Nothing
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# assetsReturnPlot Displays time series of individual assets
# assetsCumulatedPlot Displays time series of individual assets
# assetsSeriesPlot Displays time series of individual assets
################################################################################
assetsReturnPlot =
function(x, col = "steelblue", ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Displays return series of individual assets
# Arguments:
# x - a timeSeries object of financial returns or any other
# rectangular object which can be transformed by the
# function as.matrix into a numeric matrix.
# Example:
# x = as.timeSeries(data(LPP2005REC))
# par(mfrow = c(3,3)); assetsReturnPlot(x); par(mfrow = c(1,1))
# FUNCTION:
# Settings:
n = ncol(x)
if (length(col) == 1) col = rep(col, times = n)
# Plot:
seriesPlot(x, ylab = "Returns", col = col, ...)
# Return Value:
invisible()
}
# ------------------------------------------------------------------------------
assetsCumulatedPlot =
function(x, col = "steelblue", ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Displays cumulated return series of individual assets
# Arguments:
# x - a timeSeries object of financial returns or any other
# rectangular object which can be transformed by the
# function as.matrix into a numeric matrix.
# Example:
# x = as.timeSeries(data(LPP2005REC))
# par(mfrow = c(3,3)); assetsCumulatedPlot(x); par(mfrow = c(1,1))
# FUNCTION:
# Settings:
n = ncol(x)
if (length(col) == 1) col = rep(col, times = n)
# Plot:
x = exp(colCumsums(x))
seriesPlot(x, ylab = "Cumulated Returns", col = col, ...)
# Return Value:
invisible()
}
# ------------------------------------------------------------------------------
assetsSeriesPlot =
function(x, col = "steelblue", ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Displays a derived series of individual assets
# Arguments:
# x - a timeSeries object or any other rectangular object
# which can be transformed by the function as. matrix
# into a numeric matrix.
# Example:
# x = as.timeSeries(data(LPP2005REC))
# dd = drawdowns(x)
# par(mfrow = c(3,3)); assetsSeriesPlot(dd); par(mfrow = c(1,1))
# FUNCTION:
# Settings:
n = ncol(x)
if (length(col) == 1) col = rep(col, times = n)
# Plot:
seriesPlot(x, ylab = "Series", col = col, ...)
# Return Value:
invisible()
}
################################################################################
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.