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Version 2.1.1  (2005-06-20), ISBN 3-900051-07-0

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> ### * <HEADER>
> ###
> attach(NULL, name = "CheckExEnv")
> assign(".CheckExEnv", as.environment(2), pos = length(search())) # base
> ## add some hooks to label plot pages for base and grid graphics
> setHook("plot.new", ".newplot.hook")
> setHook("persp", ".newplot.hook")
> setHook("grid.newpage", ".gridplot.hook")
> 
> assign("cleanEx",
+        function(env = .GlobalEnv) {
+ 	   rm(list = ls(envir = env, all.names = TRUE), envir = env)
+            RNGkind("default", "default")
+ 	   set.seed(1)
+    	   options(warn = 1)
+ 	   delayedAssign("T", stop("T used instead of TRUE"),
+ 		  assign.env = .CheckExEnv)
+ 	   delayedAssign("F", stop("F used instead of FALSE"),
+ 		  assign.env = .CheckExEnv)
+ 	   sch <- search()
+ 	   newitems <- sch[! sch %in% .oldSearch]
+ 	   for(item in rev(newitems))
+                eval(substitute(detach(item), list(item=item)))
+ 	   missitems <- .oldSearch[! .oldSearch %in% sch]
+ 	   if(length(missitems))
+ 	       warning("items ", paste(missitems, collapse=", "),
+ 		       " have been removed from the search path")
+        },
+        env = .CheckExEnv)
> assign("..nameEx", "__{must remake R-ex/*.R}__", env = .CheckExEnv) # for now
> assign("ptime", proc.time(), env = .CheckExEnv)
> grDevices::postscript("VaR-Examples.ps")
> assign("par.postscript", graphics::par(no.readonly = TRUE), env = .CheckExEnv)
> options(contrasts = c(unordered = "contr.treatment", ordered = "contr.poly"))
> options(warn = 1)    
> library('VaR')
> 
> assign(".oldSearch", search(), env = .CheckExEnv)
> assign(".oldNS", loadedNamespaces(), env = .CheckExEnv)
> cleanEx(); ..nameEx <- "DJIA"
> 
> ### * DJIA
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: DJIA
> ### Title: Daily Closing Prices of Stocks in The Dow Jones 30 Industrial
> ###   Index
> ### Aliases: DJIA
> ### Keywords: datasets
> 
> ### ** Examples
> 
>  data(DJIA)
>  attach(DJIA)
>  plot(Date,IBM, xlab = "Time", ylab = "Close Price", main = "Stock Close Prices vs. Day", type = "l")
>  axis.POSIXct(1, Date)
>  detach(DJIA)
> 
> 
> 
> cleanEx(); ..nameEx <- "VaR.backtest"
> 
> ### * VaR.backtest
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: VaR.backtest
> ### Title: Backtest of VaR Estimation
> ### Aliases: VaR.backtest
> ### Keywords: htest
> 
> ### ** Examples
> 
> data(exchange.rates)
> attach(exchange.rates)
> y <- USDJPY[!is.na(USDJPY)]
> z <- VaR.norm(y)
> VaR.backtest(z$cdata, z$VaR, p = 0.01)
[1] 0.004052988
> detach(exchange.rates)
> 
> 
> 
> cleanEx(); ..nameEx <- "VaR.gpd"
> 
> ### * VaR.gpd
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: VaR.gpd
> ### Title: Value at Risk Calculation from Log-Likelihood Fit of General
> ###   Pareto Distribution (GPD)
> ### Aliases: VaR.gpd
> ### Keywords: ts
> 
> ### ** Examples
> 
> data(exchange.rates)
> attach(exchange.rates)
> y <- USDJPY[!is.na(USDJPY)]
> z <- VaR.gpd(y)
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
> z$VaR
[1] 1.636566
> z$VaR.interval
[1] 1.485103 1.882315
> z$ES
[1] 2.112686
> z$ES.interval
[1] 1.812828 2.599206
> detach(exchange.rates)
> 
> 
> 
> cleanEx(); ..nameEx <- "VaR.gpd.plots"
> 
> ### * VaR.gpd.plots
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: VaR.gpd.plots
> ### Title: Diagnostic Plots for VaR Calculation from GPD Approximation
> ### Aliases: VaR.gpd.plots
> ### Keywords: aplot
> 
> ### ** Examples
> 
> data(exchange.rates)
> attach(exchange.rates)
> y <- USDJPY[!is.na(USDJPY)]
> z <- VaR.gpd(y)
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
Warning in log(x) : NaNs produced
> VaR.gpd.plots(z)
> detach(exchange.rates)
> 
> 
> 
> cleanEx(); ..nameEx <- "VaR.norm"
> 
> ### * VaR.norm
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: VaR.norm
> ### Title: Value at Risk Calculation in Lognormal Approximation
> ### Aliases: VaR.norm
> ### Keywords: ts
> 
> ### ** Examples
> 
> data(exchange.rates)
> attach(exchange.rates)
> y <- USDJPY[!is.na(USDJPY)]
> z <- VaR.norm(y)
> z$VaR
[1] 1.674734
> detach(exchange.rates)
> 
> 
> 
> cleanEx(); ..nameEx <- "VaR.norm.plots"
> 
> ### * VaR.norm.plots
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: VaR.norm.plots
> ### Title: Diagnostic Plots for VaR Calculation in Lognormal Approximation
> ### Aliases: VaR.norm.plots
> ### Keywords: aplot
> 
> ### ** Examples
> 
> data(exchange.rates)
> attach(exchange.rates)
> y <- USDJPY[!is.na(USDJPY)]
> z <- VaR.norm(y)
> VaR.norm.plots(z)
> detach(exchange.rates)
> 
> 
> 
> cleanEx(); ..nameEx <- "exchange.rates"
> 
> ### * exchange.rates
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: exchange.rates
> ### Title: EUR/USD, USD/JPY, USD/CHF and GPD/USD Exchange Rates
> ### Aliases: exchange.rates
> ### Keywords: datasets
> 
> ### ** Examples
> 
> data(exchange.rates)
> attach(exchange.rates)
> plot(date, USDJPY, xlab = "Time", ylab = "Exchange Rate", main = "USD/JPY Exchange Rate", type = "l")
> axis.POSIXct(1, date)
> detach(exchange.rates)
> 
> 
> 
> ### * <FOOTER>
> ###
> cat("Time elapsed: ", proc.time() - get("ptime", env = .CheckExEnv),"\n")
Time elapsed:  0.64 0.06 0.7 0 0 
> grDevices::dev.off()
null device 
          1 
> ###
> ### Local variables: ***
> ### mode: outline-minor ***
> ### outline-regexp: "\\(> \\)?### [*]+" ***
> ### End: ***
> quit('no')