MEFPlot function

Mean Excess Function Plot

Plots mean-excess function values of the data set.

MEFPlot(Ra)

Arguments

• Ra: Vector data

Examples

# Plots mean-excess function values
   Ra <- rnorm(1000)
   MEFPlot(Ra)

Author(s)

Dinesh Acharya

References

Dowd, K. Measuring Market Risk, Wiley, 2007.