plot.backtestVaR: Plotting for VaR Backtest

In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager

Description

Plotting method for VaR Backtest

Usage

## S3 method for class 'backtestVaR'
plot(x, y, ..., pch = NULL, main = "VaR Backtest",
  ylim = NULL, colorset = NULL, legendLoc = NULL, legendCex = 0.8)

Arguments

x	backtestVaR object created with backtestVaR.
y	not used.
pch	plotting 'character' for the violation points, same as in plot. If NULL, violation points will not be plotted.
main	the main title
ylim	limits for the y-axis, same as in plot.
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 plot.

Examples

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")

GARPFRM documentation built on May 2, 2019, 5:45 p.m.