VaR.norm.plots {VaR} | R Documentation |
This function produces some diagnostic plots for VaR calculation in lognormal approximation.
VaR.norm.plots(z)
z |
An object returned by VaR.norm() function |
Returns plots of daily log return and of daily log return histogram with
the best fit provided by VaR.norm()
.
T. Daniyarov
data(exchange.rates) attach(exchange.rates) y <- USDJPY[!is.na(USDJPY)] z <- VaR.norm(y) VaR.norm.plots(z) detach(exchange.rates)