Description Usage Arguments See Also
This function charts the optimal weights of a portfolio run via
optimize.portfolio
or optimize.portfolio.rebalancing
.
The upper and lower bounds on weights can be plotted for single period optimizations.
The optimal weights will be charted through time for optimize.portfolio.rebalancing
objects. For optimize.portfolio.rebalancing
objects, the weights are
plotted with chart.StackedBar
.
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 31 32 33 34 35 36 37 38 39 40 41 42 43 44 | chart.Weights(object, ...)
## S3 method for class 'optimize.portfolio.rebalancing'
chart.Weights(object, ...,
main = "Weights")
## S3 method for class 'optimize.portfolio.DEoptim'
chart.Weights(object, ...,
neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
plot.type = "line")
## S3 method for class 'optimize.portfolio.GenSA'
chart.Weights(object, ...,
neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
plot.type = "line")
## S3 method for class 'optimize.portfolio.pso'
chart.Weights(object, ..., neighbors = NULL,
main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
legend.loc = "topright", cex.legend = 0.8, plot.type = "line")
## S3 method for class 'optimize.portfolio.ROI'
chart.Weights(object, ..., neighbors = NULL,
main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
legend.loc = "topright", cex.legend = 0.8, plot.type = "line")
## S3 method for class 'optimize.portfolio.random'
chart.Weights(object, ...,
neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
plot.type = "line")
## S3 method for class 'opt.list'
chart.Weights(object, neighbors = NULL, ...,
main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
legend.loc = "topright", cex.legend = 0.8, plot.type = "line")
|
object |
optimal portfolio object created by |
... |
any other passthru parameters . |
main |
an overall title for the plot: see |
neighbors |
set of 'neighbor' portfolios to overplot. See Details. |
las |
numeric in {0,1,2,3}; the style of axis labels
|
xlab |
a title for the x axis: see |
cex.lab |
The magnification to be used for x and y labels relative to the current setting of |
element.color |
provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc. |
cex.axis |
The magnification to be used for axis annotation relative to the current setting of |
colorset |
color palette or vector of colors to use. |
legend.loc |
location of the legend. If NULL, the legend will not be plotted. |
cex.legend |
The magnification to be used for legend annotation relative to the current setting of |
plot.type |
"line" or "barplot" to plot. |
optimize.portfolio
optimize.portfolio.rebalancing
chart.StackedBar
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