export-methods {GCPM}

Export Main Results

Description

This method provides an easy way to export the main results of the portfolio (i.e. after running analyze). A summary file and the portfolio loss distribution (PDF and CDF) are exported to path.out. With the help of file.format one can specify the csv format (“csv1” or “csv2”). If a vector alpha of loss levels is specified, risk contributions to EC, VaR and ES are also exported according to level(s) alpha.

Usage

export(this,path.out,file.format,alpha)

Arguments

this

Object of class GCPM

path.out

string specifying the output path

file.format

string specifying the file format (i.e “csv1” or “csv2”)

alpha

numeric vector with loss levels between 0 and 1