plot-mst | R Documentation |
Creates and displays a minimum spanning tree of assets.
assetsTreePlot(x, labels = TRUE, title = TRUE, box = TRUE,
method = "euclidian", seed = NULL, ...)
x |
a multivariate |
labels |
a logical flag, if |
title |
a logical flag, should a default title be added? By default
|
box |
a logical flag, should a box be added around the plot? By default
|
method |
a character string, the method used to compute the distance
matrix, see function |
seed |
an integer value setting the seed in the computation of the sample ranks. |
... |
optional arguments to be passed. |
Diethelm Wuertz for the Rmetrics port.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## LPP2005REC -
# Load Swiss Pension Fund Data:
LPP <- LPP2005REC[, 1:6]
head(LPP)
## assetsTreePlot(LPP) -
# Create Minimum Spanning Tree Graph: assetsTreePlot -
# par(mfrow = c(2, 2))
assetsTreePlot(LPP)
# new seeds ...
for (i in 1:3) assetsTreePlot(LPP)
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