bb.plot: Plots the log of prices and highlight bear states
In bbdetection: Identification of Bull and Bear States of the Market

Description Usage Arguments Value Examples

View source: R/Functions.r

This function plots the log of prices and highlights bear states

1	bb.plot(price, bull, dates, price.name=NULL, log.scale=TRUE)

`price`	a numeric vector of price values
`bull`	a logical vector that contains the states of the market. This vector is returned by function `run_dating_alg` or `run_filtering_alg`.
`dates`	a vector of dates in Date format
`price.name`	the name of the time-series of prices that will appear on the y-axis of the plot
`log.scale`	a logical variable that specifies whether to use log scale along the y-axis

None

{
library(zoo)
library(xtable)
library(ggplot2)
price <- as.vector(coredata(sp500m)) # retrieve monthly prices
dates <- index(sp500m) # retrieve dates from zoo-object
setpar_dating_alg(4, 6, 5, 15, 20) # parameters for monthly data
bull <- run_dating_alg(price) # detect bull-bear states
bb.plot(price, bull, dates, "S&P 500") # plot the result
}