f_plot_distrib_3D {atRisk} | R Documentation |
Plot of historical distributions in 3D
Description
This function allows to create a plot in 3D of historical distributions.
Usage
f_plot_distrib_3D(
m_param_histo,
type_function,
v_date = NULL,
n_samples = 10000,
x_min = NULL,
x_max = NULL,
x_lab,
y_lab,
color_theme = c("#bd8e42", "#bebfbf")
)
Arguments
m_param_histo |
Numeric matrix containing the parameters of the f_param_histo function |
type_function |
String argument specifying the distribution type ("gaussian", "skew-gaussian" or "skew-t") |
v_date |
Vector optional of dates containing the full sample's dates (default value : daily dates starting from "1970-01-01") |
n_samples |
Number optional of samples for the plot (default value = 1000) |
x_min |
Numeric optional argument (default value = VaR 97.5) |
x_max |
Numeric optional argument (default value = VaR 2.5) |
x_lab |
String optional argument for the x axis title (default value = x) |
y_lab |
String optional argument for the y axis title (default value = y) |
color_theme |
A character vector specifying the color theme to use (default value c("#bd8e42", "#bebfbf")) |
Value
A plot in 3D of historical distributions
Examples
# Import data
data(data_US)
data(data_param_histo_US)
results_plot_3D <- f_plot_distrib_3D(m_param_histo=data_param_histo_US,
type_function="skew-t",
v_date=data_US[,1],
x_lab="US GDP variation",
y_lab="Year")