chart.RollingMean: chart the rolling mean return

In AmurG/PerformanceAnalytics: Econometric tools for performance and risk analysis

Description

A wrapper to create a rolling mean return chart with 95

Usage

chart.RollingMean(R, width = 12, xaxis = TRUE, ylim = NULL, lwd = c(2,
  1, 1), ..., fill = NA)

Arguments

R	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
width	number of periods to apply rolling function window over
xaxis	if true, draws the x axis
ylim	set the y-axis limit, same as in plot
lwd	set the line width, same as in plot. Specified in order of the main line and the two confidence bands.
fill	a three-component vector or list (recycled otherwise) providing filling values at the left/within/to the right of the data range. See the fill argument of na.fill for details.
...	any other passthru parameters

Details

The previous parameter na.pad has been replaced with fill; use fill = NA instead of na.pad = TRUE, or fill = NULL instead of na.pad = FALSE.

Author(s)

Peter Carl

Examples

data(edhec)
chart.RollingMean(edhec[, 9, drop = FALSE])

AmurG/PerformanceAnalytics documentation built on May 5, 2019, 4:55 a.m.