Export Main Results
This method provides an easy way to export the main results of the portfolio
(i.e. after running analyze). A summary file and the portfolio loss
distribution (PDF and CDF) are exported to path.out. With the help of
file.format one can specify the csv format (“csv1” or
“csv2”). If a vector alpha of loss levels is specified,
risk contributions to EC, VaR and ES are also exported according to level(s)
alpha.
export(this,path.out,file.format,alpha)
this |
Object of class |
path.out |
string specifying the output path |
file.format |
string specifying the file format (i.e “csv1” or “csv2”) |
alpha |
numeric vector with loss levels between 0 and 1 |
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