Description Usage Arguments Examples
This function allows you to plot rolling performance metrics and is based on xts::plot.xts rather than base graphics
1 2 |
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
width |
number of periods to apply rolling function window over |
FUN |
any function that can be evaluated using a single set of returns |
ylim |
set the y-axis limit, same as in |
main |
set the chart title, same as in |
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 |
... |
any other passthru parameters to |
1 2 3 4 5 | library(xtsPerAnl)
library(xts) #library(xtsExtra)
library(PerformanceAnalytics)
data(managers)
new.chart.RollingPerformance(managers)
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