f_plot_distrib_2D {atRisk}

Plot of historical distributions in 2D

Description

This function allows to create a plot in 2D of historical distributions.

Usage

f_plot_distrib_2D(
  m_param_histo,
  type_function,
  database,
  x_lab,
  y_lab,
  x_min,
  x_max
)

Arguments

m_param_histo

Numeric matrix containing the parameters of the f_param_histo function

type_function

String argument specifying the distribution type ("gaussian" or "skew-t")

database

Dataframe containing the data, with dates in the first column and dependent variable in the second column

x_lab

String optional argument for the x axis title (default value = x)

y_lab

String optionalargument for the y axis title (default value = y)

x_min

Numeric optional argument (default value = -15)

x_max

Numeric optional argument (default value = 10)

Value

A plot of historical distributions with the median, four quantiles (5th, 25th, 75th, 95th) and the realized dependent variable.

Examples

# Import data
data(data_US)

data(data_param_histo)

results_plot_2D <- f_plot_distrib_2D(m_param_histo=data_param_histo,
type_function="skew-t",
database=data_US,
x_lab="US GDP variation",
y_lab="Year")