This directory contains files for the Collins and Lowe total loss model.
The data files are generated from the LossModel code when run with WinBugs.
THe model is converted to run with Jags.

The data used is from 1900-2008 
THe model sets a threshold of 10^9 for the total loss data.
We examine the probability distribution for extreme losses using a Bayesian model.
The model is run first to initials the samples.

To run the model you WILL need rjags package (and on Linux/Macintosh you must install jags first and then install rjags see notes: http://www-fis.iarc.fr/~martyn/software/jags/
To run the Gui interface you need
1. gWidgets package and a driver such as gWidgetsRGtk2 has been tried with gWidgetsrJava (does not and will not work on the MAC), gWidgetstcltk (works ok)
2. In windows the installation is seamless (as for now). se http://wiener.math.csi.cuny.edu/pmg/ for details

The files used

DATA FILES:    
covariates.txt             Sample Covariates
jagsgpd.txt                GPD model in JAGS /WinBugs format
jagsgpddata.txt            Data in JAGS format as assignments (for environment)
jagsgpdinit.txt            Initializations for JAGS. Note requirement to set Xi > 0 to avoid initialization problems

SOURCE files
JagsExampleGpdfunctions.R  Source for all JAGS function used in code not needed if samples are generated or diagnostics not required
SavedObjects.R             Required if users do not want to rerun JAGS sampler contains objects and code to generate posterior distributions.
GuiInterface.R             Gui Interface code
guilist.R                  Parameter list and selection widgets (as a list for the function tomgeneric a generic caller
LossGui.R                  The main file source this file

readme.txt                 This file ;)