chart.RollingMean: chart the rolling mean return

In guillermozbta/portafolio-master: Econometric tools for performance and risk analysis.

Description

A wrapper to create a rolling mean return chart with 95 confidence bands.

Usage

chart.RollingMean(R, width = 12, xaxis = TRUE, ylim = NULL, lwd = c(2,
  1, 1), ..., fill = NA)

Arguments

R	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
width	number of periods to apply rolling function window over
xaxis	if true, draws the x axis
ylim	set the y-axis limit, same as in plot
lwd	set the line width, same as in plot. Specified in order of the main line and the two confidence bands.
...	any other passthru parameters
fill	a three-component vector or list (recycled otherwise) providing filling values at the left/within/to the right of the data range. See the fill argument of na.fill for details.

Details

The previous parameter na.pad has been replaced with fill; use fill = NA instead of na.pad = TRUE, or fill = NULL instead of na.pad = FALSE.

Author(s)

Peter Carl

Examples

data(edhec)
chart.RollingMean(edhec[, 9, drop = FALSE])

guillermozbta/portafolio-master documentation built on May 11, 2019, 7:20 p.m.