PerformanceAnalytics (version 1.1.0)

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, lwd = c(2, 1, 1), ..., fill = NA)

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
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
fill
a three-component vector or list (recycled otherwise) providing filling values at the left/within/to the right of the data range. See the fill argument of na.fill for details.

Details

The previous parameter na.pad has been replaced with fill; use fill = NA instead of na.pad = TRUE, or fill = NULL instead of na.pad = FALSE.

Examples

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

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