Create parameters for ELT simulation
create_elt(dt, ann_rate, mu, sdev_i, sdev_c, expval)
| dt | an ELT (Event Loss Table) |
|---|---|
| ann_rate | a vector of annual rates for each event |
| mu | a vector of mean event loss |
| sdev_i | a vector of independent standard deviations |
| sdev_c | a vector of correlated standard deviations |
| expval | the total values exposed in each event |
a data.table object with mean damage ratio, total standard deviation and alpha/beta parameters
create_elt (eltr::example_elt, ann_rate="rate", mu="mean", sdev_i = "sdevi" , sdev_c = "sdevc", expval = "exp")#> id rate mean sdevi sdevc exp mdr sdev cov alpha #> 1: 1 0.10 500 500 200 100000 0.0050000 700 1.40 0.502653061 #> 2: 2 0.10 200 400 100 5000 0.0400000 500 2.50 0.113600000 #> 3: 3 0.20 300 200 400 40000 0.0075000 600 2.00 0.240625000 #> 4: 4 0.10 100 300 500 4000 0.0250000 800 8.00 -0.009765625 #> 5: 5 0.20 500 100 200 2000 0.2500000 300 0.60 1.833333333 #> 6: 6 0.25 200 200 500 50000 0.0040000 700 3.50 0.077306122 #> 7: 7 0.01 1000 500 600 100000 0.0100000 1100 1.10 0.808181818 #> 8: 8 0.12 250 300 100 5000 0.0500000 400 1.60 0.321093750 #> 9: 9 0.14 1000 500 200 6000 0.1666667 700 0.70 1.534013605 #> 10: 10 0.00 10000 1000 500 1000000 0.0100000 1500 0.15 43.990000000 #> beta random_num #> 1: 100.0279592 0.081967213 #> 2: 2.7264000 0.081967213 #> 3: 31.8427083 0.163934426 #> 4: -0.3808594 0.081967213 #> 5: 5.5000000 0.163934426 #> 6: 19.2492245 0.204918033 #> 7: 80.0100000 0.008196721 #> 8: 6.1007812 0.098360656 #> 9: 7.6700680 0.114754098 #> 10: 4355.0100000 0.000000000