treePlot {fAssets} | R Documentation |
Creates and displays a minimum spanning tree of assets.
assetsTreePlot(x, labels = TRUE, title = TRUE, box = TRUE, method = "euclidian", seed = NULL, ...)
x |
a multivariate timeSeries object.
|
labels |
a logical flag, if TRUE then default labels will be used,
otherwise the plots will be displayed without labels and the user
can add his own labels.
|
title |
a logical flag, should a default title be added? By default
TRUE .
|
box |
a logical flag, should a box be added around the plot? By default
TRUE .
|
method |
a character string, the method used to compute the distance
matrix, see function dist .
|
seed |
an integer value setting the seed in the computation of the sample ranks. |
... |
optional arguments to be passed. |
Diethelm Wuertz for the Rmetrics port.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## LPP2005REC - LPP = as.timeSeries(data(LPP2005REC)) ## assetsTreePlot - # par(mfrow = c(2, 2)) assetsTreePlot(LPP) # new seeds ... for (i in 1:3) assetsTreePlot(LPP)