new.chart.RollingPerformance: A New chart.RollingPerformance Function

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

Description

This function allows you to plot rolling performance metrics and is based on xts::plot.xts rather than base graphics

Usage

new.chart.RollingPerformance(R, width = 12, FUN = "Return.annualized", ...,
  ylim = NULL, main = NULL, fill = NA)

Arguments

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 plot
main	set the chart title, same as in plot
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 na.fill for details.
...	any other passthru parameters to plot or the function specified

Examples

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

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