zoombox: Function for zooming onto a matplot(x, y, ...).

In tailloss: Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution

Description

Function for zooming onto a matplot(x, y, ...).

Usage

zoombox(x, y, x0, y0 = c(0, 0.05), y1 = c(0.1, 0.6), ...)

Arguments

x,y	Vectors or matrices of data for plotting. The number of rows should match. If one of them are missing, the other is taken as y and an x vector of 1:n is used. Missing values (NAs) are allowed.
x0	range of x to zoom on.
y0	range of y to zoom on. The default value is y0 = c(0,0.05)
y1	range of y where to put the zoomed area. The default value is y1 = c(0.1,0.6)
...	Arguments to be passed to methods, such as graphical parameters (see par).

See Also

matplot, plot

Examples

data(UShurricane)

# Compress the table to millions of dollars

USh.m <- compressELT(ELT(UShurricane), digits = -6)
s <- seq(1,40)
EPC <- matrix(NA, length(s), 6)
colnames(EPC) <- c("Panjer", "MonteCarlo", "Markov",
 "Cantelli", "Moment", "Chernoff")
EPC[, 1] <- fPanjer(USh.m, s = s)[, 2]
EPC[, 2] <- fMonteCarlo(USh.m, s = s)[, 2]
EPC[, 3] <- fMarkov(USh.m, s = s)[, 2]
EPC[, 4] <- fCantelli(USh.m, s = s)[, 2]
EPC[, 5] <- fMoment(USh.m, s = s)[, 2]
EPC[, 6] <- fChernoff(USh.m, s = s)[, 2]
matplot(s, EPC, type = "l", lwd = 2, xlab = "s", ylim = c(0, 1), lty = 1:6,
  ylab = expression(plain(Pr)(S>=s)), main = "Exceedance Probability Curve")
zoombox(s, EPC, x0 = c(30, 40), y0 = c(0, .1), y1 = c(.3, .6), type = "l", lwd = 2, lty = 1:6)
legend("topright", legend = colnames(EPC), lty = 1:6, col = 1:6, lwd = 2)

tailloss documentation built on May 2, 2019, 4:18 a.m.