riskPlots {fAssets} | R Documentation |
Displays risk plot from asseets.
assetsRiskReturnPlot(x, col = "steelblue", percentage = FALSE, scale = 252, labels = TRUE, add = TRUE, ...) assetsNIGShapeTrianglePlot(x, labels, col = "steelblue", ...)
x |
any rectangular time series object which can be converted by the
function as.matrix() into a matrix object, e.g. like an
object of class timeSeries , data.frame , or mts .
|
col |
a character string, defining the color to fill the boxes. |
percentage |
a logical flag. Are the returns given by log or percentual log returns? |
scale |
an integer value, the scale, i..e number of days, in a year. Used by daily data sets. |
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.
|
add |
a logical flag, defining the color to fill the boxes. |
... |
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)) ## assetsRiskReturnPlot - # par(mfrow = c(2, 2)) assetsRiskReturnPlot(LPP) ## assetsNIGShapeTrianglePlot - assetsNIGShapeTrianglePlot(LPP)