barryrowlingson/opVaR: Computes operational risk

opVaR package computes operational risk by Monte Carlo simulation performed by \code{\link{mc}} function. It provides reading losses, merges them by chosen periods, fits frequency and severity distributions. Finally, VaR is computed basing on simulated yearly losses.

Getting started

Package details

AuthorAnna Patrycja Zalewska
MaintainerAnna Patrycja Zalewska <[email protected]>
LicenseGPL-3
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("barryrowlingson/opVaR")
barryrowlingson/opVaR documentation built on June 4, 2017, 1:15 a.m.