plot.FM.attribution: plot FM.attribution class

In R-Finance/FactorAnalytics: factor analysis

Description

Generic function of plot method for factorModelPerformanceAttribution. Either plot all assets or choose a single asset to plot.

Usage

  ## S3 method for class 'FM.attribution'
 plot(fm.attr,
    which.plot = c("none", "1L", "2L", "3L"), max.show = 6,
    date = NULL, plot.single = FALSE, fundName,
    which.plot.single = c("none", "1L", "2L", "3L"), ...)

Arguments

fm.attr	FM.attribution object created by factorModelPerformanceAttribution.
which.plot	Integer indicates which plot to create: "none" will create a menu to choose. Defualt is none. 1 = attributed cumulative returns, 2 = attributed returns on date selected by user, 3 = time series of attributed returns
max.show	Maximum assets to plot. Default is 6.
date	Indicates for attributed returns, the date format should be xts compatible.
plot.single	Plot a single asset of lm class. Defualt is FALSE.
fundName	Name of the portfolio to be plotted.
which.plot.single	Integer indicates which plot to create: "none" will create a menu to choose. Defualt is none. 1 = attributed cumulative returns, 2 = attributed returns on date selected by user, 3 = time series of attributed returns
...	more arguements for chart.TimeSeries used for plotting time series

Author(s)

Yi-An Chen.

Examples

## Not run: 
data(managers.df)
fit.ts <- fitTimeSeriesFactorModel(assets.names=colnames(managers.df[,(1:6)]),
                                  factors.names=c("EDHEC.LS.EQ","SP500.TR"),
                                  data=managers.df,fit.method="OLS")
 fm.attr <- factorModelPerformanceAttribution(fit.ts)
# plot all
plot(fm.attr,legend.loc="topleft",max.show=6)
dev.off()
# plot only one assets "HAM1
plot(fm.attr,plot.single=TRUE,fundName="HAM1")

## End(Not run)

R-Finance/FactorAnalytics documentation built on May 8, 2019, 3:51 a.m.