Histogram Plots of Assets

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Description

Displays density of assets returns as a histogram and/or as log density plot.

Usage

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assetsHistPlot(x, col = "steelblue", skipZeros = FALSE, ...)

assetsLogDensityPlot(x, estimator = c("hubers", "sample", "both"), 
    labels = TRUE, ...)

Arguments

x

any rectangular time series object which can be converted by the function as.matrix() into a matrix object, e.g. like an object of class timeSeries, data.frame, or mts.

skipZeros

a logical, should zeros be skipped in the histogram plot of the return series ?

col

a character string, defining the color to fill the boxes.

estimator

a character string naming the type of estimator to fit the mean and variance of the normal density. This may be either "huber", "sample", or "both".

labels

a logical flag, if TRUE then default labels will be used, otherwise the plots will be displayed without labels and the user can add his own labels.

...

optional arguments to be passed.

Author(s)

Diethelm Wuertz for the Rmetrics port.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

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## LPP2005REC -
   # Load Swiss Pension Fund Data:
   x <- LPP2005REC
   head(x)   
  
## assetsHistPlot - 
   # Create Histogram Plot: assetsHistPlot -
   # par(mfrow = c(2, 2))
   assetsHistPlot(x[, 1:4])
   
## assetsLogDensityPlot -
   #Create Log Density Plot: assetsLogDensityPlot -
   # par(mfrow = c(1, 1))
   assetsLogDensityPlot(x[, "ALT"], estimator = "both")