frontier-PlotControl: Frontier Plot Control List

In fPortfolio: Rmetrics - Portfolio Selection and Optimization

Frontier Plot Control List

Description

Allows to modify plot settings for the frontier plot.

Usage

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 April 25, 2023, 9:11 a.m.