Description Usage Arguments Value Author(s) Examples
Plot the elements of an riskBudget
object.
1 | chartRobRisk(object, digits = 3, col = c(4, 2), ...)
|
object |
An object of class |
digits |
The number of digits of numerical values in graphs |
col |
The vector of numerics representing the color of the initial and final risk budgetings, respectively. |
... |
other graphics parameters in plot |
The graph of initial risk budgets and final risk budgets
Chindhanai Uthaisaad
1 2 3 4 5 6 7 | data("RussellData")
rf = RussellData[, 16]
robRiskData = RussellData[, 1:15]
riskBudget = robRiskBudget(robRiskData, rf = rf, shrink = TRUE, avgCor = TRUE,
ESMethod = "historical", corMatMethod = "mcd")
chartRobRisk(riskBudget)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.