Other packages > Find by keyword >

OpVaR  

Statistical Methods for Modelling Operational Risk
View on CRAN: Click here


Download and install OpVaR package within the R console
Install from CRAN:
install.packages("OpVaR")

Install from Github:
library("remotes")
install_github("cran/OpVaR")

Install by package version:
library("remotes")
install_version("OpVaR", "1.2")



Attach the package and use:
library("OpVaR")
Maintained by
Christina Zou
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-01-09
Latest Update:
Description:
Functions for computing the value-at-risk in compound Poisson models. The implementation comprises functions for modeling loss frequencies and loss severities with plain, mixed (Frigessi et al. (2012) ) or spliced distributions using Maximum Likelihood estimation and Bayesian approaches (Ergashev et al. (2013) ). In particular, the parametrization of tail distributions includes the fitting of Tukey-type distributions (Kuo and Headrick (2014) ). Furthermore, the package contains the modeling of bivariate dependencies between loss severities and frequencies, Monte Carlo simulation for total loss estimation as well as a closed-form approximation based on Degen (2010) to determine the value-at-risk.
How to cite:
Christina Zou (2018). OpVaR: Statistical Methods for Modelling Operational Risk. R package version 1.2, https://cran.r-project.org/web/packages/OpVaR. Accessed 25 Aug. 2026.
Previous versions and publish date:
1.0.5 (2018-05-29 06:59), 1.0 (2018-01-09 19:28), 1.1.1 (2020-07-02 09:30), 1.2 (2021-09-08 18:00), (2026-07-09 08:15)
Other packages that cited OpVaR R package
View OpVaR citation profile
Other R packages that OpVaR depends, imports, suggests or enhances
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

missDiag  
Comparing Observed and Imputed Values under MAR and MCAR
Implements the computation of discrepancy statistics summarizing differences between the density of ...
Download / Learn more Package Citations See dependency  
hwep  
Hardy-Weinberg Equilibrium in Polyploids
Inference concerning equilibrium and random mating in autopolyploids. Methods are available to test ...
Download / Learn more Package Citations See dependency  
connectwidgets  
Organize and Curate Your Content Within 'Posit Connect'
A collection of helper functions and 'htmlwidgets' to help publishers curate content collections on ...
Download / Learn more Package Citations See dependency  
commonsMath  
JAR Files of the Apache Commons Mathematics Library
'Java' JAR files for the Apache Commons Mathematics Library for use by users and other packages. ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA