StackRet: Stack Rets for ggplot

In RMOPI: Risk Management and Optimization for Portfolio Investment

Stack Rets for ggplot

Description

Change the arrangement of multivariate data to generate suitable data for ggplot.

Usage

StackRet(rets, date)

Arguments

rets	multivariate data, arranged by column
date	vector of common information for variables

Value

Suitable tibble data for plot by group in ggplot

Examples

names <- c("swan", "bear", "tiger")
date <- as.Date("2015-01-01") + days(0:179)
mu <- c(0.2, 0.08, 0.1)
sigma <- matrix(c(1, 0.25, -0.3, 0.25, 0.25, 0, -0.3, 0, 0.36), 3, 3)
allret <- rMvReturnSim(names, date, mu, sigma)
StackRet(allret, date)

RMOPI documentation built on Aug. 22, 2022, 5:07 p.m.