Usage
chart.VaRSensitivity(R,
methods = c("GaussianVaR", "ModifiedVaR", "HistoricalVaR", "GaussianES", "ModifiedES", "HistoricalES"),
clean = c("none", "boudt", "geltner"),
elementcolor = "darkgray", reference.grid = TRUE,
xlab = "Confidence Level", ylab = "Value at Risk",
type = "l", lty = c(1, 2, 4), lwd = 1,
colorset = (1:12), pch = (1:12),
legend.loc = "bottomleft", cex.legend = 0.8,
main = NULL, ...)
Arguments
R
an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns
methods
one or more calculation methods indicated
"GaussianVaR", "ModifiedVaR", "HistoricalVaR",
"GaussianES", "ModifiedES", "HistoricalES". See
VaR
or ES
for more deta clean
method for data cleaning through
Return.clean
. Current options are "none" or
"boudt" or "geltner". elementcolor
the color used to draw chart
elements. The default is "darkgray"
reference.grid
if true, draws a grid aligned with
the points on the x and y axes
ylab
set the y-axis label, same as in
plot
xlab
set the x-axis label, same as in
plot
type
set the chart type, same as in
plot
lty
set the line type, same as in
plot
lwd
set the line width, same as in
plot
colorset
color palette to use, set by default to
rational choices
pch
symbols to use, see also plot
legend.loc
places a legend into one of nine
locations on the chart: bottomright, bottom, bottomleft,
left, topleft, top, topright, right, or center.
cex.legend
The magnification to be used for sizing
the legend relative to the current setting of 'cex'.
main
set the chart title, same as in
plot
...
any other passthru parameters