MEFPlot: Mean Excess Function Plot

Description Usage Arguments Author(s) References Examples

View source: R/MEFPlot.R

Description

Plots mean-excess function values of the data set.

Usage

1
MEFPlot(Ra)

Arguments

Ra

Vector data

Author(s)

Dinesh Acharya

References

Dowd, K. Measuring Market Risk, Wiley, 2007.

Examples

1
2
3
# Plots mean-excess function values
   Ra <- rnorm(1000)
   MEFPlot(Ra)

Example output

Loading required package: bootstrap
Loading required package: MASS
Loading required package: forecast

Dowd documentation built on May 2, 2019, 10:16 a.m.