plotOptimalStatistic: Plot time series object in ggplot

Description Usage Arguments Value Examples

Description

Plot time series object in ggplot

Usage

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plotOptimalStatistic(optimizationResultsObject, statisticType,
  datePeriodType = "train", plotTitle = NULL, yTitle = NULL,
  xTitle = "Date", legendTitle = NULL, annualize = FALSE,
  interactive = FALSE)

Arguments

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

Value

a timeseries plot (ggplot)

Examples

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erolbicero/propfolio documentation built on May 16, 2019, 8:48 a.m.