Usage
chart.Concentration(object, ..., return.col = "mean", risk.col = "ES", chart.assets = FALSE, conc.type = c("weights", "pct_contrib"), col = heat.colors(20), element.color = "darkgray", cex.axis = 0.8, xlim = NULL, ylim = NULL)
Arguments
...
any other passthru parameters.
return.col
string matching the objective of a 'return' objective, on vertical axis.
risk.col
string matching the objective of a 'risk' objective, on horizontal axis.
chart.assets
TRUE/FALSE. Includes a risk reward scatter of the assets in the chart.
conc.type
concentration type can be based on the concentration of weights
or concentration of percentage component contribution to risk (only works with risk
budget objective for the optimization).
col
color palette or vector of colors to use.
element.color
color for the border and axes.
cex.axis
The magnification to be used for axis annotation relative to the current setting of cex.
xlim
set the x-axis limit, same as in plot. ylim
set the y-axis limit, same as in plot.