plot-boxplot: Displays a Box Plot of Assets

Description Usage Arguments Author(s) References Examples

Description

Displays standard box and box-percentile plots of assets.

Usage

1
2
assetsBoxPlot(x, col = "bisque", ...)
assetsBoxPercentilePlot(x, col = "bisque", ...) 

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.

col

a character string, defining the color to fill the boxes.

...

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

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
## LPP -
   # Load Swiss Pension Fund Data:
   LPP <- LPP2005REC[, 1:6]
   head(LPP)
   
## assetsBoxPlot - 
   # Create a Boxplot: assetsBoxPlot - 
   assetsBoxPlot(LPP)
       
## assetsBoxPercentilePlot - 
   # Create a Box Percentile Plot: assetsBoxPercentilePlot - 
   assetsBoxPercentilePlot(LPP)  
   grid(NA, NULL, col="red")

Example output

Loading required package: timeDate
Loading required package: timeSeries
Loading required package: fBasics


Rmetrics Package fBasics
Analysing Markets and calculating Basic Statistics
Copyright (C) 2005-2014 Rmetrics Association Zurich
Educational Software for Financial Engineering and Computational Science
Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
https://www.rmetrics.org --- Mail to: info@rmetrics.org


Rmetrics Package fAssets
Analysing and Modeling Financial Assets
Copyright (C) 2005-2014 Rmetrics Association Zurich
Educational Software for Financial Engineering and Computational Science
Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
https://www.rmetrics.org --- Mail to: info@rmetrics.org
GMT
                    SBI          SPI          SII          LMI         MPI
2005-11-01 -0.000612745  0.008414595 -0.003190926 -0.001108882 0.001548062
2005-11-02 -0.002762009  0.002519342 -0.004117638 -0.001175939 0.000342876
2005-11-03 -0.001153092  0.012707292 -0.005209409 -0.000992456 0.010502959
2005-11-04 -0.003235750 -0.000702757 -0.001127165 -0.001198528 0.011679558
2005-11-07  0.001310970  0.006205226 -0.001795839  0.000360366 0.002709618
2005-11-08  0.000539312  0.000329260  0.002103374  0.002327040 0.000346843
                    ALT
2005-11-01 -0.002572971
2005-11-02 -0.001141604
2005-11-03  0.005007442
2005-11-04  0.009482677
2005-11-07  0.004723952
2005-11-08  0.000853619

fAssets documentation built on Nov. 17, 2017, 2:12 p.m.