chartRobRisk: 'riskBudget' Plots

In sangeeuw/factorAnalytics_Avinash: Factor Analytics

Description

Plot the elements of an riskBudget object.

Usage

chartRobRisk(object, digits = 3, col = c(4, 2), ...)

Arguments

object	An object of class riskBudget returned by robRiskBudget.
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

Value

The graph of initial risk budgets and final risk budgets

Author(s)

Chindhanai Uthaisaad

Examples

data("RussellData")
rf = RussellData[, 16]
robRiskData = RussellData[, 1:15]

riskBudget = robRiskBudget(robRiskData, rf = rf, shrink = TRUE, avgCor = TRUE,
ESMethod = "historical", corMatMethod = "mcd")
chartRobRisk(riskBudget)

sangeeuw/factorAnalytics_Avinash documentation built on May 22, 2019, 2:48 p.m.