[Uwgarp-commits] r65 - pkg/GARPFRM/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Feb 8 03:33:07 CET 2014
Author: tfillebeen
Date: 2014-02-08 03:33:06 +0100 (Sat, 08 Feb 2014)
New Revision: 65
Modified:
pkg/GARPFRM/R/EWMA.R
Log:
Plot done
Modified: pkg/GARPFRM/R/EWMA.R
===================================================================
--- pkg/GARPFRM/R/EWMA.R 2014-02-08 02:26:46 UTC (rev 64)
+++ pkg/GARPFRM/R/EWMA.R 2014-02-08 02:33:06 UTC (rev 65)
@@ -150,9 +150,9 @@
# EWMA plotting for var
#' @export
-plot.EWMAVar <- function(object,asset1, asset2){
+plot.EWMAVar <- function(object,asset1){
tmp = getCov(object,asset1)
- plot(y=tmp, type="l", xlab="Time", ylab="Var", lwd=2, col="blue",
+ plot(x=time(as.zoo(tmp)),y=tmp, type="l", xlab="Time", ylab="Var", lwd=2, col="blue",
main="EWMA Var");
grid()
abline(h=var(object$y_data), lwd=2, col="red")
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