plotReturns: Plot asset prices and returns for fractal analysis

In fractalrock: Generate fractal time series with non-normal returns distribution

Description

This is a convenience function for studying the generated time series by the fragtalrock package. Given a time series of prices, plotReturns will plot both the original time series of prices and the returns series. This is a useful visual aid in determining the utility of the simulated time series.

Usage

plotReturns(series, ...)

Arguments

series	A time series
...	Additional arguments to pass to plot

Value

Invisibly returns the original series

Author(s)

Brian Lee Yung Rowe

Examples

  data(generators)
  ps <- fractal(sampleInitiators, sampleGenerators, epochs=3)
  plotReturns(ps)

Example output

Loading required package: futile.any
Loading required package: lambda.r
Loading required package: futile.logger
Loading required package: timeDate
Loading required package: quantmod
Loading required package: xts
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.

fractalrock documentation built on May 2, 2019, 6:05 a.m.