autoplot,fEGarch_risk-method {fEGarch} | R Documentation |
Plotting of Risk Measure Results (ggplot2
)
Description
Plot risk measure results returned by measure_risk
as a points-over-threshold plot in style of ggplot2
.
Usage
## S4 method for signature 'fEGarch_risk'
autoplot(object, which = NULL, ...)
Arguments
object |
an object returned by |
which |
one of the levels of VaR and ES saved in
|
... |
without use. |
Value
Returns a ggplot2
plot object.
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() %>%
autoplot(which = 0.99)
[Package fEGarch version 1.0.1 Index]