| OpVaR-package | Statistical Methods for Modelling Operational Risk |
| buildFreqdist | Building a freqdist object |
| buildMixingSevdist | Building a dynamic mixture model as a sevdist object |
| buildPlainSevdist | Building a sevdist object with a plain distribution |
| buildSplicedSevdist | Building a sevdist object with a spliced distribution |
| dgh | Tukey's gh Distribution |
| dgpd | Generalized Pareto Distribution |
| dmixing | Extended Dynamic Weighted Mixture Model |
| dsevdist | Evaluating Plain, Spliced or Mixing Severity Distributions |
| dspliced | Estimation of the threshold, the body and the tail parameters for a spliced distribution |
| evaluate | Building a dynamic mixture model as a sevdist object |
| fitDependency | Function for fitting bivariate Copulas |
| fitFreqdist | Fitting the frequency distribution |
| fitMixing | Maximum Likelihood Estimation |
| fitPlain | Fit plain distribution models |
| fitSpliced | Estimation of the threshold, the body and the tail parameters for a spliced distribution |
| fitSplicedBayesGammaGPD | Parameter Estimation for Spliced Distributions |
| fitSplicedBayesKDEGPD | Parameter Estimation for Spliced Distributions |
| fitSplicedBayesLognormGPD | Parameter Estimation for Spliced Distributions |
| fitSplicedBayesWeibullGPD | Parameter Estimation for Spliced Distributions |
| fitSplicedBestFit | Fitting a spliced distribution over a given data set |
| fitSplicedPar | Estimation of the threshold, the body and the tail parameters for a spliced distribution |
| fitThreshold | Threshold estimation for spliced distribution |
| fitWeights | Fitting the weights of the body and the tail for a spliced distribution |
| goftest | Goodness of fit tests for severity distributions |
| lossdat | Example loss data set |
| mcSim | Monte Carlo Simulation from opriskmodel objects for total loss estimation |
| OpVaR | Statistical Methods for Modelling Operational Risk |
| pgh | Tukey's gh Distribution |
| pgpd | Generalized Pareto Distribution |
| plot.sevdist | Density plot and Q-Q plot for plain, mixing, and spliced distributions |
| pmixing | Extended Dynamic Weighted Mixture Model |
| print.freqdist | Building a freqdist object |
| print.sevdist | Evaluating Plain, Spliced or Mixing Severity Distributions |
| psevdist | Evaluating Plain, Spliced or Mixing Severity Distributions |
| pspliced | Estimation of the threshold, the body and the tail parameters for a spliced distribution |
| qgh | Tukey's gh Distribution |
| qgpd | Generalized Pareto Distribution |
| qmixing | Extended Dynamic Weighted Mixture Model |
| qqplot.sevdist | Density plot and Q-Q plot for plain, mixing, and spliced distributions |
| qsevdist | Evaluating Plain, Spliced or Mixing Severity Distributions |
| qspliced | Estimation of the threshold, the body and the tail parameters for a spliced distribution |
| rgh | Tukey's gh Distribution |
| rgpd | Generalized Pareto Distribution |
| rmixing | Extended Dynamic Weighted Mixture Model |
| rsevdist | Evaluating Plain, Spliced or Mixing Severity Distributions |
| rspliced | Estimation of the threshold, the body and the tail parameters for a spliced distribution |
| sla | Single-Loss Approximation for Operational Value at Risk |
| VaR | Monte Carlo Simulation from opriskmodel objects for total loss estimation |