loss.matrix: Creates loss matrix

In barryrowlingson/opVaR: Computes operational risk

Description

Function creating a loss matrix for a given loss data, risk categories and business lines.

Usage

loss.matrix(data)

Arguments

data	argument must be of loss.data.object type

Value

Returns matrix of losses in business lines and risk categories. For returned matrix D, i being number of business line and j number of risk category respectively, D[i,1,j] is maximum loss, D[i,2,j] mean loss, D[i,3,j] minimum loss, D[i,4,j] number of losses.

See Also

read.loss, loss.data.object, loss.matrix.image

Examples

data(loss.data.object)
D <- loss.matrix(loss.data.object)
D # see also loss.matrix.image

barryrowlingson/opVaR documentation built on May 11, 2019, 7:24 p.m.