chart.Histogram {PerformanceAnalytics} | R Documentation |
Create a histogram of returns, with optional curve fits for density and normal. This is wrapper function for hist
, see the help for that function for additional arguments you may wish to pass in.
chart.Histogram(R, rf = 0, breaks="FD", main = NULL, add.names = TRUE, xlab = "Returns", ylab = "Frequency", border.col = "white", add.density = TRUE, add.fit = TRUE, density.col = "black", fit.col = "darkgray", colorset = "gray", lwd = 2, xlim = NULL, ...)
R |
a vector, matrix, data frame, timeSeries or zoo object of asset returns |
rf |
risk free rate, in same period as your returns |
breaks |
how to calculate the breaks between the bars, see hist for details, default "FD" |
add.names |
TRUE/FALSE whether to add names from the source data to the graph |
add.density |
TRUE/FALSE whether to add the density plot to the graph |
add.fit |
TRUE/FALSE whether to add a fitted curve to the graph |
fit.col |
number of columns to fit the data over |
border.col |
colorset to use for the border |
density.col |
colorset to use for the density plot |
main |
set the chart title, same as in plot |
ylab |
set the y-axis label, same as in plot |
xlab |
set the x-axis label, same as in plot |
xlim |
set the x-axis limit, same as in plot |
lwd |
set the line width, same as in plot |
colorset |
color palette to use, set by default to rational choices |
... |
any other passthru parameters |
chart of histogram of returns
Code inspired by a chart on: http://zoonek2.free.fr/UNIX/48_R/03.html
Peter Carl