assets-arrange | R Documentation |
Allows to rearrange a set of assets columnwise.
assetsArrange(x, method = c("pca", "hclust", "abc"), ...)
pcaArrange(x, robust = FALSE, ...)
hclustArrange(x, method = c("euclidean", "complete"), ...)
abcArrange(x, ...)
orderArrange(x, ...)
sampleArrange(x, ...)
statsArrange(x, FUN = colMeans, ...)
x |
any rectangular time series object which can be converted by the
function |
method |
a character string, which method should be applied to reaarnage
the assests?
Either
|
robust |
a logical flag. Should robust statistics applied? |
FUN |
function anme of the statistical function to be applied. |
... |
optional arguments to be passed. |
a character vector with the rearranged assets names.
Diethelm Wuertz for the Rmetrics port.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## LPP -
# Load Swiss Pension Fund Data:
LPP <- LPP2005REC[, 1:3]
head(LPP)
## assetsArrange -
# Arrange Assets Columns:
assetsArrange(x=LPP, "pca")
assetsArrange(x=LPP, "hclust")
assetsArrange(x=LPP, "abc")
## Alternative Usage -
pcaArrange(x=LPP, robust=FALSE)
pcaArrange(x=LPP, robust=TRUE)
hclustArrange(x=LPP, method = c("euclidean", "complete"))
abcArrange(x=LPP)
orderArrange(x=LPP)
sampleArrange(x=LPP)
statsArrange(x=LPP, FUN=colMeans)
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