plot-methods {GCPM}

Plot of the Portfolio Loss Distribution

Description

Plot of the estimated pdf of the portfolio loss distribution.

Usage

plot(x,y,...)

Arguments

x

Object of class GCPM

y

plot unit for losses (x-axis), default value = 1

...

Further arguments such as:
alpha If provided vertical lines are added, representing value at risk and expected shortfall on level(s) alpha or
nbins number of supporting points, default value = 100