R Observatory: Metrics for OpVaR version 1.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2024-01-22. Its history is shown below.

Reason: email to the maintainer is undeliverable

Details below reflect version 1.2, its last release before removal.

OpVaR

1.2Package record

Statistical Methods for Modelling Operational Risk

0packages depend

–downloads / year

–test coverage

–flavors OK

Overview

About

Maintained by Christina ZouCRAN page ↗

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) doi:10.1023/A:1024072610684) or spliced distributions using Maximum Likelihood estimation and Bayesian approaches (Ergashev et al. (2013) doi:10.21314/JOP.2013.131). In particular, the parametrization of tail distributions includes the fitting of Tukey-type distributions (Kuo and Headrick (2014) doi:10.1155/2014/645823). 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) doi:10.21314/JOP.2010.084 to determine the value-at-risk.

Install

R (source archive)

url <- "https://cran.r-project.org/src/contrib/Archive/OpVaR/OpVaR_1.2.tar.gz"
pkgFile <- "OpVaR_1.2.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (1.2) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.2

READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 23includes a package overview page
Examples that run: 82%18 run in a plain check · 3 only when donttest examples are enabled (R CMD check --as-cran) · 1 never run
Exported functions with examples: 100%
Documented parameters: 95%
Return-value docs: 57%
Help pages citing references: 43%

How these are measured

Downloads

Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Also on35 r2u9 autocran43 c2d4u

How downloads are counted

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (8)

VineCopula tea actuar truncnorm ReInsMASSpracma evmix

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (10)

Christina Zou

Author, Maintainer since 1.0 (2018)

Marius Pfeuffer

Author

Matthias Fischer

Author

Nina Buoni

Contributor · added in 1.2

Contributor

Contributor

Contributor

Contributor

Contributor

Contributor

Releases (4)

Pick two releases to compare their code metrics.

R
R 4.4.0 released · 2024-04-24
archivedRemoved from CRAN
2024-01-22
email to the maintainer is undeliverable
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.2
record
2021-09-08 · diff ↗ ·
added 1 export
qqplot.sevdist
R
R 4.1.0 released · 2021-05-18
unarchivedReturned to CRAN
2020-07-02
1.1.1
record
2020-07-02 · diff ↗
R
R 4.0.0 released · 2020-04-24
archivedRemoved from CRAN
2020-02-14
requires archived package 'tea'
R
R 3.6.0 released · 2019-04-26
1.0.5
record
2018-05-29 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.0
record
2018-01-09
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2018-01-09
Total releases: 4 / 8 yrs
License: GPL-3 OSI
Bundled data: 36 KB / 1 file

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("OpVaR")

Format

Zou, C., Pfeuffer, M., Fischer, M., Buoni, N., Dehler, K., Derfuss, N., Graswald, B., Moestel, L., Wang, J., & Wicht, L. (n.d.). OpVaR: Statistical Methods for Modelling Operational Risk (Version 1.2) [Computer software]. Retrieved October 19, 2026, from https://CRAN.R-project.org/package=OpVaR

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for OpVaR version 1.2 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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