Description Usage Arguments Examples
Plotting method for VaR Backtest
1 2 3 |
x |
backtestVaR object created with |
y |
not used. |
pch |
plotting 'character' for the violation points, same as in
|
main |
the main title |
ylim |
limits for the y-axis, same as in |
colorset |
colorset for plotting the VaR forecasts. The length of colorset should be equal to the number of VaR methods. |
legendLoc |
legend location. If NULL, no legend is plotted. |
legendCex |
numerical value giving the amount by which the legend. text should be magnified relative to the default. |
... |
passthrough parameters to |
1 2 3 4 | data(crsp_weekly)
R <- largecap_weekly[, 1]
backtest <- backtestVaR(R, window=100, p=0.95, method=c("gaussian", "historical", "modified"))
plot(backtest, pch=18, legendLoc="topright")
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