# NOT RUN {
# Plot of IF with nuisance parameter with return value
outIF <- IF.VaR(returns = NULL, evalShape = TRUE,
retVals = NULL, nuisPars = NULL,
IFplot = TRUE, IFprint = TRUE)
data(edhec, package = "PerformanceAnalytics")
colnames(edhec) = c("CA", "CTAG", "DIS", "EM","EMN", "ED", "FIA",
"GM", "LS", "MA", "RV", "SS", "FoF")
# Plot of IF a specified TS
outIF <- IF.VaR(returns = edhec[,"CA"], evalShape = TRUE,
retVals = seq(-0.1, 0.1, by = 0.001), nuisPars = NULL,
IFplot = TRUE, IFprint = TRUE)
# Computing the IF of the returns (with prewhitening) with a plot of IF TS
outIF <- IF.VaR(returns = edhec[,"CA"], evalShape = FALSE,
retVals = NULL, nuisPars = NULL,
IFplot = TRUE, IFprint = TRUE,
prewhiten = FALSE)
# }
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