Usage
chart.BarVaR(R, width = 0, gap = 12, risk.line = TRUE, method = c("ModifiedVaR","VaR","StdDev"),
reference.grid = TRUE, xaxis = TRUE, main = "Title", ylab="Value", xlab="Date",
date.format = "%m/%y", xlim = NA, ylim = NA, lwd = 1, colorset =(1:12),
p=.99, lty = "13", all = FALSE, ...)Arguments
R
a vector, matrix, data frame, timeSeries or zoo object of asset returns
width
periods specified for rolling-period calculations. Note that VaR and Std Dev with width=0 are calculated from the start of the timeseries
gap
numeric number of periods from start of series to use to train risk calculation
method
one of StdDev, VaR, or ModifiedVaR, default ModifiedVaR
p
confidence level for VaR or ModifiedVaR calculation, default is .99
risk.line
if risk.line is set to FALSE, then this function just draws the underlying bar chart
reference.grid
if true, draws a grid aligned with the points on the x and y axes
xaxis
if true, draws the x axis
main
set the chart title, same as in plot ylab
set the y-axis label, same as in plot xlab
set the x-axis label, same as in plot date.format
re-format the dates for the xaxis; the default is "%m/%y"
xlim
set the x-axis limit, same as in plot ylim
set the y-axis limit, same as in plot lwd
set the line width, same as in plot lty
set the line type, same as in plot all
if TRUE, calculates risk lines for each column given in R. If FALSE, only calculates the risk line for the first column
colorset
color palette to use, set by default to rational choices
...
any other passthru parameters