VaR.gpd.plots {VaR} | R Documentation |
This function produces some diagnostic plots for VaR estimation using
output of VaR.gpd
function.
VaR.gpd.plots(z)
z |
Output of VaR.gpd function |
Returns plots of daily return (%), fit of sample distribution, quantile plot, loglikelihood functions for VaR and ES.
T. Daniyarov
data(exchange.rates) attach(exchange.rates) y <- USDJPY[!is.na(USDJPY)] z <- VaR.gpd(y) VaR.gpd.plots(z) detach(exchange.rates)