PerformanceAnalytics
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Refactor chart.BarVaR to use plot.xts
Core functionality
- Create bar chart of the first xts series(if there are at least two columns).
- Calculate VaR(Value at Risk) in different methods and add it to the chart in line type.
- Color of bars can be changed by
show.greenredbars=TRUE
. Positive returns are in green and negative returns are in red. - Methods' names are listed horizontally.