seriesPlot {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 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, |
| Displays risk-return giagram of assets, |
assetsNIGShapeTrianglePlot | Displays NIG Shape Triangle, |
| Displays bivariate Histogram Plot. |
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"), ...)
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. |
Diethelm Wuertz for the Rmetrics port.
MultivariateDistribution
.
## 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")])