MEFPlot {Dowd} | R Documentation |
Mean Excess Function Plot
Description
Plots mean-excess function values of the data set.
Usage
MEFPlot(Ra)
Arguments
Ra |
Vector data |
Author(s)
Dinesh Acharya
References
Dowd, K. Measuring Market Risk, Wiley, 2007.
Examples
# Plots mean-excess function values
Ra <- rnorm(1000)
MEFPlot(Ra)
[Package Dowd version 0.12 Index]