[Returnanalytics-commits] r2135 - pkg/PerformanceAnalytics/sandbox/Meucci/demo
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jul 9 06:47:37 CEST 2012
Author: mkshah
Date: 2012-07-09 06:47:37 +0200 (Mon, 09 Jul 2012)
New Revision: 2135
Modified:
pkg/PerformanceAnalytics/sandbox/Meucci/demo/HermiteGrid_CVaR_Recursion.R
Log:
Correcting plot parameters
Modified: pkg/PerformanceAnalytics/sandbox/Meucci/demo/HermiteGrid_CVaR_Recursion.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/demo/HermiteGrid_CVaR_Recursion.R 2012-07-09 04:43:44 UTC (rev 2134)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/demo/HermiteGrid_CVaR_Recursion.R 2012-07-09 04:47:37 UTC (rev 2135)
@@ -120,13 +120,13 @@
x = seq(min(X), max(X), len = J)
tmp = market.pdf(x)
tmp = tmp / sum(tmp)
-plot( X, tmp )
+plot( t( X ), tmp )
plot( t( X ), p_[, ncol(p_)] )
plot( market.CVaR95, 0.0 )
plot( view.CVaR95, 0.0 )
# zoom here
-plot( X, tmp )
+plot( t( X ), tmp )
plot( t( X ), p_[, 1] )
plot( t( X ), p_[, 2] )
plot( t( X ), p_[, ncol(p_)] )
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