chart.Boxplot: box whiskers plot wrapper

In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

Description

A wrapper to create box and whiskers plot with some defaults useful for comparing distributions.

Usage

chart.Boxplot(
  R,
  names = TRUE,
  as.Tufte = FALSE,
  plot.engine = "default",
  sort.by = c(NULL, "mean", "median", "variance"),
  colorset = "black",
  symbol.color = "red",
  mean.symbol = 1,
  median.symbol = "|",
  outlier.symbol = 1,
  show.data = NULL,
  add.mean = TRUE,
  sort.ascending = FALSE,
  xlab = "Return",
  main = "Return Distribution Comparison",
  element.color = "darkgray",
  ...
)

Arguments

R	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
names	logical. if TRUE, show the names of each series
as.Tufte	logical. default FALSE. if TRUE use method derived for Tufte for limiting chartjunk
plot.engine	choose the plot engine you wish to use: ggplot2, plotly, googlevis and default
sort.by	one of "NULL", "mean", "median", "variance"
colorset	color palette to use, set by default to rational choices
symbol.color	draws the symbols described in mean.symbol,median.symbol,outlier.symbol in the color specified
mean.symbol	symbol to use for the mean of the distribution
median.symbol	symbol to use for the median of the distribution
outlier.symbol	symbol to use for the outliers of the distribution
show.data	numerical vector of column numbers to display on top of boxplot, default NULL
add.mean	logical. if TRUE, show a line for the mean of all distributions plotted
sort.ascending	logical. If TRUE sort the distributions by ascending sort.by
xlab	set the x-axis label, same as in plot
main	set the chart title, same as in plot
element.color	specify the color of chart elements. Default is "darkgray"
...	any other passthru parameters

Details

We have also provided controls for all the symbols and lines in the chart. One default, set by as.Tufte=TRUE, will strip chartjunk and draw a Boxplot per recommendations by Edward Tufte. It can also be useful when comparing several series to sort them in order of ascending or descending "mean", "median", "variance" by use of sort.by and sort.ascending=TRUE.

Value

box plot of returns

Author(s)

Peter Carl

References

Tufte, Edward R. The Visual Display of Quantitative Information. Graphics Press. 1983. p. 124-129

See Also

boxplot

Examples

data(edhec)
chart.Boxplot(edhec)
chart.Boxplot(edhec,as.Tufte=TRUE)

PerformanceAnalytics documentation built on Feb. 6, 2020, 5:11 p.m.