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
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