Description Usage Arguments Value Examples
Plot time series object in ggplot
1 2 3 4  | plotOptimalStatistic(optimizationResultsObject, statisticType,
  datePeriodType = "train", plotTitle = NULL, yTitle = NULL,
  xTitle = "Date", legendTitle = NULL, annualize = FALSE,
  interactive = FALSE)
 | 
optimizationResultsObject | 
 a list containing rolling statistics for an optimization  | 
statisticType | 
 character string, one of "opHoldings", "opWeights", "opER", "opSD", "opSharpe", "opIndex" for Optimal result; one of "mvHoldings", "mvWeights", "mvER", "mvSD", "mvSharpe", "mvIndex" for Minimum Variance result; the following are not available for this funciton: "ER" for expected return, "SD" for standard deviation, and "EF" for efficient frontier  | 
datePeriodType | 
 character string, one of "train", "test", currently assumes one month ahead, defaults to "train"  | 
plotTitle | 
 character string of plot title  | 
yTitle | 
 character string of y-axis title  | 
xTitle | 
 title for x-axis, defaults to "Date"  | 
annualize | 
 logical that will annualize Expected Return, Standard Deviation or Sharpe ratio, if it's not applicable, it will be ignored; defaults to FALSE  | 
interactive | 
 logical, whether or not to render in plotly for interactive use of plot; defaults to FALSE  | 
a timeseries plot (ggplot)
1  | none
 | 
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.