plot,fEGarch_risk,ANY-method {fEGarch}R Documentation

Plotting of Risk Measure Results (Base R)

Description

Plot risk measure results returned by measure_risk as a points-over-threshold plot in style of base R plots.

Usage

## S4 method for signature 'fEGarch_risk,ANY'
plot(x, y = NULL, which = NULL, ...)

Arguments

x

an object returned by measure_risk.

y

for compatibility but without use.

which

one of the levels of VaR and ES saved in object, usually either 0.975 or 0.99 by default.

...

without use.

Value

Returns nothing but produces a base R plot in the plot window.

Examples

window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2003-12-31")

egarch_spec() %>%
 fEGarch(rt = rt, n_test = 250) %>%
 predict_roll() %>%
 measure_risk() %>%
 plot(which = 0.99)



[Package fEGarch version 1.0.1 Index]