[Returnanalytics-commits] r3190 - pkg/PerformanceAnalytics/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Sep 26 17:40:34 CEST 2013
Author: peter_carl
Date: 2013-09-26 17:40:34 +0200 (Thu, 26 Sep 2013)
New Revision: 3190
Modified:
pkg/PerformanceAnalytics/R/chart.VaRSensitivity.R
Log:
- added ylim so that axis can be adjusted
Modified: pkg/PerformanceAnalytics/R/chart.VaRSensitivity.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.VaRSensitivity.R 2013-09-26 15:21:47 UTC (rev 3189)
+++ pkg/PerformanceAnalytics/R/chart.VaRSensitivity.R 2013-09-26 15:40:34 UTC (rev 3190)
@@ -47,7 +47,7 @@
#'
#' @export
chart.VaRSensitivity <-
-function (R, methods = c("GaussianVaR", "ModifiedVaR", "HistoricalVaR","GaussianES", "ModifiedES", "HistoricalES"), clean=c("none", "boudt", "geltner"), elementcolor="darkgray", reference.grid=TRUE, xlab = "Confidence Level", ylab="Value at Risk", type = "l", lty = c(1,2,4), lwd = 1, colorset = (1:12), pch = (1:12), legend.loc = "bottomleft", cex.legend = 0.8, main=NULL,...)
+function (R, methods = c("GaussianVaR", "ModifiedVaR", "HistoricalVaR","GaussianES", "ModifiedES", "HistoricalES"), clean=c("none", "boudt", "geltner"), elementcolor="darkgray", reference.grid=TRUE, xlab = "Confidence Level", ylab="Value at Risk", type = "l", lty = c(1,2,4), lwd = 1, colorset = (1:12), pch = (1:12), legend.loc = "bottomleft", cex.legend = 0.8, main=NULL, ylim=NULL, ...)
{ # @author Peter Carl
R = checkData(R)
@@ -106,7 +106,8 @@
# print(risk)
risk.columns = ncol(risk)
- ylim=c(min(risk),max(risk))
+ if(is.null(ylim))
+ ylim=c(min(risk),max(risk))
xlim=c(min(p), max(p))
if(is.null(main))
main=paste("Risk Confidence Sensitivity of ", columnnames[1], sep="")
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