seriesPlot {fAssets}R Documentation

Assets Series Plots

Description

A collection and description of functions which display several different kind of views on multivariate data sets of assets.

The functions are:

assetsReturnPlot

Displays return series of individual assets,
assetsCumulatedPlot Displays cumulated returns of individual assets,
assetsSeriesPlot Displays time series of individual assets,
assetsHistPlot Displays histograms of individual assets,
assetsLogDensityPlot Displays a pdf plot on logarithmic scale,
assetsQQNormPlot Displays normal qq-plots of individual assets,

assetsRiskReturnPlot

Displays risk-return giagram of assets,
assetsNIGShapeTrianglePlot Displays NIG Shape Triangle,

assetsHistPairsPlot

Displays bivariate Histogram Plot.

Usage

assetsReturnPlot(x, col = "steelblue", ...)
assetsCumulatedPlot(x, col = "steelblue", ...)
assetsSeriesPlot(x, col = "steelblue", ...)
assetsHistPlot(x, col = "steelblue", skipZeros = FALSE, ...)
assetsLogDensityPlot(x, estimator = c("hubers", "sample", "both"), 
    labels = TRUE, ...)
assetsQQNormPlot(x, col = "steelblue", skipZeros = FALSE, ...)

assetsRiskReturnPlot(x, col = "steelblue", percentage = FALSE, scale = 252, 
    labels = TRUE, add = TRUE, ...)
assetsNIGShapeTrianglePlot(x, labels, col = "steelblue", ...)

assetsHistPairsPlot(x, bins = 30, method = c("square", "hex"), ...) 

Arguments

add a logical flag, defining the color to fill the boxes.
bins an integer value, the number of bins used for the biariate histogram.
col a character string, defining the color to fill the boxes.
estimator a character string naming the type of estimator to fit the mean and variance of the normal density. This may be either "huber", sample", or "both".
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 a character string denoting whic h type of binning should be used, either "squared" or "hexagonal".
percentage a logical flag. Are the returns given by log or percentual log returns?
scale an integer value, the scale, i..e number of days, in a year. Used by daily data sets.
skipZeros a logical, should zeros be skipped in the histogram plot of the return series ?
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.

Author(s)

Diethelm Wuertz for the Rmetrics port.

See Also

MultivariateDistribution.

Examples

## LPP2005REC -
   x = as.timeSeries(data(LPP2005REC))
   y = x[, "LPP40"]
   head(x)
   
## assetsReturnPlot -
   assetsReturnPlot(y)
   
## assetsCumulatedPlot -
   assetsCumulatedPlot(y)
   
## assetsSeriesPlot -
   assetsSeriesPlot(y)
   
## assetsHistPlot -
   assetsHistPlot(y)
   
## assetsLogDensityPlot -
   assetsLogDensityPlot(y)
   
## assetsQQNormPlot -
   assetsQQNormPlot(y)
   
## assetsRiskReturnPlot -
   assetsRiskReturnPlot(x)
   
## assetsNIGShapeTrianglePlot -
   assetsNIGShapeTrianglePlot(x)
   
## assetsHistPairsPlot -
   assetsHistPairsPlot(x[, c("LMI", "ALT")])

[Package fAssets version 280.74 Index]