

dynamic_rates

If TRUE then the rates include frequency-intensity dependence.

Examples

1

alasdairhunter/HazardLossModel documentation built on May 10, 2019, 8:50 a.m.