BootstrapESFigure {Dowd} | R Documentation |

## Plots figure of bootstrapped ES

### Description

Plots figure for the bootstrapped ES, for confidence level and holding period implied by data frequency.

### Usage

```
BootstrapESFigure(Ra, number.resamples, cl)
```

### Arguments

`Ra` |
Vector corresponding to profit and loss distribution |

`number.resamples` |
Number of samples to be taken in bootstrap procedure |

`cl` |
Number corresponding to Expected Shortfall confidence level |

### Author(s)

Dinesh Acharya

### References

Dowd, K. Measuring Market Risk, Wiley, 2007.

### Examples

```
# To be modified with appropriate data.
# Estimates 90% confidence interval for bootstrapped ES for 95%
# confidence interval
Ra <- rnorm(1000)
BootstrapESFigure(Ra, 500, 0.95)
```

[Package

*Dowd*version 0.12 Index]