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 |
y |
for compatibility but without use. |
which |
one of the levels of VaR and ES saved in
|
... |
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]