fEGarch (version 1.0.1)

plot,fEGarch_risk,ANY-method: Plotting of Risk Measure Results (Base R)

Description

Plot risk measure results returned by measure_risk as a points-over-threshold plot in style of base R plots.

Usage

# S4 method for fEGarch_risk,ANY
plot(x, y = NULL, which = NULL, ...)

Value

Returns nothing but produces a base R plot in the plot window.

Arguments

x

an object returned by measure_risk.

y

for compatibility but without use.

which

one of the levels of VaR and ES saved in object, usually either 0.975 or 0.99 by default.

...

without use.

Examples

window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2003-12-31")

egarch_spec() %>%
 fEGarch(rt = rt, n_test = 250) %>%
 predict_roll() %>%
 measure_risk() %>%
 plot(which = 0.99)