plot-methods: Plot of the Portfolio Loss Distribution
In GCPM: Generalized Credit Portfolio Model
Description
Plot of the estimated pdf of the portfolio loss distribution.
Usage
1
Arguments
x
Object of class GCPM
y
plot unit for losses (x-axis), default value = 1
...
Further arguments such as:
alpha If provided vertical lines are added, representing value
at risk and expected shortfall on level(s) alpha or
nbins number of supporting points, default value = 100
GCPM documentation built on May 1, 2019, 8:50 p.m.
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Description
Plot of the estimated pdf of the portfolio loss distribution.
Usage
1 |
Arguments
x |
Object of class |
y |
plot unit for losses (x-axis), default value = 1 |
... |
Further arguments such as: |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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