sandbox/R/chart.RollingStyle.R

In R-Finance/FactorAnalytics: factor analysis

chart.RollingStyle <-
function (R.fund, R.style, method = c("constrained","unconstrained","normalized"), leverage = FALSE, width = 12, main = NULL, space = 0, ...)
{ # @author Peter Carl

    result<-table.RollingStyle(R.fund=R.fund, R.style=R.style, method=method,leverage=leverage,width=width)
    
    if (is.null(main)){
        freq = periodicity(R.fund)
        
        switch(freq$scale,
                minute = {freq.lab = "minute"},
                hourly = {freq.lab = "hour"},
                daily = {freq.lab = "day"},
                weekly = {freq.lab = "week"},
                monthly = {freq.lab = "month"},
                quarterly = {freq.lab = "quarter"},
                yearly = {freq.lab = "year"}
        )
        
        main = paste(colnames(R.fund)[1]," Rolling ", width ,"-",freq.lab," Style Weights", sep="")
    }
    
    chart.StackedBar(result, main = main, space = space, ...)

}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2007 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
# $Id: chart.RollingStyle.R 1796 2011-01-19 16:18:07Z braverock $
#
###############################################################################
# $Log: not supported by cvs2svn $
# Revision 1.4  2009-10-15 21:50:19  brian
# - updates to add automatic periodicity to chart labels, and support different frequency data
#
# Revision 1.3  2008-07-11 03:22:01  peter
# - removed unnecessary function attributes
#
# Revision 1.2  2008-04-18 03:59:52  peter
# - added na.omit to avoid problems with missing data
#
# Revision 1.1  2008/02/23 05:55:21  peter
# - chart demonstrating fund exposures through time
#
#
###############################################################################