chart.EF.Weights: Chart weights along an efficient frontier

In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Chart weights along an efficient frontier

Description

This function produces a stacked barplot of weights along an efficient frontier.

Usage

chart.EF.Weights(object, ...)

## S3 method for class 'efficient.frontier'
chart.EF.Weights(
  object,
  ...,
  colorset = NULL,
  n.portfolios = 25,
  by.groups = FALSE,
  match.col = "ES",
  main = "",
  cex.lab = 0.8,
  cex.axis = 0.8,
  cex.legend = 0.8,
  legend.labels = NULL,
  element.color = "darkgray",
  legend.loc = "topright"
)

## S3 method for class 'optimize.portfolio'
chart.EF.Weights(
  object,
  ...,
  colorset = NULL,
  n.portfolios = 25,
  by.groups = FALSE,
  match.col = "ES",
  main = "",
  cex.lab = 0.8,
  cex.axis = 0.8,
  cex.legend = 0.8,
  legend.labels = NULL,
  element.color = "darkgray",
  legend.loc = "topright"
)

Arguments

object	object of class efficient.frontier or optimize.portfolio.
...	passthru parameters to barplot.
colorset	color palette or vector of colors to use.
n.portfolios	number of portfolios to extract along the efficient frontier.
by.groups	TRUE/FALSE. If TRUE, the group weights are charted.
match.col	string name of column to use for risk (horizontal axis). Must match the name of an objective.
main	title used in the plot.
cex.lab	the magnification to be used for x-axis and y-axis labels relative to the current setting of 'cex'.
cex.axis	the magnification to be used for sizing the axis text relative to the current setting of 'cex', similar to plot.
cex.legend	the magnification to be used for sizing the legend relative to the current setting of 'cex', similar to plot.
legend.labels	character vector to use for the legend labels.
element.color	provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
legend.loc	NULL, "topright", "right", or "bottomright". If legend.loc is NULL, the legend will not be plotted.

Author(s)

Ross Bennett

PortfolioAnalytics documentation built on April 4, 2025, 2:34 a.m.