plot.CLA | R Documentation |
A partly experimental plot()
method for
CLA()
objects.
It draws the efficient frontier in the \mu_w,\sigma_w
aka (mean,
std.dev.) plane.
Currently, this is quite rudimentary.
Future improvements would allow
- to add the/some single asset points,
- to correctly (‘hyperbolically’) interpolate between turning points
- add text about the number of (unique) critical points
- add option add = FALSE
which when TRUE would use
lines
instead plot
.
## S3 method for class 'CLA'
plot(x, type = "o", main = "Efficient Frontier",
xlab = expression(sigma(w)),
ylab = expression(mu(w)),
col = adjustcolor("blue", alpha.f = 0.5),
pch = 16, ...)
x |
a named |
type |
the |
main |
main |
xlab , ylab |
x- and y- axis labels, passed to |
col , pch |
color and point type, passed to
|
... |
potentially further arguments passed to
|
Martin Maechler.
CLA
, plot.default
.
## TODO %% Add A. Norring's small 12-asset example see --> ../TODO
## ---- one example is in help(CLA)
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