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#' @title Create four-panel plot of returns
#'
#' @author Eric Zivot
#'
#' @description
#' Four-panel plot showing histogram with normal curve overlaid, boxplot, sample ACF, and normal
#' qq-plot. Inspired by the four-panel plot in Statistical Analysis of Financial Data with R by
#' Rene Carmona.
#'
#' @param ret Single data object (xts, zoo, matrix, data.frame) of returns. It is assumed that the
#' column has a name
#'
#' @export fourPanelPlot
fourPanelPlot <-
function(ret)
{
ret = PerformanceAnalytics::checkData(ret, "matrix")
retName = colnames(ret)
ret.den = density(ret)
par(mfrow=c(2,2))
hist(ret, main=paste(retName, " monthly returns", sep=""),
xlab=retName, probability=T, col="cornflowerblue")
# overlay normal distribution on smoothed density
lines(ret.den$x, dnorm(ret.den$x, mean=mean(ret), sd=sd(ret)),
col="black", lwd=2)
legend(x="topleft", legend=c("Normal Curve"),
lty=1, col="black", lwd=2, bty="n")
boxplot(ret, outchar=T, col="cornflowerblue")
# autocorrelations
acf(ret, lwd=2, main="")
# qq plot
qqnorm(ret, col="cornflowerblue", pch=16)
qqline(ret)
par(mfrow=c(1,1))
}
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