Description Usage Arguments Details Note Author(s) See Also Examples
View source: R/chart.Histogram.R
Create a histogram of returns, with optional curve fits for density and
normal. This is a wrapper function for hist
, see
the help for that function for additional arguments you may wish to pass in.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 | chart.Histogram(
R,
breaks = "FD",
main = NULL,
xlab = "Returns",
ylab = "Frequency",
methods = c("none", "add.density", "add.normal", "add.centered", "add.cauchy",
"add.sst", "add.rug", "add.risk", "add.qqplot"),
show.outliers = TRUE,
colorset = c("lightgray", "#00008F", "#005AFF", "#23FFDC", "#ECFF13", "#FF4A00",
"#800000"),
border.col = "white",
lwd = 2,
xlim = NULL,
ylim = NULL,
element.color = "darkgray",
note.lines = NULL,
note.labels = NULL,
note.cex = 0.7,
note.color = "darkgray",
probability = FALSE,
p = 0.95,
cex.axis = 0.8,
cex.legend = 0.8,
cex.lab = 1,
cex.main = 1,
xaxis = TRUE,
yaxis = TRUE,
...
)
|
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
breaks |
one of:
For the last three the number is a suggestion only.
see |
main |
set the chart title, same as in |
xlab |
set the x-axis label, same as in |
ylab |
set the y-axis label, same as in |
methods |
what to graph, one or more of:
|
show.outliers |
logical; if TRUE (the default), the histogram will show all of the data points. If FALSE, it will show only the first through the fourth quartile and will exclude outliers. |
colorset |
color palette to use, set by default to rational choices |
border.col |
color to use for the border |
lwd |
set the line width, same as in |
xlim |
set the x-axis limit, same as in |
ylim |
set the y-axis limits, same as in |
element.color |
provides the color for drawing chart elements, such as the box lines, axis lines, etc. Default is "darkgray" |
note.lines |
draws a vertical line through the value given. |
note.labels |
adds a text label to vertical lines specified for note.lines. |
note.cex |
The magnification to be used for note line labels relative to the current setting of 'cex'. |
note.color |
specifies the color(s) of the vertical lines drawn. |
probability |
logical; if TRUE, the histogram graphic is a
representation of frequencies, the counts component of the result; if FALSE,
probability densities, component density, are plotted (so that the histogram
has a total area of one). Defaults to TRUE if and only if breaks are
equidistant (and probability is not specified). see
|
p |
confidence level for calculation, default p=.99 |
cex.axis |
The magnification to be used for axis annotation relative to
the current setting of 'cex', same as in |
cex.legend |
The magnification to be used for sizing the legend relative to the current setting of 'cex'. |
cex.lab |
The magnification to be used for x- and y-axis labels relative to the current setting of 'cex'. |
cex.main |
The magnification to be used for the main title relative to the current setting of 'cex'. |
xaxis |
if true, draws the x axis |
yaxis |
if true, draws the y axis |
... |
any other passthru parameters to |
The default for breaks
is "FD"
. Other names for which
algorithms are supplied are "Sturges"
(see
nclass.Sturges
), "Scott"
, and "FD"
/
"Freedman-Diaconis"
(with corresponding functions
nclass.scott
and nclass.FD
). Case is ignored
and partial matching is used. Alternatively, a function can be supplied
which will compute the intended number of breaks as a function of R
.
Code inspired by a chart on:
http://zoonek2.free.fr/UNIX/48_R/03.html
Peter Carl
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 | data(edhec)
chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE])
# version with more breaks and the
# standard close fit density distribution
chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE],
breaks=40, methods = c("add.density", "add.rug") )
chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE],
methods = c( "add.density", "add.normal") )
# version with just the histogram and
# normal distribution centered on 0
chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE],
methods = c( "add.density", "add.centered") )
# add a rug to the previous plot
# for more granularity on precisely where the distribution fell
chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE],
methods = c( "add.centered", "add.density", "add.rug") )
# now show a qqplot to give us another view
# on how normal the data are
chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE],
methods = c("add.centered","add.density","add.rug","add.qqplot"))
# add risk measure(s) to show where those are
# in relation to observed returns
chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE],
methods = c("add.density","add.centered","add.rug","add.risk"))
|
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