plot-risk: Assets Risk Plots

plot-riskR Documentation

Assets Risk Plots

Description

Displays risk plot from asseets.

Usage

assetsRiskReturnPlot(x, col = "steelblue", percentage = FALSE, scale = 252, 
    labels = TRUE, add = TRUE, ...)  
    
assetsNIGShapeTrianglePlot(x, labels, col = "steelblue", ...)

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.

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 TRUE then default labels will be used, otherwise the plots will be displayed without labels and the user can add his own labels.

add

a logical flag, 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

## 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)

fAssets documentation built on Jan. 14, 2024, 8:24 p.m.

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