Bivariate Histogram Plots of Assets

Description

Displays bivariate histogram plots of assets returns.

Usage

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assetsHistPairsPlot(x, bins = 30, method = c("square", "hex"), ...) 

Arguments

x

any rectangular time series object which can be converted by the function as.matrix() into a matrix object, e.g. like an object of class timeSeries, data.frame, or mts.

bins

an integer value, the number of bins used for the biariate histogram.

method

a character string denoting whic h type of binning should be used, either "squared" or "hexagonal".

...

optional arguments to be passed.

Author(s)

Diethelm Wuertz for the Rmetrics port.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

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## LPP2005REC -
   # Load Swiss Pension Fund Data:
   LPP <- LPP2005REC
   head(LPP)
     
## assetsHistPairsPlot - 
   # Create a bivariate Binning Plot: assetsHistPairsPlot -
   assetsHistPairsPlot(LPP[, c("LMI", "ALT")])
   
## assetsHistPairsPlot -
   # Now with hexagonal Bins:
   assetsHistPairsPlot(LPP[, c("LMI", "ALT")], method = "hex")
   grid(col="red")