Description Usage Arguments Value See Also Examples
Function plotting histograms of frequency of losses.
1 |
data |
two-dimensional data object; the first column of |
period |
describes how data should be agregated; possible |
wknd |
a logical value indicating whether weekend days ( |
crt |
correction indicates how many days should be excluded from the time horizon; it is designed for holidays and only for |
begin |
period begin date; if not given, it would be minimum from loss dates |
end |
period end date; if not given, it would be maximum from loss dates |
... |
further arguments passed to |
Table y
indicating how many days/weeks/months/quarters (depending on period
) there was with 0,1,2,... losses.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 | # data comes from risk category called "Execution, Delivery & Process Management"
# and from business line called "Payment & Settlement"
# the first example:
data(loss.data.object)
x<- read.loss(5,5,loss.data.object)
hist.period(x,"weeks")
# the second example:
data(loss.data.object)
x<- read.loss(5,5,loss.data.object)
z<- {}
par(mfrow=c(2,2))
z$days <- hist.period(x,"days",col = "pink1")
z$weeks <- hist.period(x,"weeks",col = "lightblue")
z$months <- hist.period(x,"months",col = "khaki1" )
z$quarters <- hist.period(x,"quarters",col = "lightgreen")
z
# the third example:
data(loss.data.object)
x<- read.loss(5,5,loss.data.object)
y<- {}
# begin and end dates would be given:
par(mfrow=c(2,2))
y$days <- hist.period(x,"days",col = "pink1",begin="2010-01-01",end="2010-12-31")
y$weeks <- hist.period(x,"weeks",col = "lightblue",begin="2010-01-01",end="2010-12-31")
y$months <- hist.period(x,"months",col = "khaki1",begin="2010-01-01",end="2010-12-31")
y$quarters <- hist.period(x,"quarters",col = "lightgreen",begin="2010-01-01",end="2010-12-31")
y # compare with z from the previous example
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