MEFPlot: Mean Excess Function Plot

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

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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