chartCusum: cusumActMgr Plots

In chindhanai/GSoC2017: Advancing factorAnalytics

Description

Plot the elements of an cusumActMgr object.

Usage

chartCusum(object, digits = 3, which = NULL, ...)

Arguments

object	An object of class cusumActMgr returned by cusumActMgr.
digits	The number of digits of numerical values in graphs
which	A number or a vector of numbers to indicate the type of plots. If a subset of the plots is required, specify a subset of the numbers 1 and 2 for plots. The numbers 1 and 2 represent: 1 = Barplot of log-excess returns with annually moving average returns, plot of tracking error, Plot of excess volatility, and Plot of cusum for returns with protractors of slopes representing the annualized returns, 2 = Barplot of the information ratio, plot of cusumIR with protractors of slopes with corresponding IR, and a plot of Lindley's Recursion with the thresholds, and a scatter plot between the fund and benchmark returns with robust regression
...	other graphics parameters in plot

Value

Graph(s) as specified by the user

Author(s)

Chindhanai Uthaisaad

Examples

data(cusumData)
results = cusumActMgr(portfolioName = "Parvest", benchmarkName = "RUS2500",
data = cusumData)
chartCusum(results, which = 1)
chartCusum(results, which = c(1,2))

chindhanai/GSoC2017 documentation built on May 3, 2019, 5:15 p.m.