weightsPlot {fPortfolio} | R Documentation |
Displays plots of weights, investments, covariance and tail risk budgets.
weightsPlot(object, labels = TRUE, col = NULL, title = TRUE, mtext = TRUE, box = TRUE, legend = TRUE, ...) weightedReturnsPlot(object, labels = TRUE, col = NULL, title = TRUE, mtext = TRUE, box = TRUE, legend = TRUE, ...) covRiskBudgetsPlot(object, labels = TRUE, col = NULL, title = TRUE, mtext = TRUE, box = TRUE, legend = TRUE, ...) tailRiskBudgetsPlot(object, labels = TRUE, col = NULL, title = TRUE, mtext = TRUE, box = TRUE, legend = TRUE, ...)
object |
an S4 object of class fPORTFOLIO , as returned by one of
the portfolio functions, e.g. efficientPortfolio or
portfolioFrontier .
|
labels |
a logical flag, determining if the the graph should be labeled
automatically, which is the default case labels=TRUE . If
set to FALSE then the graph will be displayed
undecorated and the user can it decorate by himself.
|
col |
a character string vector, defined from a color palette. The
default setting uses the "Blues" seqPalette palette.
|
title |
a logical flag. Should automatically a title and axis labels be added to the plot. |
mtext |
a logical flag. Should automatically a margin text added to the right hand side plot? |
box |
a logical flag, determining whether a boxed frame should be plotted
around the pie, by default the value is set to TRUE .
|
legend |
a logical value, determining if the the graph should be labeled
automatically, shich is the default case labels=TRUE . If
set to FALSE then the graph will be displayed
undecorated and the user can it decorate by himself.
Evenmore, if labels takes the value of a string vector,
then the names of the assets from the porftolio object
will be ignored, and the labels will be taken from the specified
string vector.
|
... |
additional arguments passed to the function barplot . Only
active if labels=FALSE .
|
These barplots plots allow for different views on the results obtained from a feasible or an optimized portfolio.
The function weightsPlot
displays the weights composition
along the frontier of a portfolio.
The function weightedReturnsPlot
displays the investment
composition, i.e. the weighted returns along the frontier of a portfolio.
The function covRiskBudgetsPlot
displays the covariance risk
budgets composition along the frontier of a portfolio.
The function tailRiskBudgetsPlot
displays the copulae tail
risk budgets composition along the frontier of a portfolio. Note,
this is only possible if in the portfolio specificsation a copulae
tail risk is defined.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## data - Data = SMALLCAP.RET Data = Data[, c("BKE", "GG", "GYMB", "KRON")] ## portfolioFrontier - Frontier = portfolioFrontier(Data) ## weightsPlot - weightsPlot(Frontier)