chart.EfficientFrontierOverlay: Plot multiple efficient frontiers

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

Description

Overlay the efficient frontiers of multiple portfolio objects on a single plot.

Usage

chart.EfficientFrontierOverlay(R, portfolio_list, type, n.portfolios = 25,
  match.col = "ES", search_size = 2000, main = "Efficient Frontiers",
  cex.axis = 0.8, element.color = "darkgray", legend.loc = NULL,
  legend.labels = NULL, cex.legend = 0.8, xlim = NULL, ylim = NULL, ...,
  chart.assets = TRUE, labels.assets = TRUE, pch.assets = 21,
  cex.assets = 0.8, col = NULL, lty = NULL, lwd = NULL)

Arguments

R	an xts object of asset returns
portfolio_list	list of portfolio objects created by portfolio.spec and combined with combine.portfolios
type	type of efficient frontier, see create.EfficientFrontier
n.portfolios	number of portfolios to extract along the efficient frontier. This is only used for objects of class optimize.portfolio
match.col	string name of column to use for risk (horizontal axis). Must match the name of an objective.
search_size	passed to optimize.portfolio for type="DEoptim" or type="random".
main	title used in the plot.
cex.axis	the magnification to be used for sizing the axis text relative to the current setting of 'cex', similar to plot.
element.color	provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
legend.loc	location of the legend; NULL, "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center".
legend.labels	character vector to use for the legend labels.
cex.legend	The magnification to be used for sizing the legend relative to the current setting of 'cex', similar to plot.
xlim	set the x-axis limit, same as in plot.
ylim	set the y-axis limit, same as in plot.
...	passthrough parameters to plot.
chart.assets	TRUE/FALSE to include the assets.
labels.assets	TRUE/FALSE to include the asset names in the plot.
pch.assets	plotting character of the assets, same as in plot.
cex.assets	A numerical value giving the amount by which the asset points and labels should be magnified relative to the default.
col	vector of colors with length equal to the number of portfolios in portfolio_list.
lty	vector of line types with length equal to the number of portfolios in portfolio_list.
lwd	vector of line widths with length equal to the number of portfolios in portfolio_list.

Author(s)

Ross Bennett

PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.