new.chart.CumReturns: A New chart.CumReturns Function

In Shubham-Khanve/xtsPerAnl_old: Eliminating dependence of PerformanceAnalytics on base graphics by using plot.xts

Description

This function allows you to plot periodic returns with cumulation and is based on xts::plot.xts rather than base graphics

Usage

new.chart.CumReturns(R, wealth.index = FALSE, geometric = TRUE,
  legend.loc = NULL, colorset = (1:12), begin = c("first", "axis"), ...)

Arguments

R	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
wealth.index	if wealth.index is TRUE, shows the "value of $1", starting the cumulation of returns at 1 rather than zero
geometric	utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE
legend.loc	places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center.
colorset	color palette to use, set by default to rational choices
begin	Align shorter series to: first - prior value of the first column given for the reference or longer series or, axis - the initial value (1 or zero) of the axis.
...	any other passthru parameters

Examples

library(xtsPerAnl)
library(PerformanceAnalytics)
library(xtsExtra)  #library(xts)
library(RColorBrewer)
data(managers)
new.chart.CumReturns(managers)

Shubham-Khanve/xtsPerAnl_old documentation built on May 9, 2019, 1:29 p.m.