Description Usage Arguments Author(s) See Also
This function charts the optimize.portfolio
object
in risk-return space and the degree of concentration
based on the weights or percentage component contribution
to risk.
1 2 3 4 5 | chart.Concentration(object, ..., return.col = "mean",
risk.col = "ES", chart.assets = FALSE,
conc.type = c("weights", "pct_contrib"),
col = heat.colors(20), element.color = "darkgray",
cex.axis = 0.8, xlim = NULL, ylim = NULL)
|
object |
optimal portfolio created by
|
... |
any other passthru parameters. |
return.col |
string matching the objective of a 'return' objective, on vertical axis. |
risk.col |
string matching the objective of a 'risk' objective, on horizontal axis. |
chart.assets |
TRUE/FALSE. Includes a risk reward scatter of the assets in the chart. |
conc.type |
concentration type can be based on the concentration of weights or concentration of percentage component contribution to risk (only works with risk budget objective for the optimization). |
col |
color palette or vector of colors to use. |
element.color |
color for the border and axes. |
cex.axis |
The magnification to be used for axis
annotation relative to the current setting of
|
xlim |
set the x-axis limit, same as in
|
ylim |
set the y-axis limit, same as in
|
Peter Carl and Ross Bennett
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