Plot of the estimated pdf of the portfolio loss distribution.
Object of class GCPM
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
Questions? Problems? Suggestions? Tweet to @rdrrHQian@mutexlabs.com.
Please suggest features or report bugs with the GitHub issue tracker.
All documentation is copyright its authors; we didn't write any of that.