| s0,s1,... | string, name of the component to add. Allowed are
"method" (method for VaR, one of "RMA" = default,
"MAD", "EMA"),
"h" (window width, default is 250),
"lam" ("EMA" parameter, default is 1-0.96),
"dist" (distribution, default is 0 for
normal, a positive integer denotes
the degrees of freedom in case of
a t-distribution),
"alpha" (significance level, default is 0.01),
"w" (weights for assets),
"bw" (bandwidth for method KDQ).
For VaRplot, the parameters
"name" (output name),
"color" (color for VaR),
"style" (style for VaR),
"thick" (line thickness for VaR),
"size" (point size for portfolio data),
"title" (output title),
"plot" (default is "all" for upper and
lower VaR, use "low" for lower only),
"exceed" (mark points that exceed VaR)
are possible as well.
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