plot.toymkt: Plotting Toy Market Objects

In RelValAnalysis: Relative Value Analysis

Description

The function plot.toymkt produces several plots of a toymkt object.

Usage

## S3 method for class 'toymkt'
plot(x, ...)

Arguments

x	a toymkt object.
...	further arguments such as main.

Details

Four plots are produced: (i) time series of prices, (ii) time series of log returns, (iii) time series of benchmark weights, and (iv) time series of Shannon entropy (see ShannonEntropy) of the benchmark weights. Default settings are used for these plots, so they may not be informative if the number of assets is large.

See Also

toymkt

Examples

data(EuStockMarkets)
market <- toymkt(price = EuStockMarkets)
plot(market)

Example output

Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Warning message:
In toymkt(price = EuStockMarkets) :
  Since initial.weight is not given, the benchmark is assumed to be equal-weighted initially.

RelValAnalysis documentation built on May 2, 2019, 3:09 a.m.