ELT {tailloss} | R Documentation |
Function to create an ELT object
ELT(X = NULL, Rate = NULL, Loss = NULL, ID = NULL)
X |
Data frame containing at least two numeric columns. The column |
Rate |
Positive numeric vector of arrival rates |
Loss |
Positive numeric vector of losses |
ID |
Vector event ID. |
An object ELT, a data frame with 3 columns. The column ID
contains the ID of each event. The column Rate
contains the arrival rates of a single occurrence of event. The column Loss
contains the expected losses from each single occurrence of event.
rate <- c(.1, .02, .05)
loss <- c(2, 5, 7)
ELT(Rate = rate, Loss = loss)
# Same as
rl <- data.frame(Rate = rate, Loss = loss)
ELT(rl)