chart.Weights: boxplot of the weights of the optimal portfolios

In R-Finance/PortfolioAnalytics: Portfolio Analysis, including Numerical Methods for Optimization of Portfolios

Description

This function charts the optimal weights of a portfolio run via optimize.portfolio or optimize.portfolio.rebalancing. The upper and lower bounds on weights can be plotted for single period optimizations. The optimal weights will be charted through time for optimize.portfolio.rebalancing objects. For optimize.portfolio.rebalancing objects, the weights are plotted with chart.StackedBar.

Usage

  ## S3 method for class 'optimize.portfolio.DEoptim'
 chart.Weights(object, ..., neighbors = NULL, main = "Weights",
    las = 3, xlab = NULL, cex.lab = 1,
    element.color = "darkgray", cex.axis = 0.8,
    colorset = NULL, legend.loc = "topright",
    cex.legend = 0.8, plot.type = "line")

  ## S3 method for class 'optimize.portfolio.random'
 chart.Weights(object, ..., neighbors = NULL, main = "Weights",
    las = 3, xlab = NULL, cex.lab = 1,
    element.color = "darkgray", cex.axis = 0.8,
    colorset = NULL, legend.loc = "topright",
    cex.legend = 0.8, plot.type = "line")

  ## S3 method for class 'optimize.portfolio.ROI'
 chart.Weights(object,
    ..., neighbors = NULL, main = "Weights", las = 3,
    xlab = NULL, cex.lab = 1, element.color = "darkgray",
    cex.axis = 0.8, colorset = NULL,
    legend.loc = "topright", cex.legend = 0.8,
    plot.type = "line")

  ## S3 method for class 'optimize.portfolio.pso'
 chart.Weights(object,
    ..., neighbors = NULL, main = "Weights", las = 3,
    xlab = NULL, cex.lab = 1, element.color = "darkgray",
    cex.axis = 0.8, colorset = NULL,
    legend.loc = "topright", cex.legend = 0.8,
    plot.type = "line")

  ## S3 method for class 'optimize.portfolio.GenSA'
 chart.Weights(object,
    ..., neighbors = NULL, main = "Weights", las = 3,
    xlab = NULL, cex.lab = 1, element.color = "darkgray",
    cex.axis = 0.8, colorset = NULL,
    legend.loc = "topright", cex.legend = 0.8,
    plot.type = "line")

  chart.Weights(object, ...)

  ## S3 method for class 'optimize.portfolio.rebalancing'
 chart.Weights(object, ..., main = "Weights")

  ## S3 method for class 'opt.list'
 chart.Weights(object,
    neighbors = NULL, ..., main = "Weights", las = 3,
    xlab = NULL, cex.lab = 1, element.color = "darkgray",
    cex.axis = 0.8, colorset = NULL,
    legend.loc = "topright", cex.legend = 0.8,
    plot.type = "line")

Arguments

object	optimal portfolio object created by optimize.portfolio.
neighbors	set of 'neighbor' portfolios to overplot. See Details.
...	any other passthru parameters .
main	an overall title for the plot: see title
las	numeric in {0,1,2,3}; the style of axis labels 0: always parallel to the axis, 1: always horizontal, 2: always perpendicular to the axis, 3: always vertical [default].
xlab	a title for the x axis: see title
cex.lab	The magnification to be used for x and y labels relative to the current setting of cex
element.color	provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
cex.axis	The magnification to be used for axis annotation relative to the current setting of cex.
colorset	color palette or vector of colors to use.
legend.loc	location of the legend. If NULL, the legend will not be plotted.
cex.legend	The magnification to be used for legend annotation relative to the current setting of cex.
plot.type	"line" or "barplot" to plot.

See Also

optimize.portfolio optimize.portfolio.rebalancing chart.StackedBar

R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.