PerformanceAnalytics (version 1.1.0)

chart.Boxplot: box whiskers plot wrapper

Description

A wrapper to create box and whiskers plot with some defaults useful for comparing distributions.

Usage

chart.Boxplot(R, horizontal = TRUE, names = TRUE,
    as.Tufte = FALSE,
    sort.by = c(NULL, "mean", "median", "variance"),
    colorset = "black", symbol.color = "red",
    mean.symbol = 1, median.symbol = "|",
    outlier.symbol = 1, show.data = NULL, add.mean = TRUE,
    sort.ascending = FALSE, xlab = "Return",
    main = "Return Distribution Comparison",
    element.color = "darkgray", ...)

Arguments

R

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

horizontal

TRUE/FALSE plot horizontal (TRUE) or vertical (FALSE)

names

logical. if TRUE, show the names of each series

as.Tufte

logical. default FALSE. if TRUE use method derived for Tufte for limiting chartjunk

sort.ascending

logical. If TRUE sort the distributions by ascending sort.by

sort.by

one of "NULL", "mean", "median", "variance"

colorset

color palette to use, set by default to rational choices

symbol.color

draws the symbols described in mean.symbol,median.symbol,outlier.symbol in the color specified

mean.symbol

symbol to use for the mean of the distribution

median.symbol

symbol to use for the median of the distribution

outlier.symbol

symbol to use for the outliers of the distribution

show.data

numerical vector of column numbers to display on top of boxplot, default NULL

add.mean

logical. if TRUE, show a line for the mean of all distributions plotted

xlab

set the x-axis label, same as in plot

main

set the chart title, same as in plot

element.color

specify the color of chart elements. Default is "darkgray"

...

any other passthru parameters

Value

• box plot of returns

Details

We have also provided controls for all the symbols and lines in the chart. One default, set by as.Tufte=TRUE, will strip chartjunk and draw a Boxplot per recommendations by Edward Tufte. It can also be useful when comparing several series to sort them in order of ascending or descending "mean", "median", "variance" by use of sort.by and sort.ascending=TRUE.

References

Tufte, Edward R. The Visual Display of Quantitative Information. Graphics Press. 1983. p. 124-129

See Also

boxplot

Examples

data(edhec)
chart.Boxplot(edhec)
chart.Boxplot(edhec,as.Tufte=TRUE)