chart.BarVaR(R, width = 0, gap = 1, risk.line = TRUE, method = "ModifiedVaR", reference.grid = TRUE, xaxis = TRUE, main = "Title", ylab = "Value", xlab = "Date", date.format = "%m/%y", xlim = NA, ylim = NA, lwd = 1, colorset = (1:12), p = 0.99, ...)
StdDev
, VaR
, or ModifiedVaR
VaR
or ModifiedVaR
calculation, default is .99FALSE
, then this function just draws the underlying bar chartplot
plot
plot
plot
plot
plot
StdDev
and VaR
are symmetric calculations, so a high and low measure will be plotted. ModifiedVaR
, on the other hand, is assymetric and only a lower bound will be drawn.chart.TimeSeries
plot
VaR
VaR.CornishFisher
data(edhec)
chart.BarVaR(edhec[,"Funds.of.Funds",drop=FALSE], main="Monthly Returns")
chart.BarVaR(edhec[,"Funds.of.Funds",drop=FALSE], main="Monthly Returns", method="VaR")
chart.BarVaR(edhec[,"Funds.of.Funds",drop=FALSE], main="Monthly Returns", method="StdDev", n=36)
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