chartRobRisk: 'riskBudget' Plots

In chindhanai/GSoC2017: Advancing factorAnalytics

Description

Plot the elements of an riskBudget object.

Usage

chartRobRisk(object, digits = 3, col = c(4, 2), ...)

Arguments

object	An object of class riskBudget returned by robRiskBudget.
digits	The number of digits of numerical values in graphs
...	other graphics parameters in plot

Value

The graph of initial risk budgets and final risk budgets

Author(s)

Chindhanai Uthaisaad

Examples

data(RussellData)
RussellData = data
rf = RussellData[, 16]
robRiskData = RussellData[, 1:15]

riskBudget = robRiskBudget(robRiskData, rf = rf, shrink = TRUE, avgCor = TRUE,
ESMethod = "historical", corMatMethod = "mcd")
chartRobRisk(riskBudget)

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