plot-similarity | R Documentation |
Displays plots of similariaies and dissimilarities between data sets of assets.
assetsDendrogramPlot(x, labels = TRUE, title = TRUE, box = TRUE,
method = c(dist = "euclidian", clust = "complete"), ...)
assetsCorEigenPlot(x, labels = TRUE, title = TRUE, box = TRUE,
method = c("pearson", "kendall", "spearman"), ...)
box |
a logical flag, should a box be added around the plot? By default
|
labels |
a logical flag, if |
method |
[assetsCorgramPlot] - |
title |
a logical flag, should a default title be added? By default
|
x |
any rectangular time series object which can be converted by the
function |
... |
optional arguments to be passed. |
assetsDendrogramPlot
displays a hierarchical clustering dendrogram,
assetsCorEigenPlot
displays ratio plot of the largest two eigenvalues.
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)
## assetsDendrogramPlot -
# Display a Dendrogram Plot:
assetsDendrogramPlot(LPP)
## assetsCorEigenPlot -
# Display a Correlation Eigenvalue Ratio Plot:
assetsCorEigenPlot(LPP)
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