similarityPlot {fAssets} | R Documentation |
A collection and description of functions which
display several different kind of views on
multivariate data sets of assets.
The functions are:
| Displays hierarchical clustering dendrogram, |
assetsCorEigenPlot | Displays ratio of the largest two eigenvalues, |
assetsTreePlot | Displays minimal spanning tree plot. |
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"), ...) assetsTreePlot(x, labels = TRUE, title = TRUE, box = TRUE, method = "euclidian", seed = NULL, ...)
box |
a logical flag, should a box be added around the plot? By default
TRUE .
|
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.
|
method |
[assetsCorgramPlot] - for the function assetsCorgramPlot a character string,
the type of graph used in the lower panel, for the function
assetsCorEigenPlot a character string, the method used
to compute the correlation matrix.[assetsTreePlot] - a character string, the method used to compute the distance matrix, see function dist .
|
seed |
an integer value setting the seed in the computation of the sample ranks. |
title |
a logical flag, should a default title be added? By default
TRUE .
|
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 .
|
... |
optional arguments to be passed. |
The function assetsTreePlot
displaying a minimum spanning tree
plot has bee moved to the Rmetrics addon package.
Diethelm Wuertz for the Rmetrics port.
MultivariateDistribution
.
## LPP2005REC - x = as.timeSeries(data(LPP2005REC)) head(x) ## assetsDendrogramPlot - assetsDendrogramPlot(x) ## assetsCorEigenPlot - assetsCorEigenPlot(x) ## assetsTreePlot - assetsTreePlot(x) assetsTreePlot(x)