PerformanceAnalytics (version 1.0.4.4)

chart.RollingMean: chart the rolling mean return

Description

A wrapper to create a rolling mean return chart with 95% confidence bands.

Usage

chart.RollingMean(R, width = 12, xaxis = TRUE, ylim = NULL, na.pad =
FALSE, lwd = c(2, 1, 1), ...)

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

width

number of periods to apply rolling function window over

xaxis

if true, draws the x axis

ylim

set the y-axis limit, same as in plot

na.pad

TRUE/FALSE If TRUE it adds any times that would not otherwise have been in the result with a value of NA. If FALSE those times are dropped.

lwd

set the line width, same as in plot. Specified in order of the main line and the two confidence bands.

...

any other passthru parameters

Examples

data(edhec)
chart.RollingMean(edhec[, 9, drop = FALSE])