pairsPlot {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 pairs of scatterplots of individual assets, |
assetsCorgramPlot | Displays correlations between assets, |
assetsCorTestPlot | Displays and tests pairwise correlations, |
assetsCorImagePlot | Displays an image plot of a correlations. |
assetsPairsPlot(x, labels = TRUE, ...) assetsCorgramPlot(x, labels = TRUE, method = c("pie", "shade"), ...) assetsCorTestPlot(x, labels = TRUE, ...) assetsCorImagePlot(x, labels = TRUE, show = c("cor", "test"), use = c("pearson", "kendall", "spearman"), abbreviate = 3, ...)
abbreviate |
allows to abbreviate strings to at least abbreviate
characters, such that they remain unique, if they were.
|
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, the type of graph used in the lower panel. |
show |
a character string, what should be pressented, correlations or results from correlation tests? |
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 .
|
use |
a character string indicating which correlation coefficient or
covariance is to be computed. One of "pearson" , the default,
"kendall" , or "spearman" .
|
... |
optional arguments to be passed. |
Diethelm Wuertz for the Rmetrics port.
MultivariateDistribution
.
## LPP2005REC - LPP = as.timeSeries(data(LPP2005REC)) head(LPP) ## assetsPairsPlot - assetsPairsPlot(LPP) ## assetsCorgramPlot - assetsCorgramPlot(LPP, method = "pie") assetsCorgramPlot(LPP, method = "shade") ## assetsCorTestPlot - assetsCorTestPlot(LPP) ## assetsCorImagePlot - assetsCorImagePlot(LPP)