plot-risk | R Documentation |
Displays risk plot from asseets.
assetsRiskReturnPlot(x, col = "steelblue", percentage = FALSE, scale = 252,
labels = TRUE, add = TRUE, ...)
assetsNIGShapeTrianglePlot(x, labels, col = "steelblue", ...)
x |
any rectangular time series object which can be converted by the
function |
col |
a character string, defining the color to fill the boxes. |
percentage |
a logical flag. Are the returns given by log or percentual log returns? |
scale |
an integer value, the scale, i..e number of days, in a year. Used by daily data sets. |
labels |
a logical flag, if |
add |
a logical flag, defining the color to fill the boxes. |
... |
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
head(LPP)
## assetsRiskReturnPlot -
# Create Risk/Return Plot:
# par(mfrow = c(2, 2))
assetsRiskReturnPlot(LPP)
## assetsNIGShapeTrianglePlot -
# Create NIG Shape Triangle Plot:
assetsNIGShapeTrianglePlot(LPP)
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