frontier-PlotControl: Frontier Plot Control List

Description Usage Arguments References

Description

Allows to modify plot settings for the frontier plot.

Usage

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frontierPlotControl(   
    # Colors:
        sharpeRatio.col   = "blue",
        minvariance.col   = "red",
        tangency.col      = "steelblue",
        cml.col           = "green",
        equalWeights.col  = "blue",
        singleAsset.col   = "topo.colors",
        twoAssets.col     = "grey",
        monteCarlo.col    = "black",
    # Point Sizes:
        minvariance.cex   = 1.25,
        tangency.cex      = 1.25,
        cml.cex           = 1.25,
        equalWeights.cex  = 1.25,
        singleAsset.cex   = 1.25,
        twoAssets.cex     = 0.01,
        monteCarlo.cex    = 0.01,
        sharpeRatio.cex   = 0.1, 
    # Limits:
        xlim              = NULL,
        ylim              = NULL,
    # MC Steps:
        mcSteps           = 5000,
    # Pie Settings:
        pieR              = NULL, 
        piePos            = NULL, 
        pieOffset         = NULL)

Arguments

sharpeRatio.col

Color setting.

minvariance.col

Color setting.

tangency.col

Color setting.

cml.col

Color setting.

equalWeights.col

Color setting.

singleAsset.col

Color setting.

twoAssets.col

Color setting.

monteCarlo.col

Color setting.

minvariance.cex

Font point size setting.

tangency.cex

Font point size setting.

cml.cex

Font point size setting.

equalWeights.cex

Font point size setting.

singleAsset.cex

Font point size setting.

twoAssets.cex

Font point size setting.

monteCarlo.cex

Font point size setting.

sharpeRatio.cex

Font point size setting.

xlim

x-axis limit setting.

ylim

y-axis limit setting.

mcSteps

Numer of Monte Carlo steps.

pieR

Pie radius setting.

piePos

Pie position coordinates setting.

pieOffset

Pie offset coordinates setting.

References

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


fPortfolio documentation built on March 26, 2020, 9:17 p.m.