chart_pca: Plot PCA charts
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Details
Value
Description
Plot PCA charts
Usage
1
chart_pca(ret, n_pc = 8)
Arguments
ret
data.frame containing returns
n_pc
number of PCs to cut off plots
Details
The loadings plot displays a bar chart for each PC up to the
n_pc paramter. It is assumed the first column of the returns is the
fund or asset of interest and is highlighted. The cumulative variance
explained chart displays the cumulative portion of total variance explained
by each PC.
Value
a list containing two ggplots, see details
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Details Value
Description
Plot PCA charts
Usage
1 | chart_pca(ret, n_pc = 8)
|
Arguments
ret |
data.frame containing returns |
n_pc |
number of PCs to cut off plots |
Details
The loadings plot displays a bar chart for each PC up to the
n_pc paramter. It is assumed the first column of the returns is the
fund or asset of interest and is highlighted. The cumulative variance
explained chart displays the cumulative portion of total variance explained
by each PC.
Value
a list containing two ggplots, see details
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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