# rMarginal: Maginal Contribution to Realized Estimate In realized: Realized

## Description

Plots the marginal contribution to the realized estimate.

## Usage

 `1` ```rMarginal(x, y = NULL, period,align.by="seconds", align.period = 1, plotit = FALSE, cts = TRUE,makeReturns = FALSE) ```

## Arguments

 `x` RealizedObject or TimeSeries for S+ `y` RealizedObject or TimeSeries for S+ `period` Sampling period `align.by` Align the tick data to seconds|minutes|hours `align.period` Align the returns to this period first `plotit` T for plot `cts` Create calendar time sampling if a non realizedObject is passed `makeReturns` Prices are passed make them into log returns

## Details

Plots the marginal contribution to the realized estimate. This is a good tool to determine what obersations are adding (possibly subtracting for covariance) to the estimate. For version 0.7 this is only implemented for the naive estimators, in 1.0 it will be implemented generically.

## Value

Marginal contribution vector if plotit = F

## Author(s)

Scott Payseur <[email protected]

## References

S. W. Payseur. A One Day Comparison of Realized Variance and Covariance Estimators. Working Paper: University of Washington, 2007

`rAccumulation`, `rRealizedVariance`
 ```1 2 3 4``` ```data(sbux.xts) par(mfrow=c(2,1)) plot(rCumSum(sbux.xts, period=10, align.by="seconds", align.period=60), xlab="", ylab="Cumulative Ruturns", main="Starbucks (SBUX)", sub='20110701', type="p") barplot(rMarginal(sbux.xts, period=10, align.by="seconds", align.period=60)\$y, main="Marginal Contribution Plot") ```