Export Main Results

Description

This method provides an easy way to export the main results of the portfolio (i.e. after running analyze). A summary file and the portfolio loss distribution (PDF and CDF) are exported to path.out. With the help of file.format one can specify the csv format (“csv1” or “csv2”). If a vector alpha of loss levels is specified, risk contributions to EC, VaR and ES are also exported according to level(s) alpha.

Usage

1
export(this,path.out,file.format,alpha)

Arguments

this

Object of class GCPM

path.out

string specifying the output path

file.format

string specifying the file format (i.e “csv1” or “csv2”)

alpha

numeric vector with loss levels between 0 and 1

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